Suppose we have two time-series, X1 and X2. I'm wondering if SAS has a way of showing if the two series are in-sync, or in-phase, vs. out of sync/phase.
Let's say we want to execute some action when the sync of X1, X2 is maximally moving in the same direction.
We have to be able to track the sync/phase. Have a measure thereof.
When I search through some of the capabilities in SAS/ETS, it looks like PROC SPECTRA may be applicable. I would suggest you repost this question in the Analytics>Forecasting and Econometrics community, as there should be folks that follow that community more closely than I do who could give you an answer that is based on my ability to read the documentation.
SteveDenham
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