The TIMESERIES Procedure |
Time Series Differencing |
After optionally transforming the series, the accumulated series can be simply or seasonally differenced by using the VAR and CROSSVAR statement DIF= and SDIF= options. For example, suppose is a monthly time series. The following examples of the DIF= and SDIF= options demonstrate how to simply and seasonally difference the time series.
dif=(1) sdif=(1) dif=(1,12)
Additionally, when is strictly positive and the TRANSFORM=, DIF=, and SDIF= options are combined in the VAR and CROSSVAR statements, the transformation operation is performed before the differencing operations.
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