MXCROSS Subcommand (CCF command)

MXCROSS specifies the maximum range of lags for a series.

• The specification on MXCROSS must be a positive integer.
• If MXCROSS is not specified, the default range is the value set on TSET MXCROSS. If TSET MXCROSS is not specified, the default is 7 (lags -7 to +7).
• The value specified on the MXCROSS subcommand overrides the value set on TSET MXCROSS.

Example

CCF VARIABLES = VARX VARY
  /MXCROSS=5.

• The maximum number of cross-correlations can range from lag −5 to lag +5.