Categories: Quantitative Analysis

Test for non-stationarity by Autocorrelation in SPSS

 

Test for non-stationarity

 

In order to investigate shock or test for non-stationarity by the help of Autocorrelation, you need to follow below steps:

1. Open SPSS 17.0

 

2. Click on file -> open -> Data

 

3. Open the data file “Broadband 1 “ by selecting through the path
C:\Program Files\SPSSInc\Statistics17\Samples\English

 

4. Remember, MARKET_1 is a time series as the data is expressed in months. Now click on Analyze -> Forecasting            -> Autocorrelations

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5. Select Subscriber for Market_1, click OK

 

6. Output window will open and following figure will be displayed. This is the figure for dice down pattern which also               proves that shocks are present in this data:

 

Hence, the test for non-stationarity of the above model proves that shocks are present in the given set of data.

 




  • Tags: Shocks
    Mikel

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