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
SDIFFindicates the degree of seasonal differencing and can be 0 or any positive integer. - If
SDIFFis 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
SDIFFis specified on thePERIODsubcommand. If thePERIODsubcommand is not specified, the periodicity established on theTSETorDATEcommand is used (see thePERIODsubcommand).