UCM Procedure
IRREGULAR Statement
IRREGULAR <options>;
The IRREGULAR statement includes an irregular component in the model. There can be at most one IRREGULAR statement in the model specification. The irregular component corresponds to the overall random error 
in the model. By default, the irregular component is modeled as white noise—that is, as a sequence of independent, identically distributed, zero-mean, Gaussian random variables. However, you can also model it as an autoregressive moving average (ARMA) process. The options for specifying an ARMA model for the irregular component are given in the section ARMA Specification.
The options in this statement enable you to specify the model for the irregular component and to output its estimates. Two examples of the IRREGULAR statement follow. In the first example, the statement is in its simplest form, resulting in the inclusion of an irregular component that is white noise with unknown variance:
irregular;
In the second example, the following statement provides a starting value for the white-noise variance 
to be used in the nonlinear parameter estimation process. It also prints smoothed estimates of . The smoothed irregulars are useful in model diagnostics.
irregular variance=4 print=smooth;
You can specify the following options:
- NOEST
sets the value of
to the value that you specify in the VARIANCE= option. Also see the NOEST= option in the section ARMA Specification. -
PLOT=FILTER
PLOT=SMOOTH
PLOT=( <FILTER> <SMOOTH> ) -
plots the filtered or smoothed estimate of the irregular component.
-
PRINT=FILTER
PRINT=SMOOTH
PRINT=( <FILTER> <SMOOTH> ) prints the filtered or smoothed estimate of the irregular component.
- VARIANCE=value
specifies an initial value for
during the parameter estimation process. Any nonnegative value, including 0, is an acceptable starting value.