taking 12th difference of series

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Brc
Posts: 1
Joined: Sat Feb 22, 2025 8:49 am

taking 12th difference of series

Postby Brc » Sat Feb 22, 2025 9:59 am

I have series which is in monthly frequency.

In order to remove seasonality, I need to take 12th difference of it.

To take 12th difference, which Eviews command should I use?

Thank you.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: taking 12th difference of series

Postby EViews Gareth » Sun Feb 23, 2025 9:57 am

Presumably you mean you want X-X(-12), which can be done with D(X,0,12).

If you want a 12th order difference, you would do D(X,12).


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