SPSS® 12.0 Command Syntax Reference

CCF 221
• LN transforms the data using the natural logarithm (base e) of each series.
• DIFF differences each series once.
• SDIFF and PERIOD apply one degree of seasonal differencing with a period of 12.
• MXCROSS specifies 25 for the maximum range of positive and negative lags for which
output is to be produced (lags −25 to +25).
VARIABLES Subcommand
VARIABLES specifies the series to be plotted and is the only required subcommand. The
actual keyword VARIABLES can be omitted.
• The minimum VARIABLES specification is a pair of series names.
• If you do not use keyword WITH, each series is paired with every other series in the list.
• If you specify keyword WITH, every series named before WITH is paired with every series
named after WITH.
Example
CCF VARIABLES=VARA VARB WITH VARC VARD.
• This example displays and plots the cross-correlation functions for the following pairs of
series: VARA with VARC, VARA with VARD, VARB with VARC, and VARB with VARD.
• VARA is not paired with VARB, and VARC is not paired with VARD.
DIFF Subcommand
DIFF specifies the degree of differencing used to convert a nonstationary series to a stationary
one with a constant mean and variance before obtaining cross-correlations.
• You can specify 0 or any positive integer on DIFF.
• If DIFF is specified without a value, the default is 1.
• The number of values used in the calculations decreases by 1 for each degree of differencing.
Example
CCF VARX VARY
/DIFF=1.
• This command differences series VARX and VARY before calculating and plotting the
cross-correlation function.
SDIFF Subcommand
If the series exhibits seasonal or periodic patterns, you can use SDIFF to seasonally difference
the series before obtaining cross-correlations.