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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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<strong>Command</strong>s<br />

ACF<br />

Overview<br />

Options<br />

ACF [VARIABLES=] series names<br />

[/DIFF={1}]<br />

{n}<br />

[/SDIFF={1}]<br />

{n}<br />

[/PERIOD=n]<br />

[/{NOLOG**}]<br />

{LN }<br />

[/SEASONAL]<br />

[/MXAUTO={16**}]<br />

{n }<br />

[/SERROR={IND**}]<br />

{MA }<br />

[/PACF]<br />

[/APPLY [=’model name’]]<br />

**Default if the subcommand is omitted and there is no corresponding specification on the TSET command.<br />

Example<br />

ACF TICKETS<br />

/LN<br />

/DIFF=1<br />

/SDIFF=1<br />

/PER=12<br />

/MXAUTO=50.<br />

ACF displays and plots the sample autocorrelation function of one or more time series. You<br />

can also display and plot the autocorrelations of transformed series by requesting natural log<br />

and differencing transformations within the procedure.<br />

Modifying the Series. You can request a natural log transformation of the series using the<br />

LN subcommand and seasonal and nonseasonal differencing to any degree using the SDIFF<br />

71

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