Hello, I want to check if some temperature data that I have are correlated, and I suspect there is a time-dependent lag.
I have tried the time-series analysis using cross correlation, but either I don't understand how to do it or something is wrong.
Finally I tested with the following data columns, where there should be full correlation for a lag of 7 rows:
A A+7
1 8
2 9
3 10
4 11
etc.
What I got just doesn't make sense. There should be some way to see a full correlation of the data for a lag of 7.
Hi, I received a response from one of my R&D colleagues:
EM 13.1 includes the cross-correlation analysis in TS Correlation node.
However, EM users can do cross correlation analysis using proc timeseries if they have ETS license.
The following pseudo code will calculate cross-correlation between t1 and t2.
proc timeseries data=yourdata outcrosscorr=_out ;
id MNTH_YR interval=MONTH accumulate=TOTAL;
var t1;
crosscorr CCF CCFNORM lag n / nlag=24 ;
crossvar t2;
run;
Hi, I received a response from one of my R&D colleagues:
EM 13.1 includes the cross-correlation analysis in TS Correlation node.
However, EM users can do cross correlation analysis using proc timeseries if they have ETS license.
The following pseudo code will calculate cross-correlation between t1 and t2.
proc timeseries data=yourdata outcrosscorr=_out ;
id MNTH_YR interval=MONTH accumulate=TOTAL;
var t1;
crosscorr CCF CCFNORM lag n / nlag=24 ;
crossvar t2;
run;
Thank you.
I am looking for an answer in SAS JMP.
Unless I am doing somewhing wrong the Time Series lag correlation is not working.
I have tested Minitab, where it is working as it should.
Your welecome. I would recommend the JMP Coomunity https://communities.sas.com/community/support-communities/jmp_software
If that doesn't work, try filing a Tech Support track at support.sas.com. They can look at your code and walk you through any remediation steps.
Thanks,
Jonathan
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