ACF VARIABLES = 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.