David,
Are you referring to the ACF and PACF plots in SPSS?? Would appreciate if you would provide some elaboration on how one would go about performing in SPSS the various statistical tests to identify and model out a non-stationary series, or can you point to a good text that details TS analysis with SPSS Forecasting. I have the forecasting module, but it is more like a black box approach to forecasting that I am used to, and I don't like that!! I am using ver.17.0.2 (patched and all!).
Thanks
Mike
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Sent: Sunday, August 05, 2012 11:36 AM
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Subject: Re: ADF test in SPSS
This is a bit old but, stationarity may be tested in the SPSS Forecasting module under Analyze> Forecasting>Autocorrelation. The ADF test is not supported but both statistical and graphical methods are available in SPSS under this selection.
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