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Crosscorrelation plot (CCF) in PROC TIMESERIES

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Crosscorrelation plot (CCF) in PROC TIMESERIES

Hi,
I just started using SAS for timeseries analysis. I use the proc timeseries to get the cross correlation between the output signal, y(t), and input signal x(t). So I got the ccf plot output, where it plots the correlation and the correlation with the lags. I was wondering if the lag is for the variable specified in "var" or the one in "crossvar". Thanks for the help.
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Re: Crosscorrelation plot (CCF) in PROC TIMESERIES

Posted in reply to deleted_user
You should have more luck getting a reply in the Forecasting forum.
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