PACF Subcommand (ACF command)
Use the PACF
subcommand to display and plot sample partial autocorrelations as
well as autocorrelations for each series named on the ACF
command.
- There are no additional specifications on
PACF
. -
PACF
also displays the standard errors of the partial autocorrelations and indicates the bounds of two standard errors on the plot. - With the exception of
SERROR
, all other subcommands specified on thatACF
command apply to both the partial autocorrelations and the autocorrelations.
Example
ACF VARIABLES = SALES
/DIFFERENCE=1
/PACF.
- This command requests both autocorrelations and partial autocorrelations for the series SALES after it has been differenced once.