/* 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 -0.12796 -0.8629 2 1.70582 3.9173 3 -0.14897 2.9206 4 0.98683 3.4905 5 1.00310 5.5452 6 0.98033 6.6304 7 -0.14355 3.1088 8 0.61631 3.8296 9 0.72798 4.3536 10 -1.18920 -1.5795 11 -2.87156 -10.0080 12 -2.34973 -14.9915 13 -1.89440 -16.6738 14 1.08555 -7.2622 15 -0.54296 -7.7487 16 0.58954 -2.1587 17 1.43666 2.3605 18 0.49236 2.6770 19 0.45690 4.5740 20 1.90553 8.5278 21 1.85802 13.3253 22 0.78325 11.1934 23 0.14228 8.5044 24 -1.43780 2.3278 25 -1.25119 -2.4863 26 -0.20761 -1.8255 27 -1.11392 -5.8020 28 -0.71596 -5.6392 29 0.35613 -3.9383 30 0.94833 0.0578 31 -0.81620 -3.5929 32 1.41515 1.4160 33 1.66150 6.0172 34 1.41887 8.9043 35 2.25167 12.8955 36 2.07306 15.3908 37 0.90010 11.3123 38 0.57488 9.9571 39 0.58385 8.8056 40 0.65732 9.7819 41 0.27215 9.0875 42 0.78872 8.0885 43 0.21033 4.4688 44 -0.73505 0.7545 45 -1.80461 -5.7886 46 -0.36406 -4.0962 47 1.19412 0.3646 48 0.71334 3.4995 49 0.65590 5.2677 50 -1.95751 -1.7977 51 -1.52951 -5.3063 52 -2.18518 -10.1431 53 -0.62055 -6.9209 54 -0.18261 -4.9179 55 -0.74238 -6.5784 56 -0.30751 -5.6818 57 -0.27941 -5.2809 58 0.09629 -2.7399 59 -0.48658 -2.8783 60 0.53548 -1.1705 61 0.92192 2.3180 62 -1.22441 -1.5596 63 -0.92929 -4.1893 64 -0.64500 -4.2708 65 -0.09158 -3.5046 66 -0.96755 -5.5988 67 -1.53522 -9.0338 68 1.04538 -2.5217 69 1.82983 1.3908 70 0.56651 2.4292 71 0.05676 2.8148 72 -0.59981 1.5328 73 -0.57557 -0.1566 74 -0.35733 -0.3934 75 -0.51303 -2.4524 76 -0.60685 -5.0046 77 0.28135 -2.9270 78 0.92432 1.1166 79 -1.34504 -4.2137 80 -2.52092 -9.4538 81 -1.63655 -11.8760 82 -1.99674 -16.8648 83 -2.28673 -17.8194 84 -2.98561 -20.5409 85 -2.94042 -23.6364 86 -2.58380 -24.2626 87 0.33040 -16.8806 88 -1.39452 -18.4095 89 0.21155 -12.9449 90 0.59893 -5.6144 91 0.11461 -5.0106 92 -2.12947 -8.9818 93 -3.41570 -17.3629 94 -1.86440 -17.6776 95 -1.84060 -18.6391 96 -2.08980 -18.2954 97 -2.02783 -20.2730 98 0.55579 -12.1869 99 1.45403 -4.4426 100 2.12456 5.3404 101 3.18808 12.7449 102 1.66603 15.3832 103 3.70778 21.4395 104 2.13599 20.7181 105 1.46712 18.6227 106 0.50609 13.0426 107 -0.03748 8.8312 108 -1.22971 1.7173 109 -1.42671 -1.90403 110 -1.41571 -5.25904 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;