/* This is a DEMO Program for generating the cross-correlation function between two series x and Y. */ DATA ONE; input obs x y; cards; 1 -0.08297 -1.4184 2 0.77281 1.2739 3 -0.46007 -3.4321 4 -1.90584 -6.3745 5 0.04298 -3.7066 6 0.17771 2.2147 7 0.57223 2.8611 8 1.87878 6.5870 9 0.98710 4.9894 10 2.14754 6.5499 11 0.43941 3.1740 12 0.54790 1.2282 13 -0.12220 -0.7694 14 -0.71756 -3.5380 15 -0.67959 -3.2512 16 0.27801 1.5002 17 -2.82985 -8.4453 18 -2.00559 -9.1820 19 0.24012 -0.2615 20 0.37579 1.3092 21 -1.55322 -3.5997 22 -1.60729 -6.3465 23 -1.88655 -5.6695 24 -2.58165 -10.0668 25 -0.67929 -4.0930 26 -0.27016 -1.3720 27 -1.01172 -2.3749 28 -0.16790 -3.0666 29 0.00298 1.7290 30 -0.51719 -1.4669 31 0.42500 0.8737 32 -0.71980 0.3619 33 -0.19650 -1.2661 34 0.49854 4.4588 35 0.53674 2.9923 36 0.66615 1.9076 37 1.22101 3.0545 38 -0.90084 -2.3857 39 0.69246 1.2448 40 0.43846 2.6350 41 -0.31305 -0.9050 42 0.49438 2.8991 43 2.37010 8.0866 44 -1.01042 -0.7135 45 -1.59376 -6.1294 46 -0.97050 -6.5941 47 -0.71743 -3.9485 48 -0.07683 -0.8763 49 -1.59017 -4.0095 50 -1.39037 -4.3414 51 -0.37857 -2.4269 52 -0.09394 -1.7423 53 0.06698 -0.8332 54 -0.03728 0.8732 55 -0.30028 -0.4599 56 -0.25872 -1.9571 57 0.13409 -0.3936 58 -0.36389 -2.6586 59 1.92378 4.8132 60 0.80832 4.0955 61 -2.57311 -6.3693 62 -2.16766 -8.9661 63 -1.68369 -6.2755 64 -2.59210 -9.9050 65 -1.26651 -6.3103 66 -2.86361 -10.7059 67 -1.71011 -6.7988 68 0.83945 0.9719 69 1.24915 5.1048 70 2.59619 8.4289 71 1.17171 7.3212 72 1.09871 5.3062 73 1.20263 4.7784 74 1.43789 6.1860 75 1.47769 6.2104 76 1.53609 6.6803 77 0.89392 1.7611 78 -1.51600 -3.3201 79 -2.60259 -9.3662 80 -2.47653 -9.7622 81 -1.43397 -7.1828 82 -2.81857 -10.1371 83 -1.10041 -6.1909 84 -0.76785 -1.7741 85 -0.76801 -4.1435 86 1.75043 5.9676 87 2.77088 9.3314 88 2.33088 13.1483 89 3.71022 10.7169 90 0.70421 5.9948 91 1.27334 5.3337 92 0.62084 4.4903 93 3.20813 9.3340 94 3.02331 11.8495 95 2.56418 10.8890 96 1.27252 5.7010 97 0.00723 -0.2732 98 -1.27724 -2.3141 99 -1.17455 -6.1652 100 0.24846 -0.3999 101 0.14780 0.4228 102 0.08479 0.9554 103 -1.34189 -3.2783 104 -0.74018 -3.3392 105 -0.58189 -4.6632 106 -1.15473 -5.9905 107 1.42134 2.6840 108 -0.60091 -0.3694 109 1.46790 3.54397 110 1.00168 5.47999 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;