03-13-2014 03:47 PM
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;
Thank you in advance!
03-14-2014 08:45 AM
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.