/* 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 -0.52123 -1.34793 2 1.05645 -0.80304 3 1.60872 3.03992 4 1.57753 4.08386 5 0.34927 5.35453 6 -0.82682 0.86537 7 -0.65723 -2.32273 8 0.71427 -0.53392 9 -0.00379 2.19568 10 -1.12541 -2.25481 11 -0.53419 -3.29008 12 -2.50241 -2.20326 13 -2.16542 -8.05786 14 -1.17140 -6.95037 15 -1.50241 -1.84216 16 -0.13353 -3.72640 17 -0.90271 0.09768 18 -0.90422 -3.14749 19 0.92921 -1.93910 20 1.56066 3.54592 21 1.12035 2.49421 22 1.49455 3.25946 23 1.80834 4.39606 24 0.43689 5.59413 25 0.53537 0.45935 26 0.00784 -0.31789 27 2.86691 -2.30169 28 1.90243 8.23693 29 3.01452 5.31327 30 2.26301 9.18284 31 1.02318 6.40513 32 0.22413 4.33632 33 0.73014 1.45563 34 1.69019 1.54694 35 1.05964 6.37513 36 -0.11588 2.85323 37 0.77651 1.89382 38 -1.55546 1.76593 39 -0.43502 -4.74954 40 -0.16182 -2.10179 41 1.07075 -2.08081 42 0.72382 3.63856 43 2.46986 1.19231 44 0.56866 7.03293 45 1.13886 2.93921 46 1.47086 4.83939 47 2.22655 4.56445 48 2.79946 7.81864 49 2.79381 7.50289 50 1.48962 8.66419 51 1.07014 3.91296 52 -1.00766 4.97764 53 -1.61614 -3.30335 54 -1.26096 -5.31085 55 -2.43411 -2.49700 56 -2.34119 -7.08845 57 -0.61405 -6.76779 58 0.53906 0.44432 59 0.91867 -0.23968 60 0.09522 2.65898 61 -0.24606 0.26661 62 0.97331 -0.78401 63 1.16513 3.03756 64 0.05011 4.06687 65 0.54794 -0.59620 66 1.30798 1.80811 67 1.77712 3.81165 68 0.01310 2.59589 69 0.69535 0.11634 70 -1.09324 3.08175 71 -0.90686 -2.87011 72 -0.79108 -3.40776 73 0.55668 -2.54748 74 -0.72875 1.57037 75 -1.26893 -1.72033 76 -0.94983 -3.80408 77 0.12147 -2.65166 78 0.31440 0.30029 79 0.50426 1.53198 80 0.27708 3.52159 81 -0.51219 0.55287 82 -1.59849 -3.35181 83 -0.73149 -5.57187 84 -1.03903 -2.37409 85 -0.88016 -3.80442 86 -2.65755 -1.85666 87 -1.47983 -5.89650 88 -1.20846 -5.26993 89 -0.42699 -2.49588 90 -0.72405 -1.36977 91 0.75878 -3.89170 92 -0.74101 1.04934 93 -0.24364 -2.14659 94 -0.15596 -1.23957 95 -0.60832 -0.35608 96 0.54278 -3.93981 97 -0.34110 1.63592 98 -0.44462 -0.44414 99 0.09757 0.14902 100 -0.28620 -0.34009 101 -2.18742 0.01468 102 -0.36917 -6.42694 103 0.15165 0.68337 104 1.47015 -0.60047 105 1.80556 4.28131 106 1.36964 4.01853 107 2.35537 2.43928 108 1.99311 6.03064 109 0.77815 7.32590 110 1.29129 1.71515 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;