Official documentation website: https://support.sas.com/documentation/onlinedoc/ets/

The following zip files contain code and data (when needed).

Using PROC UCM

• BSM applied to the Airline time series
• Example 6.3 (Monthly mean temperature in New York City, coded by RajeshSelukar)
• Example 8.2 (U.S. business cycle, coded by RajeshSelukar)

Using PROC SSM

This SAS procedure was not covered in the book (sorry about that), but Rajesh Selukar (SAS Institute) has kindly provided the following code. Many thanks, Rajesh!

• Example 4.5 (English weddings)
• Example 4.6 (Effect of 9/11 and Iraq war outbreak on airline passengers from and to Australia)
• Example 4.7 (Okun’s law)