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Practical Time Series Analysis Using SAS by Anders Milhøj

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Chapter 12: Analysis of US E-Commerce Using PROC UCM

12.1 Estimation of the Components

12.2 Regression Components

12.3 Model Fit

12.1 Estimation of the Components

In this chapter, PROC UCM is applied in an analysis of the series of e-commerce, which was also considered in Section 6.5. This application of PROC UCM is intended to demonstrate some of the more advanced modeling abilities of the procedure, including the use of independent variables. However, in the first application shown in Program 12.1, only a simple level-trend model (also used in Chapter 11) is used in combination with a seasonal component. The three components are specified by the LEVEL, SLOPE, and SEASON statements. In the SEASON statement, the seasonal length is specified ...

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