Autocorrelations Wizard

You can use the Autocorrelations Wizard on the Time Series Menu to generate autocorrelations and partial autocorrelations for a series. The Wizard generates a CORRELATE instruction. Selecting the Wizard brings up the following dialog box:

Series

Use this field to select the series for which you want to compute correlations.

Sample Start and End

Use these fields if you want to specify the start and/or end of the sample range. Leave these blank if you want to use the default range.

Number to Compute

The number of correlations you want to compute. If you leave it blank, the number will depend upon the number of observations.

Estimation Method

This selects between the Yule and Burg methods of computing correlations.

Correlations to

Partial Corrs to

Use these fields to save the correlations and/or partial correlations into series. You can select an existing series (which will be overwritten with the computed correlations), or type in a name for a new series.

Compute Q-Statistic

Degrees Correction

If you select Compute Q-Statistic, a Ljung-Box Q Statistic is computed and displayed. If you need a degrees of freedom correction for the Q (if the series are residuals from an ARMA model), put that in the Degrees Correction box.

Do Graph

If selected, this will create a graph of the autocorrelations. The @ACF procedure is used to do the graph.