PERIOD Subcommand (CCF command)

PERIOD indicates the length of the period to be used by the SDIFF or SEASONAL subcommands.

  • The specification on PERIOD indicates how many observations are in one period or season and can be any positive integer greater than 1.
  • PERIOD is ignored if it is used without the SDIFF or SEASONAL subcommands.
  • If PERIOD is not specified, the periodicity established on TSET PERIOD is in effect. If TSET PERIOD is not specified, the periodicity established on the DATE command is used. If periodicity was not established anywhere, the SDIFF and SEASONAL subcommands will not be executed.

Example

CCF VARIABLES = VARX WITH VARY
  /SDIFF=1
  /PERIOD=6.
  • This command applies one degree of seasonal differencing with a periodicity of 6 to both series and computes and plots the cross-correlation function.