Cross-Correlation Table - Not getting full lags on table
Posted: 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!!
Thanks!!