A CROSSCORR statement can be used with the TIMESERIES procedure to specify options that are related to crosscorrelation 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

crosscorrelations
 CCFSTD

crosscorrelation standard errors
 CCF2STD

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

normalized crosscorrelations
 CCFPROB

crosscorrelation probabilities
 CCFLPROB

crosscorrelation log probabilities
If none of the crosscorrelation 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= NOYES

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 crosscorrelation statistics. The TRANSPOSE=NO option is useful for graphing
the crosscorrelation results with SAS/GRAPH procedures. The TRANSPOSE=YES option is useful for analyzing the crosscorrelation
results with other procedures such as the CLUSTER procedure of SAS/STAT or SAS Enterprise Miner software. The default is TRANSPOSE=NO.