The RATS Software Forum

Tom, Thanks for your response. I am trying to get the CCF for two prewhitened series, as well as the standard errors, so that I can determine if the cross correlations are statistically significant. Here is what I have: calendar 1960 allocate 2006:1 open data C:\Marie\Research\RAT_30 years later\DAT...

Can someone please provide me with the code to get the standard errors of the cross correlation functions?

Thanks!

Thank you!

I am a new user trying to do a bivariate time series analysis, but my commands must be wrong because I keep getting an error message. I am trying to produce a cross-correlation function (with 5 lags) and Q-statistics for the residuals of two pre-whitened series. Any help would be greatly appreciated...