CSSM Procedure OverviewGetting StartedSyntaxDetailsExamplesReferences Examples: CSSM Procedure Subsections: 14.1 Bivariate Basic Structural Model 14.2 Random-Effects and Autoregressive Models for Panel Data 14.3 Backcasting, Forecasting, and Interpolation 14.4 Smoothing of Repeated Measures for Longitudinal Data 14.5 A User-Defined Trend Model 14.6 Model with Multiple ARIMA Components 14.7 A Dynamic Factor Model for the Yield Curve 14.8 Diagnostic Plots and Structural Break Analysis 14.9 Variable Bandwidth Smoothing for Longitudinal Data 14.10 A Transfer Function Model for the Gas Furnace Data 14.11 Dynamic Panel Model for the Cigar Data 14.12 Long-Term Temperature Trends Based on a Multivariate Model 14.13 Bivariate Model for Sales of Mink and Muskrat Furs 14.14 A Factor Model for Now-Casting the US Economy 14.15 Longitudinal Data Analysis of Lung Function Data 14.16 Estimating Monthly GDP by Temporal Distribution 14.17 Temporal Aggregation-Based Triannual Nile River Level 14.18 Invariance of the Marginal Likelihood under Linear Rescaling of the Diffuse Effects 14.19 Scenario Analysis Using Scoring 14.20 Monitoring Streaming Data Using Scoring 14.21 Simulation-Smoothing-Based Sampling Distribution of the Sum of Forecasts Last updated: July 09, 2026