Date:         Mon, 20 Apr 2009 08:55:32 -0700
Reply-To:     Shankar <shankar.stat@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Shankar <shankar.stat@GMAIL.COM>
Organization: http://groups.google.com
Subject:      Re: output cross corr stats
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset=ISO-8859-1

hi Jason,

Use CROSSCORR statement in PROC TIMESERIES, for example:

proc timeseries data=garchvols outcrosscorr=xcgarch;

   crosscorr ccfprob ccfstd ccf2std ;

   id dates interval=month;
   var vN vD vS vG vS2 vO vinf;
run;

xcgarch will contain ccfprob etc;

Thanks,
Shankar