DIFF Subcommand (PACF command)
DIFF
specifies
the degree of differencing that is used to convert a nonstationary
series to a stationary series with a constant mean and variance before
the partial 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 that are used in the calculations decreases by 1 for each degree of differencing.
Example
PACF VARIABLES = SALES
/DIFF=1.
- In this example, the series SALES will be differenced once before the partial autocorrelations are computed and plotted.