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

N

is the number of observed products at lag , ignoring missing values

ACOV

ACOV

when embedded missing values are present

Autocorrelation Statistics

ACF

ACFSTD

ACFNORM

ACFPROB

ACFLPROB

ACF2STD

Partial Autocorrelation Statistics

PACF

PACFSTD

PCFNORM

PACFPROB

PACFLPROB

PACF2STD

Inverse Autocorrelation Statistics

IACF

IACFSTD

IACFNORM

IACFPROB

IACFLPROB

IACF2STD

White Noise Statistics

WN

WN

when embedded missing values are present

WNPROB

WNLPROB