/* 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 1.32246 -3.50620 2 1.70016 -4.59705 3 1.28504 4.37805 4 -0.32638 5.50401 5 -0.25467 4.11521 6 -1.32590 -0.47858 7 -1.76141 -1.64595 8 -0.55740 -3.24296 9 -1.23008 -4.31503 10 0.78016 -0.74469 11 0.79687 -2.25843 12 1.64207 1.50376 13 0.67838 2.94392 14 0.86711 3.88036 15 1.84747 2.01900 16 1.58909 1.79492 17 0.34024 5.78829 18 0.47872 4.52170 19 0.70978 0.47474 20 -0.40607 1.67888 21 0.09258 2.72402 22 0.54572 -0.85332 23 -1.00693 1.91173 24 -0.72183 3.53434 25 1.07778 -4.13703 26 0.88668 -3.41959 27 0.52303 4.12166 28 1.43939 4.19296 29 1.27849 1.92905 30 1.63760 2.48869 31 0.13386 4.50561 32 0.74572 4.32344 33 0.72204 1.33707 34 0.30259 1.96705 35 -0.74708 2.16610 36 -0.78536 1.36839 37 -0.66129 -3.49485 38 -0.32103 -2.11030 39 0.16372 -1.48015 40 -0.60124 -2.55201 41 0.34020 2.65616 42 0.19783 -2.52092 43 -0.35436 3.02448 44 0.32989 1.60542 45 1.36240 -2.44159 46 0.86061 1.88947 47 1.25838 3.97888 48 0.92900 3.55231 49 0.74652 4.01033 50 1.05932 2.47823 51 -0.69043 3.30215 52 -1.40434 3.35606 53 -0.60059 -3.74310 54 -3.20553 -3.50125 55 -2.70670 -0.4596 56 -2.96424 -10.9488 57 -1.51343 -7.0201 58 -1.39920 -8.7797 59 -1.01999 -5.3631 60 -1.97124 -5.0316 61 -0.94214 -3.8142 62 -0.92258 -5.3655 63 0.24617 -1.5285 64 -1.32599 -3.7787 65 -1.43387 1.3388 66 -0.40490 -5.1820 67 0.37576 -3.4690 68 -0.07696 -0.8641 69 -0.00825 2.7515 70 0.85761 -0.8944 71 1.67809 -1.2655 72 1.51844 4.0487 73 0.00431 5.4607 74 0.82695 5.1306 75 1.78127 1.0440 76 0.84239 1.5799 77 1.78652 5.4802 78 1.91887 2.7952 79 0.66342 3.5273 80 1.98567 6.5515 81 1.98600 0.1653 82 1.85704 5.4741 83 3.11852 5.2464 84 1.36029 5.4890 85 0.65107 8.6103 86 -1.37747 3.7812 87 -1.26775 1.2656 88 -0.13485 -3.6178 89 2.09010 -2.7347 90 0.36409 -2.3203 91 1.01005 7.6614 92 0.53797 1.0996 93 -1.25719 3.4985 94 -1.16191 1.1078 95 0.30138 -4.6086 96 -1.58333 -2.6763 97 -0.19514 0.4726 98 1.74713 -3.1202 99 2.29528 -0.4967 100 0.61855 6.0156 101 -0.81122 5.2860 102 -1.80086 4.7204 103 -3.41015 -1.3188 104 -2.87680 -5.2164 105 -1.78616 -11.1695 106 -0.72396 -9.6743 107 -1.05033 -3.5245 108 -0.34389 -1.4713 109 0.78071 -4.74322 110 0.83897 -0.43512 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;