PROC TIMESERIES: Correlation Analysis :: SAS/ETS(R) 9.22 User's Guide

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The TIMESERIES Procedure

Correlation Analysis

Correlation analysis can be performed on the working series by specifying the OUTCORR= option or one of the PLOTS= options that are associated with correlation. The CORR statement enables you to specify options that are related to correlation analysis.

Autocovariance Statistics

LAGS: $\text{[math]}$
N: $\text{[math]}$ is the number of observed products at lag $\text{[math]}$ , ignoring missing values
ACOV: $\text{[math]}$
ACOV: $\text{[math]}$ when embedded missing values are present

Autocorrelation Statistics

ACF: $\text{[math]}$
ACFSTD: $\text{[math]}$
ACFNORM: $\text{[math]}$
ACFPROB: $\text{[math]}$
ACFLPROB: $\text{[math]}$
ACF2STD: $\text{[math]}$

Partial Autocorrelation Statistics

PACF: $\text{[math]}$
PACFSTD: $\text{[math]}$
PCFNORM: $\text{[math]}$
PACFPROB: $\text{[math]}$
PACFLPROB: $\text{[math]}$
PACF2STD: $\text{[math]}$

Inverse Autocorrelation Statistics

IACF: $\text{[math]}$
IACFSTD: $\text{[math]}$
IACFNORM: $\text{[math]}$
IACFPROB: $\text{[math]}$
IACFLPROB: $\text{[math]}$
IACF2STD: $\text{[math]}$

White Noise Statistics

WN: $\text{[math]}$
WN: $\text{[math]}$ when embedded missing values are present
WNPROB: $\text{[math]}$
WNLPROB: $\text{[math]}$

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