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Econometrics Procedures
 

UCM Procedure

SPLINESEASON Statement

  • SPLINESEASON LENGTH=integer KNOTS=i n t e g e r 1 i n t e g e r 2 … <options>;

The SPLINESEASON statement is used to specify a seasonal pattern that is to be approximated by a given B-spline. If the specified spline has degree d and is based on n internal knots, then it can be written as a linear combination of left parenthesis n plus d right parenthesis regressors that are derived from the seasonal dummy regressors. The SPLINESEASON specification is equivalent to specifying a RANDOMREG specification with these derived regressors. Such approximation is useful only if the season length is relatively large, at least larger than left parenthesis n plus d right parenthesis. For additional information about splines, see Chapter 126, The TRANSREG Procedure (SAS/STAT User's Guide). For an example of using this statement, see Example 30.3.

You must specify the following options:

LENGTH=integer

specifies the season length, s. The length can be any integer greater than or equal to 3.

KNOTS=i n t e g e r 1 i n t e g e r 2 …

lists the internal knots. This list of values must be a nondecreasing sequence of integers within the range of 2 to left parenthesis s minus 1 right parenthesis, where s is the season length specified in the LENGTH= option.

You can also specify the following options:

DEGREE=integer

specifies the degree of the spline. It can be any integer greater than or equal to 0. By default, DEGREE=3.

NOEST

fixes the value of the regression coefficient random walk disturbance variance to the value specified in the VARIANCE= option.

OFFSET=integer

specifies the position of the first measurement within the season, if the first measurement is not at the start of the season. The OFFSET= value must be between one and the season length. The default value is one. The first measurement refers to the start of the estimation span and the forecast span. If these spans differ, their starting measurements must be separated by an integer multiple of the season length.

PLOT=FILTER
PLOT=SMOOTH
PLOT=( <FILTER> <SMOOTH> )

plots the season component. When you specify only one plot request, you can omit the parentheses around the plot request. You can use the FILTER and SMOOTH options to plot the filtered and smoothed estimates of the season component.

PRINT=FILTER
PRINT=SMOOTH
PRINT=( <FILTER> <SMOOTH> )

prints the filtered or smoothed estimate of the spline season component.

RKNOTS=(knot, …, knot ) …(knot, …, knot )

specifies a grouping of knots such that the knots within the same group have identical seasonal values. The knots specified in this option must already be present in the list specified by the KNOTS= option. The knot groups must be non-overlapping and without any repeated knots.

VARIANCE=value

specifies an initial value for the regression coefficient random walk disturbance variance during the parameter estimation process. Any nonnegative value, including 0, is an acceptable starting value.

Last updated: July 09, 2026