SDIFF Subcommand (PACF command)

If the series exhibits a seasonal or periodic pattern, you can use the SDIFF subcommand to seasonally difference the series before obtaining partial autocorrelations. SDIFF indicates the degree of seasonal differencing.

• The specification on SDIFF can be 0 or any positive integer.
• If SDIFF is specified without a value, the default is 1.
• The number of seasons that are used in the calculations decreases by 1 for each degree of seasonal differencing.
• The length of the period that is used by SDIFF is specified on the PERIOD subcommand. If the PERIOD subcommand is not specified, the periodicity that was established on the TSET or DATE command is used (see the PERIOD subcommand).