The OUTCORR= data set contains the variables specified in the BY statement as well as the variables listed below. The OUTCORR= data set records the correlations for each variable specified in a VAR statement (not the CROSSVAR statement).
When the CORR statement TRANSPOSE=NO option is omitted or specified explicitly, the variable names are related to correlation statistics specified in the CORR statement options and the variable values are related to the NLAG= or LAGS= option.
variable name
time lag
number of variance products
autocovariances
autocorrelations
autocorrelation standard errors
an indicator of whether autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero
normalized autocorrelations
autocorrelation probabilities
autocorrelation log probabilities
partial autocorrelations
partial autocorrelation standard errors
an indicator of whether partial autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero
partial normalized autocorrelations
partial autocorrelation probabilities
partial autocorrelation log probabilities
inverse autocorrelations
an indicator of whether inverse autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero
two standard errors beyond inverse autocorrelation
normalized inverse autocorrelations
inverse autocorrelation probabilities
inverse autocorrelation log probabilities
white noise test Statistics
white noise test probabilities
white noise test log probabilities
The preceding correlation statistics are computed for each specified time lag.
When the CORR statement TRANSPOSE=YES option is specified, the variable values are related to correlation statistics specified in the CORR statement and the variable names are related to the NLAG= or LAGS= options.
variable name
correlation statistic name
correlation statistic label
correlation statistics for lag h