A CORR statement can be used with the TIMESERIES procedure to specify options related to time domain analysis of the accumulated time series. Only one CORR statement is allowed.
The following time domain statistics are available:
time lag
number of variance products
autocovariances
autocorrelations
autocorrelation standard errors
an indicator of whether autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero
normalized autocorrelations
autocorrelation probabilities
autocorrelation log probabilities
partial autocorrelations
partial autocorrelation standard errors
an indicator of whether partial autocorrelation are less than (–1), greater than (1), or within (0) two standard errors of zero
partial normalized autocorrelations
partial autocorrelation probabilities
partial autocorrelation log probabilities
inverse autocorrelations
inverse autocorrelation standard errors
an indicator of whether the inverse autocorrelation is less than (–1), greater than (1) or within (0) two standard errors of zero
normalized inverse autocorrelations
inverse autocorrelation probabilities
inverse autocorrelation log probabilities
white noise test statistics
white noise test probabilities
white noise test log probabilities
If none of the correlation statistics are specified, the default is as follows:
corr lag n acov acf acfstd pacf pacfstd iacf iacfstd wn wnprob;
The following options can be specified in the CORR statement following the slash (/):