ACF
ACF
displays and plots the sample autocorrelation function of one or more time
series. You can also display and plot the autocorrelations of transformed series by requesting
natural log and differencing transformations within the procedure.
ACF VARIABLES= series names
[/DIFF={1}]
{n }
[/SDIFF={1}]
{n }
[/PERIOD=n]
[/{NOLOG**}]
{LN }
[/SEASONAL]
[/MXAUTO={16**}]
{n }
[/SERROR={IND**}]
{MA }
[/PACF]
[/APPLY [='model name']]
**Default if the subcommand is omitted and there is no corresponding
specification on the TSET
command.
This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.
Syntax for
the ACF
command can be generated from the Autocorrelations
dialog.
Example
ACF TICKETS.