PERIOD Subcommand (ACF command)
PERIOD
indicates
the length of the period to be used by the SDIFF
or SEASONAL
subcommands.
- The specification on
PERIOD
indicates how many observations are in one period or season and can be any positive integer greater than 1. - The
PERIOD
subcommand is ignored if it is used without theSDIFF
orSEASONAL
subcommands. - If
PERIOD
is not specified, the periodicity established onTSET PERIOD
is in effect. IfTSET PERIOD
is not specified, the periodicity established on theDATE
command is used. If periodicity was not established anywhere, theSDIFF
andSEASONAL
subcommands will not be executed.
Example
ACF VARIABLES = SALES
/SDIFF=1M
/PERIOD=12.
- This command applies one degree of seasonal differencing with a periodicity (season) of 12 to the series SALES before autocorrelations are computed.