|Time Series Differencing|
After optionally transforming the series, the accumulated series can be simply or seasonally differenced using the INPUT or TARGET statement DIF= and SDIF= options. Simple and seasonal differencing are useful when you want to detrend or deseasonalize the time series before computing the similarity measures.
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=(1,3) specifies first, then third, order differencing; SDIF=(1,3) specifies first, then third, order seasonal differencing.
Additionally, assuming that is strictly positive, the INPUT or TARGET statement TRANSFORM= option and the DIF= and SDIF= options can be combined.