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Understood. That was my misunderstanding then. This however only addressed my problem partially. Can you pls advise me how to (with or w/o eviews) test the significance of the correlation coefficients from this cross-correlogram...

Please see the attached correlogram from the eviews manual. The balk charts on the left hand side (which in another format are replaced by asterisks) should represent the significance of the correlation coefficients (thats at least the way I understand it). I would need to do it a bit more sophistic...

Is there a chance to get some detail on the test of significance used in the cross-correlation function in eviews (not disucssed in the eviews manual)? The cross-correlogram provides the actual (cross) correlation coefficients and indicates the significance only graphically with asterisks. I need to...