TIMEDATA Procedure

After you optionally transform the series, you can simply or seasonally difference the accumulated series by using the DIF= and SDIF= options in the VAR statement. For example, suppose is a monthly time series. The following examples of the DIF= and SDIF= options demonstrate how to simply and seasonally difference the time series:

dif=(1) sdif=(1)
dif=(1,12)

Additionally, when is strictly positive and the TRANSFORM=, DIF=, and SDIF= options are combined in the VAR statements, the transformation operation is performed before the differencing operations.