SPSS® 12.0 Command Syntax Reference

Limitations
Example
ACF 73
• Maximum 1 VARIABLES subcommand. There is no limit on the number of series named
on the list.
ACF TICKETS
/LN
/DIFF=1
/SDIFF=1
/PER=12
/MXAUTO=50.
• This example produces a plot of the autocorrelation function for the series TICKETS after
a natural log transformation, differencing, and seasonal differencing have been applied.
Along with the plot, the autocorrelation value, standard error, Box-Ljung statistic, and
probability are displayed for each lag.
• LN transforms the data using the natural logarithm (base e) of the series.
• DIFF differences the series once.
• SDIFF and PERIOD apply one degree of seasonal differencing with a period of 12.
• MXAUTO specifies that the maximum number of lags for which output is to be produced
is 50.
VARIABLES Subcommand
VARIABLES specifies the series names and is the only required subcommand. The actual keyword
VARIABLES can be omitted.
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 the autocorrelations are computed.
• 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-1 of differencing.
Example
ACF SALES
/DIFF=1.
• In this example, the series SALES will be differenced once before the autocorrelations are
computed and plotted.