/* 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 2.09384 11.7679 2 0.23489 4.2681 3 1.14165 -0.4093 4 1.19431 1.8442 5 0.70771 5.6844 6 0.66437 2.0145 7 0.38310 2.1130 8 0.30480 0.8634 9 0.67724 0.0470 10 1.59513 2.3014 11 2.74087 4.3392 12 3.58462 7.4936 13 2.02691 11.0651 14 1.80546 4.3051 15 2.47706 5.8932 16 2.26892 8.6051 17 0.96987 6.8826 18 -1.37138 3.9514 19 -1.49172 -3.9807 20 -2.74732 -4.5518 21 0.05491 -8.6852 22 0.74177 -1.1517 23 -0.50964 2.6627 24 -1.38251 -2.5137 25 0.67074 -5.5395 26 0.80065 2.4544 27 1.29090 0.8596 28 0.21327 2.5936 29 0.19260 1.4913 30 0.13424 2.1821 31 -0.12911 0.3233 32 -0.58772 0.3244 33 -1.26493 -0.9855 34 -3.41272 -2.5671 35 -2.31728 -11.9409 36 -0.50164 -7.2025 37 0.09256 -0.4024 38 -0.12668 0.2658 39 1.09027 0.5321 40 -0.06148 2.6346 41 0.43873 -0.0266 42 -0.87985 1.0309 43 -0.84532 -3.3410 44 -0.89325 -4.4208 45 -1.02656 -1.9778 46 -1.56146 -2.1230 47 -1.82376 -3.6247 48 -0.86139 -4.0325 49 -1.10702 -0.8724 50 -0.81009 -1.4791 51 -2.00903 -3.4050 52 -0.67564 -5.3943 53 0.30482 -1.9906 54 0.82514 0.5345 55 -0.21881 2.43149 56 -0.22910 -0.28802 57 0.84286 -0.97779 58 -0.59276 0.78741 59 -0.93924 -0.41691 60 -0.18993 -3.73131 61 -0.41131 -1.13042 62 -0.90792 -1.16434 63 -1.41144 -3.09208 64 -0.43494 -4.21416 65 -0.43372 -2.50847 66 0.05767 -2.16366 67 -0.21537 -0.29326 68 -0.18964 0.46134 69 0.78041 2.21465 70 -0.60671 3.21857 71 -0.71692 -3.82740 72 -0.11745 -2.10970 73 -2.77167 0.14610 74 -1.22722 -8.17733 75 -1.03537 -2.69042 76 0.09457 -1.73003 77 -1.40475 -0.65817 78 -0.70873 -3.74735 79 0.74202 -2.85061 80 0.61431 1.57559 81 -1.12242 2.23254 82 -2.55353 -4.84021 83 -2.30251 -6.32078 84 -1.44813 -6.94751 85 -1.48369 -4.10528 86 -2.51035 -4.38743 87 -1.97733 -8.29820 88 -1.70712 -4.91705 89 -1.52851 -5.11441 90 -0.83724 -4.42472 91 -0.45324 -4.60125 92 -1.02498 -3.14337 93 -2.50537 -4.34533 94 -0.87464 -7.29663 95 -0.97838 -2.05988 96 -2.88458 -1.67335 97 -1.16478 -8.78915 98 -0.20961 -2.64335 99 2.81315 -0.01598 100 2.68916 7.57008 101 -0.79395 7.53121 102 -1.01465 -1.71710 103 -0.49824 -5.00164 104 -1.97214 -2.57290 105 -1.84840 -5.88572 106 -1.36821 -7.01258 107 -2.34459 -5.89235 108 -3.78564 -7.02410 109 -2.62245 -9.65989 110 -1.42951 -9.24035 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;