10.0 AUTOC Command The AUTOC command allows calculation of the autocorrelation and cross correlation of data, and differenced data for up to 8 series. The traditional statistical formulas are used in contrast to the Box-Jenkins formulas which are used in the BJIDEN and BTIDEN commands. Form of the AUTOC command: B34SEXEC AUTOC options parameters$ VAR var1 var2 ... $ B34SEEND$ The VAR sentence is required. AUTOC options: AUTO - Calculate autocorrelations only. CROSS - Calculate cross correlations only. BOTH - Calculate the autocorrelations and cross correlations. Note that if CROSS or BOTH are given, there must be an even number of series given in the VAR sentence. AUTOC parameters: DIF=n Sets differencing. n=0 No differencing. This is the default. n=1 Up to first differencing. n=2 Up to second differencing. n=3 Only first differencing. n=4 Only second differencing. PERIOD=j Number of periods of autocorrelations and cross correlations. The max value of PERIOD = 60. If PERIOD is not set, B34S sets to maximum of 60 and (NOOBS/4). IBEGIN=n1 Sets the observation number for the first time period. Default=1. IEND=n2 Sets the last time period. Default = last observation in current dataset. VAR sentence: The VAR sentence lists B34S variables to be used in the analysis. A maximum of 8 variables is allowed. The number of B34S series names supplied must be even if the CROSS or BOTH options are used. Sample AUTOC setup: B34SEXEC AUTOC BOTH PERIOD=36$ VAR X1 X2 X3$ B34SEEND$