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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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CCF 223<br />

• If a natural log transformation is requested and any values in either series in a pair are less<br />

than or equal to 0, the CCF for that pair will not be produced because nonpositive values<br />

cannot be log transformed.<br />

• NOLOG is generally used with an APPLY subcommand to turn off a previous LN specification.<br />

Example<br />

CCF VAR01 VAR02<br />

/LN.<br />

• This command transforms the series VAR01 and VAR02 using the natural log before<br />

computing cross-correlations.<br />

SEASONAL Subcommand<br />

Use SEASONAL to focus attention on the seasonal component by displaying and plotting<br />

cross-correlations only at periodic lags.<br />

• There are no additional specifications on SEASONAL.<br />

• If SEASONAL is specified, values are displayed and plotted at the periodic lags indicated<br />

on the PERIOD subcommand. If no PERIOD subcommand is specified, the periodicity first<br />

defaults to the TSET PERIOD specification and then to the DATE command periodicity. If<br />

periodicity is not established anywhere, SEASONAL is ignored (see the PERIOD subcommand<br />

on p. 222).<br />

• If SEASONAL is not used, cross-correlations for all lags up to the maximum are displayed<br />

and plotted.<br />

Example<br />

CCF VAR01 VAR02 VAR03<br />

/SEASONAL.<br />

• This command plots and displays cross-correlations at periodic lags.<br />

• By default, the periodicity established on TSET PERIOD (or the DATE command) is used.<br />

If no periodicity is established, cross-correlations for all lags are displayed and plotted.<br />

MXCROSS Subcommand<br />

MXCROSS specifies the maximum range of lags for a series.<br />

• The specification on MXCROSS must be a positive integer.<br />

• If MXCROSS is not specified, the default range is the value set on TSET MXCROSS. If<br />

TSET MXCROSS is not specified, the default is 7 (lags −7 to +7).<br />

• The value specified on the MXCROSS subcommand overrides the value set on TSET<br />

MXCROSS.<br />

Example<br />

CCF VARX VARY<br />

/MXCROSS=5.<br />

• The maximum number of cross-correlations can range from lag −5 to lag +5.

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