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!!
Cross-Correlation Table - Not getting full lags on table
Moderators: EViews Gareth, EViews Moderator
Cross-Correlation Table - Not getting full lags on table
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EViews Gareth
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Re: Cross-Correlation Table - Not getting full lags on table
You only have 21 observations. You can't show 36 lags if you only have 21 observations.
Re: Cross-Correlation Table - Not getting full lags on table
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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