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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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1186 PACF<br />

Basic Specification<br />

The basic specification is one or more series names. For each series specified, PACF automatically<br />

displays the partial autocorrelation value and standard error value for each lag. It<br />

also plots the partial autocorrelations and marks the bounds of two standard errors on the<br />

plot. By default, PACF displays and plots partial autocorrelations for up to 16 lags or the<br />

number of lags specified on TSET.<br />

Subcommand Order<br />

• Subcommands can be specified in any order.<br />

<strong>Syntax</strong> Rules<br />

• VARIABLES can be specified only once.<br />

• Other subcommands can be specified more than once, but only the last specification of<br />

each one is executed.<br />

Operations<br />

• Subcommand specifications apply to all series named on the PACF command.<br />

• If the LN subcommand is specified, any differencing requested on that PACF command is<br />

done on log-transformed series.<br />

• Confidence limits are displayed in the plot, marking the bounds of two standard errors at<br />

each lag.<br />

Limitations<br />

Example<br />

• Maximum 1 VARIABLES subcommand. There is no limit on the number of series named<br />

on the list.<br />

PACF TICKETS<br />

/LN<br />

/DIFF=1<br />

/SDIFF=1<br />

/PERIOD=12<br />

/MXAUTO=25.<br />

• This example produces a plot of the partial autocorrelation function for the series TICKETS<br />

after a natural log transformation, differencing, and seasonal differencing have been<br />

applied to the series. Along with the plot, the partial autocorrelation value and standard<br />

error are displayed for each lag.<br />

• LN transforms the data using the natural logarithm (base e) of the series.

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