APPLY Subcommand (CCF command)

APPLY allows you to use a previously defined CCF model without having to repeat the specifications.

• The only specification on APPLY is the name of a previous model enclosed in single or double quotes. If a model name is not specified, the model specified on the previous CCF command is used.
• To change one or more model specifications, specify the subcommands of only those portions you want to change after the APPLY subcommand.
• If no series are specified on the command, the series that were originally specified with the model being applied are used.
• To change the series used with the model, enter new series names before or after the APPLY subcommand.

Example

CCF VARIABLES = VARX VARY
  /LN
  /DIFF=1
  /MXCROSS=25.
CCF VARIABLES = VARX VARY
  /LN
  /DIFF=1
  /SDIFF=1
  /PERIOD=12
  /MXCROSS=25.
CCF VARIABLES = VARX VAR01
  /APPLY.
CCF VARIABLES = VARX VAR01
  /APPLY='MOD_1'. 

• The first command displays and plots the cross-correlation function for VARX and VARY after each series is log transformed and differenced. The maximum range is set to 25 lags. This model is assigned the name MOD_1 as soon as the command is executed.
• The second command displays and plots the cross-correlation function for VARX and VARY after each series is log transformed, differenced, and seasonally differenced with a periodicity of 12. The maximum range is again set to 25 lags. This model is assigned the name MOD_2.
• The third command requests the cross-correlation function for the series VARX and VAR01 using the same model and the same range of lags as used for MOD_2.
• The fourth command applies MOD_1 (from the first command) to the series VARX and VAR01.