DIFF Subcommand (ACF command)

DIFF specifies the degree of differencing used to convert a nonstationary series to a stationary one with a constant mean and variance before the autocorrelations are computed.

• You can specify 0 or any positive integer on DIFF.
• If DIFF is specified without a value, the default is 1.
• The number of values used in the calculations decreases by 1 for each degree−1 of differencing.

Example

ACF VARIABLES = SALES
  /DIFF=1.

• In this example, the series SALES will be differenced once before the autocorrelations are computed and plotted.