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rmtcbi
Calcite | Level 5

I am having issues specifying the output table for the cross correlation (ChiSqCross) function within proc arima.  However, I have no issue for the ADF test (StationarityTests).

 

proc arima data = Base;
identify var = CPNGE(1) stationarity = (adf) crosscorr = (RGDP(1)  Unemp(1)  Petro_Dem(1)) nlag=6; 
ods output ChiSqCross = _cc;
run;
quit;
ods listing;

 

The code above works perfectly if you replace "ChiSqCross" with "StationarityTests"

The next step is to customize the information from the cross correlation analysis and send to Excel, but I first need the table. Any insight would be much appreciated!

 

-Ryan

1 REPLY 1
rmtcbi
Calcite | Level 5

Figured it out - had the wrong table name it appears. Should have been "CrossCorrGraph"

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