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.