Hello   Do we have a differencing functionality in SSM procedure similar to the ones in PROC ARIMA?   For example, in PRCO ARIMA, I can simply define  identify var=sales(1); to take a simple first difference of the 'sales'.    Then "ESTIMATE statements fit ARMA models to the differenced series. FORECAST statements forecast the differences and automatically sum these differences back to undo the differencing operation specified by the IDENTIFY statement, thus producing the final forecast result."    I'd like to model first difference of my response variable in PROC SSM and have it do the back-transformation for me. How can I accomplish this?   Thanks! is  ... View more

Hello all   I am new to PROC MIXED and having a trouble understanding SAS Doc Example (Example 79.5 Random Coefficients) as referenced here. So in the first part of the example, we fit the following random intercept/slope model to the RC data with 'Batch' as the grouping (clustering) element:   proc mixed data=rc; class Batch; model Y = Month / s; random Int Month / type=un sub=Batch s; run;   And based on Output 79.5.3, we have 2 columns per each subject which translates to 6 random effects that are related to each other with a full unstructured format. This means that the G matrix is 6 by 6 and all of 36 elements are parameters to be estimated. But later on, when I look at Output 79.5.5, I can only find 4 of those estimates. So the question is what happened to other G parameter estimates and how I can retrieve those?   Appreciate any words of wisdom anyone could share.     ... View more