SPSS® 12.0 Command Syntax Reference

72 ACF
and DIFF subcommands. With seasonal differencing, you can specify the periodicity on the
PERIOD subcommand.
Statistical Output. With the MXAUTO subcommand, you can specify the number of lags for
which you want autocorrelations displayed and plotted, overriding the maximum specified
on TSET. You can also display and plot values only at periodic lags using the SEASONAL subcommand.
In addition to autocorrelations, you can display and plot partial autocorrelations
using the PACF subcommand.
Method of Calculating Standard Errors. You can specify one of two methods of calculating the
standard errors for the autocorrelations on the SERROR subcommand.
Basic Specification
The basic specification is one or more series names.
• For each series specified, ACF automatically displays the autocorrelation value, standard
error, Box-Ljung statistic, and probability for each lag.
• ACF plots the autocorrelations and marks the bounds of two standard errors on the plot.
By default, ACF displays and plots autocorrelations for up to 16 lags or the number of lags
specified on TSET.
• If a method has not been specified on TSET, the default method of calculating the standard
error (IND) assumes the process is white noise.
Subcommand Order
• Subcommands can be specified in any order.
Syntax Rules
• VARIABLES can be specified only once.
• Other subcommands can be specified more than once, but only the last specification of
each one is executed.
Operations
• Subcommand specifications apply to all series named on the ACF command.
• If the LN subcommand is specified, any differencing requested on that ACF command is
done on the log-transformed series.
• Confidence limits are displayed in the plot, marking the bounds of two standard errors at
each lag.