I would like to apply the state-space model to my longitudinal dataset. The datasets consist of daily-collected data in 14 weeks from about 200 subjects, similar to the one provided in the SAS example https://documentation.sas.com/doc/en/etscdc/14.3/etsug/etsug_ssm_examples04.htm. However, the subject ID is not included in the code. So, does PROC SSM incorporate the subject ID information, or is it similar to the classic time series analysis (for one subject -- ignoring the subject ID)? Would anyone know the reference code for an implementation? Thank you! As a reference: proc ssm data=dataset;
id time;
trend growth(ps(2));
irregular wn;/*wn is white noise, residual error*/
model y = treatment growth wn;
eval y_predict = treatment + growth;
output out=For;
quit;
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