I am computing the cross correlation of 2 variables. How do I get the results in a dataset? I had a look at this link I think I have to use CrossCorrGraph but got an error message.
here is my code:
proc arima data=sample;
by permno;
identify var=r crosscorr=vol_change nlag=10 nomiss;
ods output cc=CrossCorrGraph;
run;quit;
I tried that but got the following message:
WARNING: Output 'CrossCorrGraph' was not created.
Make sure that the output object name, label, or path is spelled correctly.
Also, verify that the appropriate procedure options are used to produce the requested output object.
For example, verify that the NOPRINT option is not used.
This warning message confirms that the syntax of the ODS OUTPUT statement is now correct and indicates that a different issue prevents the creation of the desired table. I'm sorry I don't have a SAS/ETS license nor any experience with this module, so can't help you much with PROC ARIMA. My next steps in the investigation would be:
If all the above doesn't help, I recommend that you open a new thread in the SAS Forecasting and Econometrics subforum.
Good luck!
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