Proc ARIMA Cross Correlation P-values

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Proc ARIMA Cross Correlation P-values

Hi,

I am trying to do a simple cross correlation analysis in SAS with Proc ARIMA. I can get the output and the correlation coefficients at different lags, but cannot find the p-values associated with the correlation coefficients. My code is below:

proc arima data=a.analysis;

    identify var=CC crosscorr=count alpha=0.05 nlag=20 outcov=leg_outcov clear; run;

proc print data=work.leg_outcov; run;

Please help!

Thank you in advance!

Respected Advisor
Posts: 2,655

Re: Proc ARIMA Cross Correlation P-values

I very seldom do timeseries work, but when I have questions about it, I post to the SAS Forecasting and Econometrics Forum.  I am sure the folks that follow that one closely will be able to help you out.

Steve Denham

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