/* 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 -1.48163 -6.4736 2 -2.11360 -8.6630 3 -1.25417 -6.4378 4 -0.54537 -3.5823 5 0.05830 -0.1111 6 0.31234 1.6801 7 -2.08637 -5.6890 8 0.26683 -2.8632 9 2.22008 8.0784 10 1.70668 6.1220 11 0.35202 3.0871 12 -0.52688 -1.1762 13 0.24643 -0.5228 14 0.64036 1.3440 15 1.28040 4.8843 16 0.98370 4.9425 17 0.94164 1.9754 18 1.93694 6.0715 19 1.28478 6.4884 20 1.91403 6.6754 21 1.71108 7.4014 22 0.39932 2.2485 23 2.07986 5.5621 24 3.27597 11.0377 25 4.20842 15.2078 26 3.52713 15.0326 27 2.21789 11.1401 28 2.10066 8.3407 29 -0.23445 0.3075 30 -0.93582 -2.4870 31 -0.51290 -3.3634 32 0.10038 -0.7558 33 -1.73494 -4.1740 34 -0.89873 -3.0301 35 0.56729 2.0333 36 -0.10813 1.7041 37 0.96336 2.8560 38 3.45698 12.6545 39 2.58805 11.3434 40 3.99231 13.3690 41 1.25681 8.8746 42 1.14007 4.0771 43 -0.76240 -1.3968 44 -2.24179 -6.1940 45 -2.18414 -7.5518 46 -0.26757 -0.6466 47 -0.68786 -1.9716 48 -0.13238 -1.3685 49 0.17355 0.0372 50 0.17240 0.3595 51 0.33999 3.7930 52 -0.04666 0.7257 53 -1.63745 -6.2279 54 -2.41244 -8.9095 55 -0.64501 -3.4249 56 -1.28487 -4.1712 57 -3.55621 -11.8575 58 -0.17558 -3.7965 59 -1.09336 -2.3372 60 -2.43649 -8.0579 61 -2.86824 -10.5818 62 -3.03712 -10.3142 63 -2.31092 -7.2682 64 -0.81390 -6.7481 65 -0.87911 -3.3950 66 -1.57256 -7.9343 67 1.70235 3.9387 68 1.83353 6.4309 69 3.04300 8.8771 70 3.89760 15.4758 71 2.91290 12.1779 72 2.84351 10.5996 73 2.02991 7.9296 74 1.57765 7.0289 75 0.90308 5.3166 76 0.24177 1.5489 77 -0.22664 1.7691 78 -2.78248 -9.3590 79 -1.65029 -8.1275 80 -1.16096 -6.1141 81 -0.42136 -1.1571 82 -1.78579 -5.5005 83 -2.87966 -10.6658 84 -1.50408 -7.9062 85 0.02556 -0.6260 86 -1.39663 -3.8085 87 -1.71678 -6.8599 88 -1.80508 -7.3082 89 -0.93823 -3.6453 90 -1.86197 -8.3201 91 -2.99216 -8.3426 92 -2.16705 -9.9570 93 -1.59293 -6.6157 94 -0.56214 -3.5177 95 0.96274 1.0404 96 1.25403 4.1807 97 0.38549 3.1688 98 -0.30593 -1.5816 99 -1.37129 -4.4735 100 -1.68790 -5.8685 101 -1.42676 -8.2351 102 -1.01787 -5.2187 103 -1.38995 -4.2745 104 -0.72007 -2.5302 105 -2.50545 -7.1699 106 -1.83615 -8.7137 107 -2.11224 -9.1074 108 -0.77611 -4.3931 109 -0.93591 -3.33923 110 -0.08324 -1.15899 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;