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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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76 ACF<br />

SERROR Subcommand<br />

SERROR specifies the method of calculating the standard errors for the autocorrelations.<br />

• You must specify either keyword IND or MA on SERROR.<br />

• The method on SERROR overrides the method specified on the TSET ACFSE command.<br />

• If SERROR is not specified, the method indicated on TSET ACFSE is used. If TSET ACFSE<br />

is not specified, the default is IND.<br />

IND Independence model. The method of calculating the standard errors assumes the<br />

underlying process is white noise.<br />

MA MA model. The method of calculating the standard errors is based on Bartlett’s<br />

approximation. With this method, appropriate where the true MA order of the<br />

process is k−1, standard errors grow at increased lags (Pankratz, 1983).<br />

Example<br />

ACF SALES<br />

/SERROR=MA.<br />

• In this example, the standard errors of the autocorrelations are computed using the MA<br />

method.<br />

PACF Subcommand<br />

Use the PACF subcommand to display and plot sample partial autocorrelations as well as<br />

autocorrelations for each series named on the ACF command.<br />

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

• PACF also displays the standard errors of the partial autocorrelations and indicates the<br />

bounds of two standard errors on the plot.<br />

• With the exception of SERROR, all other subcommands specified on that ACF command<br />

apply to both the partial autocorrelations and the autocorrelations.<br />

Example<br />

ACF SALES<br />

/DIFFERENCE=1<br />

/PACF.<br />

• This command requests both autocorrelations and partial autocorrelations for the series<br />

SALES after it has been differenced once.<br />

APPLY Subcommand<br />

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

specifications.<br />

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

name is not specified, the model specified on the previous ACF command is used.

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