/* 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 0.93193 7.2122 2 0.65338 7.9394 3 -0.76491 3.4440 4 -0.07085 1.0558 5 -1.51052 -3.3684 6 -0.45950 -3.4653 7 -0.54969 -4.0597 8 0.10578 -5.0595 9 0.05590 -3.9191 10 -0.58094 -4.9931 11 -0.42452 -4.4104 12 0.61830 -1.4023 13 -0.34513 -1.2824 14 0.16217 0.0378 15 -0.05191 1.6819 16 0.14761 2.3948 17 1.60958 7.5494 18 3.05814 15.3855 19 3.13110 20.1480 20 3.29218 24.9216 21 4.53068 32.4835 22 3.03609 32.1807 23 1.89582 28.9490 24 4.43228 32.5121 25 4.46952 36.7711 26 4.52660 39.9369 27 2.96549 38.6478 28 3.33758 35.8657 29 3.93433 34.7518 30 2.45194 30.7015 31 1.24619 24.8610 32 1.85264 22.9969 33 0.84460 18.2859 34 0.64775 14.6715 35 -0.72696 9.1359 36 -0.26639 5.6968 37 -1.67552 0.8369 38 -0.85009 -1.8887 39 -0.35944 -0.5853 40 -0.02879 0.4581 41 -1.70566 -5.6968 42 -1.26442 -9.1297 43 -2.23074 -12.8215 44 -2.22154 -14.6718 45 -2.50628 -17.6876 46 -2.97320 -21.9997 47 -2.42622 -24.2794 48 -2.67152 -25.6228 49 -1.99374 -24.9698 50 -0.82134 -19.9419 51 -0.04102 -15.1599 52 -2.53709 -19.6955 53 -2.86411 -21.8889 54 -1.53401 -18.7886 55 0.50865 -13.1305 56 1.27934 -5.4071 57 0.13157 -3.4894 58 1.51772 1.5954 59 -0.29390 0.9908 60 -1.35266 -3.3634 61 -1.95135 -7.9964 62 0.37499 -4.6204 63 0.17541 -3.3313 64 0.72790 -0.1540 65 2.61674 7.5455 66 1.79844 10.0847 67 0.78144 8.5945 68 2.46308 13.6456 69 1.05182 14.8055 70 0.04803 11.5664 71 0.33037 8.6572 72 -0.01108 5.8440 73 0.82089 7.6923 74 0.92007 9.3548 75 1.20160 8.9251 76 -0.77612 6.0620 77 -0.43213 3.0682 78 -0.67636 0.3664 79 0.67405 2.0617 80 1.01484 4.1344 81 1.46292 7.3634 82 1.38512 9.4393 83 1.14017 9.1140 84 -1.20349 0.4332 85 -2.38367 -6.6684 86 -1.43983 -10.4375 87 -0.10863 -7.9608 88 -2.34472 -10.8756 89 -0.62759 -8.2686 90 0.71135 -3.6079 91 0.47675 -1.9936 92 0.18913 0.7208 93 -0.59115 -1.2509 94 -2.03033 -4.6987 95 -1.96008 -11.2918 96 -1.27478 -11.3713 97 -1.31086 -10.5428 98 -1.50177 -11.1960 99 -0.73332 -9.3645 100 -1.19412 -11.1210 101 -2.40391 -15.6238 102 -1.04812 -13.8640 103 -0.23127 -11.0551 104 -1.71342 -13.6911 105 -0.92630 -12.8069 106 -1.19433 -13.2935 107 -0.97103 -13.2521 108 -0.95175 -11.3023 109 -1.70793 -13.3642 110 -1.95337 -15.2782 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;