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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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PACF<br />

Overview<br />

Options<br />

PACF [VARIABLES=] series names<br />

[/DIFF={1}]<br />

{n}<br />

[/SDIFF={1}]<br />

{n}<br />

[/PERIOD=n]<br />

[/{NOLOG**}]<br />

{LN }<br />

[/SEASONAL]<br />

[/MXAUTO={16**}]<br />

{n }<br />

[/APPLY [=’model name’]]<br />

**Default if the subcommand is omitted and there is no corresponding specification on the TSET command.<br />

Example<br />

PACF TICKETS<br />

/LN<br />

/DIFF=1<br />

/SDIFF=1<br />

/PERIOD=12<br />

/MXAUTO=25.<br />

PACF displays and plots the sample partial autocorrelation function of one or more time<br />

series. You can also display and plot the partial autocorrelations of transformed series by<br />

requesting natural log and differencing transformations from within the procedure.<br />

Modifying the Series. You can request a natural log transformation of the series using the LN<br />

subcommand and seasonal and nonseasonal differencing to any degree using the SDIFF<br />

and DIFF subcommands. With seasonal differencing, you can specify the periodicity on the<br />

PERIOD subcommand.<br />

Statistical Output. With the MXAUTO subcommand, you can specify the number of lags for<br />

which you want values displayed and plotted, overriding the maximum specified on TSET.<br />

You can also display and plot values only at periodic lags using the SEASONAL subcommand.<br />

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