|The TIMESERIES Procedure|
Cross-correlation analysis can be performed on the working series by specifying the OUTCROSSCORR= option or one of the CROSSPLOTS= options that are associated with cross-correlation. The CROSSCORR statement enables you to specify options that are related to cross-correlation analysis.
The cross-correlation statistics for the variable supplied in a VAR statement and variable supplied in a CROSSVAR statement are:
is the number of observed products at lag , ignoring missing values
when embedded missing values are present
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