Cross-Correlation Table - Not getting full lags on table

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gilbesa
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Joined: Fri Jul 22, 2011 1:45 pm

Cross-Correlation Table - Not getting full lags on table

Postby gilbesa » Thu Jul 28, 2011 2:04 pm

I'm running cross-correlations to test on two time series to check fit at different lags. Most of my "fit" lags have been small (<15 periods), but one was a 22 period lag and I was looking to validate using a cross-correlogram. I put in 36 as the number of lags to run, but the resulting table only shows 19 lags. Is there a reason for this or is this something I can change to display more lag periods in the table (see attachment).

Thanks!!
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EViews Gareth
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Re: Cross-Correlation Table - Not getting full lags on table

Postby EViews Gareth » Thu Jul 28, 2011 2:06 pm

You only have 21 observations. You can't show 36 lags if you only have 21 observations.

gilbesa
Posts: 3
Joined: Fri Jul 22, 2011 1:45 pm

Re: Cross-Correlation Table - Not getting full lags on table

Postby gilbesa » Mon Aug 01, 2011 10:32 am

Ah, of course. I was looking at the longer time series in my group (48 observations) rather than the shorter one. Thanks!


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