Date: Mon, 20 Apr 2009 07:20:13 -0700
Reply-To: jason <jason.mellone@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: jason <jason.mellone@GMAIL.COM>
Organization: http://groups.google.com
Subject: Re: output cross corr stats
Content-Type: text/plain; charset=ISO-8859-1
On Apr 19, 5:50 pm, Shankar <shankar.s...@gmail.com> wrote:
> Try outcov option;
>
> For example:
>
> proc arima data=biggEARLY;
> identify var=x(1) crosscorr=y(1) outcov=covEstimates;
> run;
>
> corr variable in covEstimates will contain cross-correlations;
>
> Thanks,
> Shankar
hey shankar,
i have a follow-up question.
for proc arima (or proc timeseries), i am looking to output the
ccfprob & ccf2std. could you possibly show me an example of how to
code such that i receive these stats as outputs? i cannot seem to get
it to work on my own.
thank you
jason
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