PERIOD Subcommand (PACF command)

PERIOD indicates the length of the period to be used by the SDIFF or SEASONAL subcommand. PERIOD indicates how many observations are in one period or season.

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

Example

PACF VARIABLES = SALES
  /SDIFF=1
  /PERIOD=12.
  • This PACF command applies one degree of seasonal differencing with a periodicity of 12 to the series SALES before partial autocorrelations are computed and plotted.