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 that ACF 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.