http://www2.chass.ncsu.edu/garson/pa765/time.htm

Time Series Analysis

"Autoregression. SPSS Trends contains an Autoregression procedure which will correct for correlated error and allow proper interpretation of significance and R-squared statistics associated with time series regression models. In the SPSS menu system, autoregression is found under Analyze, Time Series, Autoregression. This opens the Autoregression dialog box, where one may select a dependent variable and one (or more) independent variables. The researcher then selects among three autoregression models: "

''Autocorrelation and partial autocorrelation functions (ACF and PACF) can also be used to estimate p and q. Specifically, ACF and PACF plots plot deviations from zero autocorrelation by time period: the larger the positive or negative autocorrelation for a period, the longer the plot line to the right (positive) or left (negative) of zero. ACF and PACF are obtained in SPSS under Graphs/Time Series/Autocorrelations"

"In SPSS, one can obtain the Durbin-Watson coefficient for a set of residuals by opening the syntax window and running the command, FIT RES_1, assuming the residual variable is named RES_1. Click here for further explanation of the Durbin-Watson coefficient."

"Box-Ljung test. The Box-Ljung test tests the significance of autocorrelation at each lag. ITs significance value should be less than or equal to .05 for all or almost all lags. SPSS supports this test."