Examples from the book coded by Rajesh Selukar (SAS Institute)

Beside the PROC UCM documented in my book, SAS/ETS has a procedure to estimate models in general linear state space form called PROC SSM. I am sorry not to have covered it in the last chapter of the book, but thanks to the kindness of Rajesh Selukar (SAS Institute), who reproduced some examples in the book using PROC SSM, these codes are now available in the SAS/ETS code page of this site.

Thanks, Rajesh!

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