LN and NOLOG Subcommands (PACF command)

LN transforms the data by using the natural logarithm (base e) of the series and is used to remove varying amplitude over time. NOLOG indicates that the data should not be log transformed. NOLOG is the default.

  • If you specify LN on a PACF command, any differencing that is requested on that command is performed on the log-transformed series.
  • There are no additional specifications on LN or NOLOG.
  • Only the last LN or NOLOG subcommand on a PACF command is executed.
  • If a natural log transformation is requested when there are values in the series that are less than or equal to 0, PACF will not be produced for that series because nonpositive values cannot be log-transformed.
  • NOLOG is generally used with an APPLY subcommand to turn off a previous LN specification.

Example

PACF VARIABLES = SALES
  /LN.
  • This command transforms the series SALES by using the natural log transformation and then computes and plots partial autocorrelations.