apt-get autoclean configuration

[solitone <solitone@mail.com>]

>From 'man apt-get':

autoclean (and the auto-clean alias since 1.1)
           [...]
           The configuration
           option APT::Clean-Installed will prevent installed packages
           from being erased if it is set to off.

I've just lost some cached package files, although they are installed, so I 
want to set this option. Should I create a file in /etc/apt/apt.conf.d for this 
purpose?

Thanks & Regards