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Practical Time Series Analysis Using SAS by Anders Milhøj

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Chapter 11: Analysis of Danish Fertility Using PROC UCM

11.1 Component Estimation

11.2 Outlier Detection

11.3 Extensions of the Model

11.1 Component Estimation

In this section, PROC UCM is applied in an analysis of the series of Danish fertility for the years 1901 to 2009. This series was also considered in Chapter 5 and Chapter 7 as an example of exponential smoothing and other forecasting methods.

Most of the code lines in the application of PROC UCM in Program 11.1 are specifications of plots and output components. In the ID statement, the time identification variable (in this example, the variable year) is specified. The time series for this particular example is specified as yearly observations by the option interval=year. The name of ...

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