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Cross-Correlation Table - Not getting full lags on table

Posted: Thu Jul 28, 2011 2:04 pm
by gilbesa
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!!

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

Posted: Thu Jul 28, 2011 2:06 pm
by EViews Gareth
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

Posted: Mon Aug 01, 2011 10:32 am
by gilbesa
Ah, of course. I was looking at the longer time series in my group (48 observations) rather than the shorter one. Thanks!