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| The TIMESERIES Procedure |
| CROSSCORR Statement |
- CROSSCORR statistics < / options > ;
A CROSSCORR statement can be used with the TIMESERIES procedure to specify options that are related to cross-correlation analysis of the accumulated time series. Only one CROSSCORR statement is allowed.
The following time domain statistics are available:
- LAG
time lag
- N
number of variance products
- CCOV
cross covariances
- CCF
cross-correlations
- CCFSTD
cross-correlation standard errors
- CCF2STD
an indicator of whether cross-correlations are less than (–1), greater than (1), or within (0) two standard errors of zero
- CCFNORM
normalized cross-correlations
- CCFPROB
cross-correlation probabilities
- CCFLPROB
cross-correlation log probabilities
If none of the cross-correlation statistics are specified, the default is as follows:
crosscorr lag n ccov ccf ccfstd;
The following options can be specified in the CROSSCORR statement following the slash (/):
- NLAG= number
specifies the number of lags to be stored in the OUTCROSSCORR= data set or to be plotted. The default is 24 or three times the length of the seasonal cycle, whichever is smaller. The LAGS= option takes precedence over the NLAG= option.
- LAGS=( numlist )
specifies a list of lags to be stored in OUTCROSSCORR= data set or to be plotted. The list of lags must be separated by spaces or commas. For example, LAGS=(1,3) specifies the first then third lag.
- TRANSPOSE= NO|YES
specifies which values are recorded as column names in the OUTCROSSCORR= data set. TRANSPOSE=YES specifies that the lags be recorded as the column names instead of the cross-correlation statistics. The TRANSPOSE=NO option is useful for graphing the cross-correlation results with SAS/GRAPH procedures. The TRANSPOSE=YES option is useful for analyzing the cross-correlation results with other procedures such as the CLUSTER procedure of SAS/STAT or SAS Enterprise Miner software. The default is TRANSPOSE=NO.
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