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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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ACF 77<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 ACF command, the series that were originally specified<br />

with the model being reapplied are used.<br />

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

subcommand.<br />

Example<br />

ACF TICKETS<br />

/LN<br />

/DIFF=1<br />

/SDIFF=1<br />

/PERIOD=12<br />

/MXAUTO=50.<br />

ACF ROUNDTRP<br />

/APPLY.<br />

ACF APPLY<br />

/NOLOG.<br />

ACF APPLY ’MOD_2’<br />

/PERIOD=6.<br />

• The first command requests a maximum of 50 autocorrelations for the series TICKETS after<br />

it has been natural log transformed, differenced once, and had one degree of seasonal differencing<br />

with a periodicity of 12 applied to it. This model is assigned the default name MOD_1.<br />

• The second command displays and plots the autocorrelation function for the series<br />

ROUNDTRP using the same model that was used for the series TICKETS. This model is<br />

assigned the name MOD_2.<br />

• The third command requests another autocorrelation function of the series ROUNDTRP<br />

using the same model but without the natural log transformation. Note that when APPLY<br />

is the first specification after the ACF command, the slash (/) before it is not necessary.<br />

This model is assigned the name MOD_3.<br />

• The fourth command reapplies MOD_2, autocorrelations for the series ROUNDTRP with<br />

the natural log and differencing specifications, but this time with a periodicity of 6. This<br />

model is assigned the name MOD_4. It differs from MOD_2 only in the periodicity.<br />

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

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

Francisco: Holden-Day.<br />

Pankratz, A. 1983. Forecasting with univariate Box-Jenkins models: Concepts and cases. New<br />

York: John Wiley and Sons.

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