SDIFF Subcommand (ACF command)

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

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