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State Space Modeling Essentials Using the SSM Procedure in SAS/ETS(R)

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...

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$2,000 USD GSA  $1,707.69
Course Code FSSM42
Available Formats Classroom

Overview

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.

Skills Gained

  • 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 Can Benefit

  • 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.

Course Details

State Space Models

  • introduction
  • reasons for using a state space model
  • state space model framework

Basic Modeling Using the SSM Procedure

  • identifying state space model components
  • fitting basic models

Introduction to the Kalman Filter and Estimation in the SSM Framework

  • state space models and regression
  • filtering
  • diffuse starting values
  • filtering results
  • smoothed estimates

More Modeling Examples Using the SSM Procedure

  • accommodating an endogenous input variable in an SSM
  • Demonstration: Specifying and estimating a transfer function model in the SSM procedure
  • a multivariate model
  • cointegration

Schedule

FAQ

Does the course schedule include a Lunchbreak?

Classes typically include a 1-hour lunch break around midday. However, the exact break times and duration can vary depending on the specific class. Your instructor will provide detailed information at the start of the course.

What languages are used to deliver training?

Most courses are conducted in English, unless otherwise specified. Some courses will have the word "FRENCH" marked in red beside the scheduled date(s) indicating the language of instruction.

What does GTR stand for?

GTR stands for Guaranteed to Run; if you see a course with this status, it means this event is confirmed to run. View our GTR page to see our full list of Guaranteed to Run courses.

Does Ascendient Learning deliver group training?

Yes, we provide training for groups, individuals and private on sites. View our group training page for more information.

What does vendor-authorized training mean?

As a vendor-authorized training partner, we offer a curriculum that our partners have vetted. We use the same course materials and facilitate the same labs as our vendor-delivered training. These courses are considered the gold standard and, as such, are priced accordingly.

Is the training too basic, or will you go deep into technology?

It depends on your requirements, your role in your company, and your depth of knowledge. The good news about many of our learning paths, you can start from the fundamentals to highly specialized training.

How up-to-date are your courses and support materials?

We continuously work with our vendors to evaluate and refresh course material to reflect the latest training courses and best practices.

Are your instructors seasoned trainers who have deep knowledge of the training topic?

Ascendient Learning instructors have an average of 27 years of practical IT experience and have also served as consultants for an average of 15 years. To stay current, instructors spend at least 25 percent of their time learning new, emerging technologies and courses.

Do you provide hands-on training and exercises in an actual lab environment?

Lab access is dependent on the vendor and the type of training you sign up for. However, many of our top vendors will provide lab access to students to test and practice. The course description will specify lab access.

Will you customize the training for our company’s specific needs and goals?

We will work with you to identify training needs and areas of growth.  We offer a variety of training methods, such as private group training, on-site of your choice, and virtually. We provide courses and certifications that are aligned with your business goals.

How do I get started with certification?

Getting started on a certification pathway depends on your goals and the vendor you choose to get certified in. Many vendors offer entry-level IT certification to advanced IT certification that can boost your career. To get access to certification vouchers and discounts, please contact info@ascendientlearning.com.

Will I get access to content after I complete a course?

You will get access to the PDF of course books and guides, but access to the recording and slides will depend on the vendor and type of training you receive.

How do I request a W9 for Ascendient Learning?

View our filing status and how to request a W9.

Reviews

Thank Tech Data for sponsoring this course you really take care of your partners.

ExitCertified was a great. They gave me all the materials and information I needed ahead of time to prepare for the course.

The instructor really took his time and made sure I was able to understand the concepts.

Good training material and good instruction. More time needs to be provided for the lab work.

it was good and very informative. Instructure covered everything in detail.