User Guide

170
Chapter 7
E
Select the variable(s) from which you want to create new time series variables. Only
numeric variables can be used.
Optionally
, you can:
 Enter varia
ble names to override the default new variable names.
 Change the f
unction for a selected variable.
Time Series Transformation Functions
Difference. Nonseasonal difference between successive values in the series. The
order is the number of previous values used to calculate the difference. Because one
observatio
n is lost for each order of difference, system-missing values appear at the
beginning of the series. For example, if the difference order is 2, the first two cases
will have the system-missing value for the new variable.
Seasonal d
ifference.
Difference between series values a constant span apart. The span
is based on the currently defined periodicity. To compute seasonal differences, you
must have defined date variables (Data menu, Define Dates) that include a periodic
component
(such as months of the year). The order is the number of seasonal periods
used to compute the difference. The number of cases with the system-missing value
at the beginning of the series is equal to the periodicity multiplied by the order. For
example,
if the current periodicity is 12 and the order is 2, the first 24 cases will have
the system-missing value for the new variable.
Centered moving average. Average of a span of series values surrounding and
includi
ng the current value. The span is the number of series values used to compute
the average. If the span is even, the moving average is computed by averaging each
pair of uncentered means. The number of cases with the system-missing value at the
beginni
ng and at the end of the series for a span of n is equal to n/2 for even span
values and for odd span values. For example, if the span is 5, the number of cases
with the system-missing value at the beginning and at the end of the series is 2.
Prior m
oving average.
Average of the span of series values preceding the current value.
The span is the number of preceding series values used to compute the average. The
number of cases with the system-missing value at the beginning of the series is
equal
to the span value.