SPSS® 12.0 Command Syntax Reference

CCF
Overview
Options
CCF [VARIABLES=] series names [WITH series names]
[/DIFF={1}]
{n}
[/SDIFF={1}]
{n}
[/PERIOD=n]
[/{NOLOG**}]
{LN }
[/SEASONAL]
[/MXCROSS={7**}]
{n }
[/APPLY[=’model name’]]
**Default if the subcommand is omitted and there is no corresponding specification on the TSET command.
Example
CCF VARX VARY
/LN
/DIFF=1
/SDIFF=1
/PERIOD=12
/MXCROSS=25.
CCF displays and plots the cross-correlation functions of two or more time series. You can
also display and plot the cross-correlations of transformed series by requesting natural log
and differencing transformations within the procedure.
Modifying the Series. You can request a natural log transformation of the series using the LN
subcommand and seasonal and nonseasonal differencing to any degree using the SDIFF and
DIFF subcommands. With seasonal differencing, you can also specify the periodicity on the
PERIOD subcommand.
Statistical Display. You can control which series are paired by using the keyword WITH.
You can specify the range of lags for which you want values displayed and plotted with
the MXCROSS subcommand, overriding the maximum specified on TSET. You can also
display and plot values only at periodic lags using the SEASONAL subcommand.
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