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st: PAC and seasonal differencing


From   Bernhard Hansen <berh@dda.dk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: PAC and seasonal differencing
Date   Fri, 20 Feb 2004 14:03:12 +0100

Hi


I have recently been working with STATA's time series options. The manual
seems to indicate that a variable can be seasonally differenced in STATA,
however I can't find the syntax. The first difference is simple enough 
e.g.:   "generate newvariable = D.oldvariable", but what is the code if one
wants to difference e.g. with respect to the 12th period?

I have also noticed that when STATA calculates a partial autocorrelation
function for a series the results differ from the results generated by SPSS
for the same series. Can anyone explain that?




Thanks in advance


Bernhard Hansen     



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