LN and NOLOG Subcommands (ACF command)

LN transforms the data 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 an ACF command, any differencing requested on that command will be done on the log-transformed series.
• There are no additional specifications on LN or NOLOG.
• Only the last LN or NOLOG subcommand on an ACF command is executed.
• If a natural log transformation is requested when there are values in the series that are less than or equal to zero, the ACF 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

ACF VARIABLES = SALES
  /LN.

• This command transforms the series SALES using the natural log transformation and then computes and plots autocorrelations.