**ac <series> [n]**Calculate the autocorrelation function for the named series over the period specified by the latest

*limits*command. The optional ‘n’ is the maximum number of terms to be calculated; its default value is 20. The output shows the autocorrelation function and the autoregression coefficients determined by the Yule-Walker equations. Taking the rightmost elements of each line of the autoregression coefficients gives the partial autocorrelation function. The function also is placed into the workspace with a name derived by adding “_ac” to the variable’s name. This variable then can be used to graph the function. If the command was “ac vi 20”, then the graphing command would be “gr vi_ac :0 20”.Example:

ac vin$ 11

**bj <q> <y> = <x1>, [x2,] ..., [xn]**Perform a Box-Jenkins estimation for autoregressive moving average models. Here <q> is the number of lags in the moving average error terms; e.g., with q = 2, u[t] = e[t] + b1×e[t-1] + b2×e[t-2]. This <q> must be no more than 4. The program only will check for the stability of the solution if q <= 2. No more than 10 independent variables, please. At each iteration of the “Newtonian” non-linear regression algorithm, you will be allowed to intervene to try new values for the theta’s, the coefficients for the moving average of error terms. If

*save*is on, the first and the final equation will be in the .SAV file with the theta values appearing as coeffients of “theta”. These must be removed before building a model with*Build*.Example:

bj 2 vif$ = vif$[1], vif$[2]