UCM Procedure

PROC UCM Statement

PROC UCM <options>;

The PROC UCM statement invokes the UCM procedure. You can specify the following options:

DATA=libref.data-table

specifies the name of the SAS table that contains the time series. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the section Using CAS Sessions and CAS Engine Librefs.

NOPRINT

turns off all printing for the procedure. Subsequent print options in the procedure are ignored.

PLOTS<(global-plot-options)> <= plot-request <(options)>> PLOTS<(global-plot-options)> <= (plot-request <(options)> <…plot-request <(options)>>)>

controls the plots that are produced using ODS Graphics. When you specify only one plot-request, you can omit the parentheses around it.

Here are some examples:


plots=none
plots=all
plots=residuals(acf loess)
plots(noclm)=(smooth(decomp) residual(panel loess))

For general information about ODS Graphics, see Chapter 24, Statistical Graphics Using ODS (SAS/STAT User's Guide).


proc ucm;
   model y = x;
   irregular;
   level;
run;

proc ucm plots=all;
   model y = x;
   irregular;
   level;
run;

The first PROC UCM step does not specify the PLOTS= option, so the default plot that displays the series forecasts in the forecast region is produced. The PLOTS=ALL option in the second PROC UCM step produces all the plots that are appropriate for the specified model.

In addition to the PLOTS= option in the PROC UCM statement, you can produce plots by using the PLOT= option in other statements of the UCM procedure. This way of producing plots provides finer control over the plot production. If you do not specify any specific plot request, then PROC UCM produces the plot of series forecasts in the forecast horizon by default.

Global Plot Options

The global-plot-options apply to all relevant plots generated by the UCM procedure. You can specify the following global-plot-option:

NOCLM: suppresses the confidence limits in all the component and forecast plots.

Specific Plot OptionsThe following list describes the specific plots that you can specify and their options:

ALL

produces all plots appropriate for the particular analysis.

FILTER (<filter-plot-options>)

produces time series plots of the filtered component estimates. You can specify the following filter-plot-options:

ALL: produces all the filtered component estimate plots appropriate for the particular analysis.
CYCLE: produces time series plots of the filtered cycle component estimates for all cycle components in the model, if there are any.
DECOMP: produces time series plots of the filtered estimates of the series decomposition.
LEVEL: produces a time series plot of the filtered level component estimate, provided that the model contains the level component.
SEASON: produces time series plots of the filtered season component estimates for all seasonal components in the model, if there are any.
SLOPE: produces a time series plot of the filtered slope component estimate, provided that the model contains the slope component.

RESIDUAL ( <residual-plot-options>)

produces the residuals plots. You can specify the following residual-plot-options:

ALL

produces all the residual diagnostics plots appropriate for the particular analysis.

ACF

produces the autocorrelation plot of residuals.

CUSUM

produces the plot of cumulative residuals against time.

CUSUMSQ

produces the plot of cumulative squared residuals against time.

HISTOGRAM

produces the histogram of residuals.

LOESS

produces a scatter plot of residuals against time, which has an overlaid loess fit.

PACF

produces the partial-autocorrelation plot of residuals.

PANEL

produces a summary panel of the residual diagnostics that consists of the following:

histogram of residuals
normal quantile plot of residuals
residual-autocorrelation plot
residual-partial-autocorrelation plot

QQ

produces a normal quantile plot of residuals.

RESIDUAL

produces a needle plot of residuals against time.

WN

produces the plot of Ljung-Box white-noise test p-values at different lags (in log scale).

SMOOTH ( <smooth-plot-options>)

produces time series plots of the smoothed component estimates. You can specify the following smooth-plot-options:

ALL: produces all the smoothed component estimate plots appropriate for the particular analysis.
CYCLE: produces time series plots of the smoothed cycle component estimates for all cycle components in the model, if there are any.
DECOMP: produces time series plots of the smoothed estimates of the series decomposition.
LEVEL: produces a time series plot of the smoothed level component estimate, provided that the model contains the level component.
SEASON: produces time series plots of the smoothed season component estimates for all season components in the model, if there are any.
SLOPE: produces a time series plot of the smoothed slope component estimate, provided that the model contains the slope component.

NONE

suppresses all plots.

PRINTALL

turns on all the printing options for the procedure. Any subsequent NOPRINT options in the procedure are ignored.

Last updated: July 09, 2026