The SSM procedure handles a variety of models and it's syntax and output might take some getting used to.  You can see Example 3 ("Backcasting, Forecasting, and Interpolation") in the SSM doc for an additional example.  If you just want the back-casted values in your case, you can use the following modification of the code (print=smooth option in the MODEL statement):   proc ssm data=test;    id year interval=year;    trend curve(ps(2));    irregular wn;    model y = curve wn / print=smooth;    output out=for press; run; ... View more