SEASONAL Subcommand (CCF command)

Use SEASONAL to focus attention on the seasonal component by displaying and plotting cross-correlations at periodic lags only.

  • There are no additional specifications on SEASONAL.
  • If SEASONAL is specified, values are displayed and plotted at the periodic lags indicated on the PERIOD subcommand. If no PERIOD subcommand is specified, the periodicity first defaults to the TSET PERIOD specification and then to the DATE command periodicity. If periodicity is not established anywhere, SEASONAL is ignored (see the PERIOD subcommand).
  • If SEASONAL is not used, cross-correlations for all lags up to the maximum are displayed and plotted.

Example

CCF VARIABLES = VAR01 VAR02 VAR03
  /SEASONAL.
  • This command plots and displays cross-correlations at periodic lags.
  • By default, the periodicity established on TSET PERIOD (or the DATE command) is used. If no periodicity is established, cross-correlations for all lags are displayed and plotted.