Create Time Series

The Create Time Series dialog box allows you to create new variables based on functions of existing numeric time series variables. These transformed values are useful in many time series analysis procedures.

Default new variable names are the first six characters of the existing variable used to create it, followed by an underscore and a sequential number. For example, for the variable price, the new variable name would be price_1. The new variables retain any defined value labels from the original variables.

Available functions for creating time series variables include differences, moving averages, running medians, lag, and lead functions.

To Create New Time Series Variables

  1. From the menus choose:

    Transform > Create Time Series...

  2. Select the time series function that you want to use to transform the original variable(s).
  3. Select the variable(s) from which you want to create new time series variables. Only numeric variables can be used.

Optionally, you can:

  • Enter variable names to override the default new variable names.
  • Change the function for a selected variable.