CCF

CCF displays and plots the cross-correlation functions of two or more time series. You can also display and plot the cross-correlations of transformed series by requesting natural log and differencing transformations within the procedure.

CCF VARIABLES= series names [WITH series names]

 [/DIFF={1}] 
        {n}  

 [/SDIFF={1}] 
         {n}  

 [/PERIOD=n]  

 [/{NOLOG**}]   
   {LN     }    

 [/SEASONAL]  

 [/MXCROSS={7**}]   
           {n  } 

 [/APPLY[='model name']]

**Default if the subcommand is omitted and there is no corresponding specification on the TSET command.

This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.

Syntax for the CCF command can be generated from the Cross-Correlations dialog.

Example

CCF VARIABLES = VARX VARY.