PACF VARIABLES = TICKETS
/LN
/DIFF=1
/SDIFF=1
/PERIOD=12
/MXAUTO=25.
- This example produces a plot of the partial autocorrelation
function for the series TICKETS after a natural log transformation, differencing, and seasonal differencing
have been applied to the series. Along with the plot, the partial
autocorrelation value and standard error are displayed for each lag.
-
LN transforms
the data by 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
25 for the maximum number of lags for which output is to be produced.