Time Series Model Package
UCMSPEC Object
The unobserved component model (UCM) specification object generates UCM models for use with the TSM object. You open the UCMSPEC object to begin defining a new UCM model. You call the UCMSPEC methods to define the model characteristics, and then you close the UCMSPEC object to ready it for use in a TSM object. For more information, see the section TSM.Initialize Method. You can also store the XML representation of the UCM in a CAS table. For more information, see the section TSMSPEC Object. Note that the UCMSPEC object is equivalent to the HPFUCMSPEC procedure in SAS Forecast Server Procedures: User's Guide.
Table 12 lists the methods that are associated with the UCMSPEC object.
Table 12: Methods of the UCMSPEC Object
| Method | Description |
|---|---|
| AddAutoreg | Add an autoregressive component to a UCM model |
| AddBlockSeason | Add a block-season component to a UCM model |
| AddComponent | Add a fundamental component to a UCM model |
| AddCycle | Add a cycle component to a UCM model |
| AddDeplag | Add a deplag component to a UCM model |
| AddInput | Add an input component to a UCM model |
| AddSeason | Add a seasonal component to a UCM model |
| Close | Close the UCM model specification |
| GetLabel | Retrieve the label of the specified UCM model |
| Open | Open the UCM model specification |
| SetTransform | Specify the transform |
Figure 8 illustrates the data flow through the UCMSPEC object.
Figure 8: UCMSPEC Object Data Flow
