SPSS® 12.0 Command Syntax Reference

1188 PACF
PERIOD Subcommand
PERIOD indicates the length of the period to be used by the SDIFF or SEASONAL subcommand.
• The specification on PERIOD indicates how many observations are in one period or season
and can be any positive integer greater than 1.
• PERIOD is ignored if it is used without the SDIFF or SEASONAL subcommand.
• If PERIOD is not specified, the periodicity established on TSET PERIOD is in effect. If
TSET PERIOD is not specified, the periodicity established on the DATE command is used.
If periodicity was not established anywhere, the SDIFF and SEASONAL subcommands will
not be executed.
Example
PACF SALES
/SDIFF=1
/PERIOD=12.
• This PACF command applies one degree of seasonal differencing with a periodicity of 12
to the series SALES before partial autocorrelations are computed and plotted.
LN and NOLOG Subcommands
LN transforms the data using the natural logarithm (base e) of the series and is used to remove
varying amplitude over time. NOLOG indicates that the data should not be log transformed.
NOLOG is the default.
• If you specify LN on a PACF command, any differencing requested on that command will
be done on the log-transformed series.
• There are no additional specifications on LN or NOLOG.
• Only the last LN or NOLOG subcommand on a PACF command is executed.
• If a natural log transformation is requested when there are values in the series that are
less than or equal to 0, the PACF will not be produced for that series because nonpositive
values cannot be log transformed.
• NOLOG is generally used with an APPLY subcommand to turn off a previous LN specification.
Example
PACF SALES
/LN.
• This command transforms the series SALES using the natural log transformation and then
computes and plots partial autocorrelations.
SEASONAL Subcommand
Use SEASONAL to focus attention on the seasonal component by displaying and plotting
autocorrelations only at periodic lags.
• There are no additional specifications on SEASONAL.