Cross correlation

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ESVAL2016
Posts: 20
Joined: Tue Jan 26, 2016 7:06 am

Cross correlation

Postby ESVAL2016 » Tue Mar 01, 2016 5:28 am

Hello for all users EViews,
I am working now with two time series as endogenous variable (CGM) and exogenous variable (BI), I used cross-correlation here to know the number of terms of the exogenous polynomial, but, as can be seen, the correlation is highest for a lag 0.
How can I read or translate this CCF in order to know the order of the exogenous polynomial?

Thanks for your help.
Regards,
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