Swedish police said today that they had little information and "no serious clue" in the assassination of Prime Minister Olof Palme as his anguished countrymen mourned their loss and the intrusion of violence into their political life.

Police are known to have interrogated a number of persons. But they said that house-to-house searches and stringent border checks failed to turn up significant information about the vaguely described tall dark man who a witness said fired at least two bullets into Palme late last night as he and his wife walked home from the movies along a busy downtown Stockholm street.

Police corrected an earlier report that Palme's wife, Lisbeth, thought she had seen the killer before Friday night's shooting. Police Superintendent Kenneth Karlsson said "she has not reported that she in any way knew the man" or that he resembled anyone she had met.

Despite assertions of responsibility by unidentified telephone callers on behalf of various terrorist groups, a senior police official said, "There is nothing to indicate that there were political motives or that any political organization was behind this act."

One of the calls alleged responsibility by Ustashi, a Croatian separatist group that in 1971 assassinated the Yugoslav ambassador to Sweden. Last year, the Swedish government reportedly denied a request for release of a convicted member of the assassination team sentenced to life imprisonment.

Another call alleged responsibility by the Holger Meins Commando, a West German terrorist organization affiliated with the Baader-Meinhof terrorist group, which in 1975 attacked Bonn's embassy here. Although a police official said "we take everything seriously," he indicated that neither claim was taken as genuine at this point.

Messages of condolence from around the world continued to pour in, paying tribute to Palme's role as a champion of Third World concerns and a leading advocate of disarmament.

This afternoon, as Cabinet ministers stood by in stunned silence, some with tears in their eyes, the governing Social Democratic Labor Party announced that Palme's deputy, Ingvar Carlsson, would serve as acting prime minister until he can be confirmed by Parliament, a process that may take at least two weeks.

"That this person, who more than any other had struggled against violence and worked for peace, should have been murdered in such a brutal way," Carlsson said, "shakes us all to the depths of our hearts."

Party officials said they planned a memorial service next Saturday for the man who had led them for 17 years, 11 of them as prime minister. Arrangements for the funeral, they said, were awaiting consultation with Palme's widow.

To most Swedes, the questions of who shot Palme, and what is to become of their government, seemed distant puzzles today. More immediate was their visible shock and anguish over the fact that not only had such a monstrous thing happened but that it had happened here.

Proud of their national neutrality and freedom, spared from war for the past 160 years, they seemed to believe they were immune to the upheavals and terrorism afflicting the world. This morning, Swedes awoke to find they were now part of a darker world they thought could never touch them.

Far from rage or even curiosity, the thousands who gathered today along the street where Palme was killed seemed overwhelmed with sadness, as much for their lost innocence as for their fallen prime minister.

"You see the president from the United States, always walking around with bodyguards," said Olof Renstrom, a young computer programmer who stood outside the police barricades cordoning off a two-block stretch of Sveavagen, a usually busy boulevard. "But Palme was not that kind of person. And Sweden is not that kind of place."

A policewoman standing nearby asked, "Why would it happen in a country of democrats? Palme, he was always talking about democracy."

Many of the mourners carried single long-stemmed red roses, the Social Democratic symbol. Police officers reached across the barricades to collect them into bouquets and walked solemnly down the empty street to place them atop a growing mound that by afternoon completely covered the large pool of Palme's blood that had frozen on the sidewalk.

Overlooking this makeshift shrine, Palme's photograph had been placed in the window of a hobby supply shop, set prominently amid the paint brushes and buckets of paste.

Other memorials had been set up along Sveavagen. Many people had stuck their roses on the wall of a building, framing a large piece of white paper that was crudely painted with a "peace" sign and the words: "Life. Peace. Palme."

Palme's style as an informal leader came into sharp focus today as security officials charged with protecting him sought to explain what he was doing without bodyguards, near midnight, in one of Stockholm's few relatively high crime neighborhoods.

"Prime Minister Olof Palme very firmly requested that he be allowed his privacy," said National Police Director Holger Romander. "We respect that."

Under persistent questioning by reporters this evening, Romander and security officials under his command became increasingly defensive about their responsibilities and about some of the prime minister's habits, which they clearly had considered reckless.

Despite what they said were "frequent discussions" in which they offered him "all possible help and protection," Palme's "very firm decision was not to have it." A routine allowing Palme to dismiss his bodyguards when he chose was "perfectly accepted by the Cabinet," Romander said.

"It was accepted by us, yes, because we found it reasonable to accept his very firm desires."

Yesterday, the officials said, Palme had notified his two bodyguards at 11 a.m. that he did not intend to leave his office for the rest of the day, had no evening engagements and would not require their services. That was the last contact they had with him.

In the evening, the official said, Palme left his office and went to his nearby apartment in Stockholm's Old Town. Later, Palme, his wife and one of their three sons apparently decided to go for a walk and to a movie on the Sveavagen, an entertainment district equivalent to New York's Times Square.

The film, a Swedish production called "The Brothers Mozart," ended after 11 p.m. Their son left them outside the theater and Palme and his wife began walking.

It was just before 11:30 that a taxi driver, stopped at a red light, heard one shot, turned and saw the flash of a second shot as a man dropped to the sidewalk and another man ran away. The driver radioed his company, which telephoned the police to report the shooting.