State Space Modeling Essentials Using the SSM Procedure in SAS/ETS®
FSSM : FSSM42
This course covers the fundamentals of building and applying state space models using the SSM procedure (SAS/ETS). Students are presented with an overview of the model and learn advantages of the State Space approach. The course also describes fundamental model details, presents some straightforward examples of specifying and fitting models using the SSM procedure, and considers estimation in SSM, focusing on the Kalman filter and related details. The course concludes with a variety of SSM modeling applications, focused mainly on time series.
Learn How To
- identify the various parts of the SSM model and specify them in the SSM procedure syntax
- fit basic models and use them for visualization of components of variation in the data
- fit advanced models including dynamic regression (transfer function) and multivariate time series models.
Who Should Attend
Time series modelers and analysts who want to take advantage of a flexible and visual approach to modeling sequential data
Prerequisites
Students should be comfortable with linear modeling ideas and have some experience with time series models such as Unobserved Components models or ARIMAX.
SAS Products Covered
SAS/ETS
Course Outline
State Space Models
- introduction
- reasons for using a state space model
- state space model framework
- identifying state space model components
- fitting basic models
- state space models and regression
- filtering
- diffuse starting values
- filtering results
- smoothed estimates
- accommodating an endogenous input variable in an SSM
- Demonstration: Specifying and estimating a transfer function model in the SSM procedure
- a multivariate model
- cointegration
Live Class Schedule
Duration: 40 hours
Step into our live classes and experience a dynamic learning environment where you can ask questions, share ideas, and connect with your instructor and classmates. With on-demand lab hours, you can explore the material at your own pace. Our globally acclaimed instructors will motivate you to think bigger, so you can take what you've learned and achieve your biggest goals.
This course isn't publicly scheduled, but private training and mentoring may be available. Contact us to explore options.
Private Training
Get training tailored specifically for your team, led by expert SAS instructors. Choose from virtual sessions, or training at your location (or ours). Perfect for teams seeking a customized curriculum and plenty of interaction with a SAS specialist. We'll schedule it at a time that works for you.
Mentoring Services
Take your training to the next level with personalized mentoring. While private training offers structured coursework, mentoring provides hands-on, real-time support from a subject matter expert. As you work with your own data, you'll receive expert guidance to help you uncover insights, unlock the full potential of your data, and make faster progress. Perfect for those looking to apply what they’ve learned and see quicker results.