/* 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 -0.96348 17.8805 2 -1.38461 12.5272 3 0.21308 4.3444 4 -1.49690 0.0217 5 -1.66707 0.2605 6 -1.20735 -4.1815 7 1.76031 -9.7860 8 0.10701 -9.9422 9 0.36098 -1.4490 10 1.82447 -0.2343 11 -0.18599 2.2305 12 1.73785 7.1810 13 1.21264 4.6372 14 0.12458 9.3068 15 -1.49710 10.4402 16 -1.85445 4.8693 17 0.67501 -0.5566 18 0.22999 -6.7125 19 -1.72001 -2.2167 20 -1.91661 -2.4032 21 -0.70625 -5.6681 22 -0.59346 -8.3906 23 0.58282 -5.7306 24 0.17283 -7.1156 25 -1.21862 -4.2084 26 -0.55475 -3.2574 27 1.19310 -5.2816 28 2.75276 -4.7885 29 3.80377 0.2784 30 4.64008 6.9390 31 2.94581 16.2980 32 1.98623 25.3183 33 0.05506 24.5392 34 0.47336 21.8974 35 1.66626 14.7714 36 0.93394 12.9926 37 0.13158 12.3535 38 1.71431 11.5454 39 0.75397 9.7030 40 0.81906 9.9960 41 1.16541 9.3738 42 0.71617 8.7538 43 -0.51436 8.9230 44 0.14422 8.1819 45 0.76704 4.3068 46 0.72135 2.7221 47 1.46332 3.0292 48 1.84245 4.1608 49 -0.57533 8.3245 50 -2.15341 10.3453 51 -0.74027 6.3695 52 -1.93867 -2.0260 53 -0.63188 -5.7754 54 -1.24886 -7.5980 55 -1.42463 -5.7057 56 -1.69880 -7.6859 57 0.65315 -8.2951 58 0.62347 -9.5304 59 1.12385 -2.3652 60 -0.17770 0.8824 61 1.54618 4.6537 62 1.24555 0.9487 63 0.80161 3.3359 64 2.11715 7.0648 65 1.31476 7.4429 66 1.66786 12.0605 67 0.25285 10.3466 68 1.76192 12.4331 69 3.05630 9.3668 70 3.15013 11.7397 71 2.02457 18.0874 72 -1.00067 21.8951 73 1.42749 21.9486 74 1.15799 12.4461 75 1.44200 12.9868 76 1.42742 12.7346 77 1.20509 15.0721 78 1.62543 14.5886 79 1.92329 14.5907 80 1.88580 14.4695 81 1.94188 16.1391 82 1.02880 16.3055 83 1.36813 17.3547 84 0.46149 15.8848 85 -0.12903 16.4065 86 0.76831 12.9871 87 -0.05644 10.6622 88 -0.82068 9.5102 89 0.77284 9.2160 90 0.16744 3.2191 91 0.88389 5.6548 92 -0.55548 5.2112 93 0.15616 5.5446 94 -0.93032 2.1243 95 -0.42520 2.8173 96 -0.52095 -2.1558 97 -0.32719 -3.5863 98 1.25096 -4.2324 99 0.84464 -4.4058 100 2.80918 1.9690 101 -0.16339 2.8047 102 0.11876 10.7407 103 0.03237 6.8877 104 -0.04097 4.9790 105 0.45710 2.1361 106 0.96880 0.0610 107 -0.00033 1.8976 108 0.82831 4.3478 109 0.96689 5.48215 110 1.37492 6.39990 ; PROC ARIMA DATA=ONE; IDENTIFY VAR = X NOPRINT; ESTIMATE P=1 METHOD=CLS MAXIT=50; IDENTIFY VAR = Y CROSSCOR = (X) NLAG = 12; run;