The OUTCORR= data set contains the variables specified in the BY statement as well as the variables listed below. The OUTCORR= data set records the correlations for each variable specified in a VAR statement (not the CROSSVAR statement).

When the CORR statement TRANSPOSE=NO option is omitted or specified explicitly, the variable names are related to correlation statistics specified in the CORR statement options and the variable values are related to the NLAG= or LAGS= option.

_NAME_

variable name

LAG

time lag

N

number of variance products

ACOV

autocovariances

ACF

autocorrelations

ACFSTD

autocorrelation standard errors

ACF2STD

an indicator of whether autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero

ACFNORM

normalized autocorrelations

ACFPROB

autocorrelation probabilities

ACFLPROB

autocorrelation log probabilities

PACF

partial autocorrelations

PACFSTD

partial autocorrelation standard errors

PACF2STD

an indicator of whether partial autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero

PACFNORM

partial normalized autocorrelations

PACFPROB

partial autocorrelation probabilities

PACFLPROB

partial autocorrelation log probabilities

IACF

inverse autocorrelations

IACFSTD

an indicator of whether inverse autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero

IACF2STD

two standard errors beyond inverse autocorrelation

IACFNORM

normalized inverse autocorrelations

IACFPROB

inverse autocorrelation probabilities

IACFLPROB

inverse autocorrelation log probabilities

WN

white noise test Statistics

WNPROB

white noise test probabilities

WNLPROB

white noise test log probabilities

The preceding correlation statistics are computed for each specified time lag.

When the CORR statement TRANSPOSE=YES option is specified, the variable values are related to correlation statistics specified in the CORR statement and the variable names are related to the NLAG= or LAGS= options.

_NAME_

variable name

_STAT_

correlation statistic name

_LABEL_

correlation statistic label

LAGh

correlation statistics for lag h