The UCM Procedure
Details: UCM Procedure
- An Introduction to Unobserved Component Models
- The UCMs as State Space Models
- Outlier Detection
- Missing Values
- Parameter Estimation
- Bootstrap Prediction Intervals
- Computational Issues
- Displayed Output
- Statistical Graphics
- ODS Table Names
- ODS Graph Names
- OUTFOR= Data Set
- OUTEST= Data Set
- Statistics of Fit
Last updated: May 22, 2025