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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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224 CCF<br />

APPLY Subcommand<br />

APPLY allows you to use a previously defined CCF model without having to repeat the<br />

specifications.<br />

• The only specification on APPLY is the name of a previous model enclosed in apostrophes.<br />

If a model name is not specified, the model specified on the previous CCF command is<br />

used.<br />

• To change one or more model specifications, specify the subcommands of only those<br />

portions you want to change after the APPLY subcommand.<br />

• If no series are specified on the command, the series that were originally specified with<br />

the model being applied are used.<br />

• To change the series used with the model, enter new series names before or after the<br />

APPLY subcommand.<br />

Example<br />

CCF VARX VARY<br />

/LN<br />

/DIFF=1<br />

/MXCROSS=25.<br />

CCF VARX VARY<br />

/LN<br />

/DIFF=1<br />

/SDIFF=1<br />

/PERIOD=12<br />

/MXCROSS=25.<br />

CCF VARX VAR01<br />

/APPLY.<br />

CCF VARX VAR01<br />

/APPLY=’MOD_1’.<br />

• The first command displays and plots the cross-correlation function for VARX and VARY<br />

after each series is log transformed and differenced. The maximum range is set to 25 lags.<br />

This model is assigned the name MOD_1 as soon as the command is executed.<br />

• The second command displays and plots the cross-correlation function for VARX and<br />

VARY after each series is log transformed, differenced, and seasonally differenced with a<br />

periodicity of 12. The maximum range is again set to 25 lags. This model is assigned the<br />

name MOD_2.<br />

• The third command requests the cross-correlation function for the series VARX and VAR01<br />

using the same model and the same range of lags as used for MOD_2.<br />

• The fourth command applies MOD_1 (from the first command) to the series VARX and<br />

VAR01.<br />

<strong>Reference</strong>s<br />

Box, G. E. P., and G. M. Jenkins. 1976. Time series analysis: Forecasting and control.<br />

San Francisco: Holden-Day.

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