The OUTCORR= data set contains the variables specified in the BY statement as well as the variables in the following list. 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.
_NAME_variable name
LAGtime lag
Nnumber of variance products
ACOVautocovariances
ACFautocorrelations
ACFSTDautocorrelation standard errors
ACF2STDan indicator of whether autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero
ACFNORMnormalized autocorrelations
ACFPROBautocorrelation probabilities
ACFLPROBautocorrelation log probabilities
PACFpartial autocorrelations
PACFSTDpartial autocorrelation standard errors
PACF2STDan indicator of whether partial autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero
PACFNORMpartial normalized autocorrelations
PACFPROBpartial autocorrelation probabilities
PACFLPROBpartial autocorrelation log probabilities
IACFinverse autocorrelations
IACFSTDan indicator of whether inverse autocorrelations are less than (–1), greater than (1), or within (0) two standard errors of zero
IACF2STDtwo standard errors beyond inverse autocorrelation
IACFNORMnormalized inverse autocorrelations
IACFPROBinverse autocorrelation probabilities
IACFLPROBinverse autocorrelation log probabilities
WNwhite noise test statistics
WNPROBwhite noise test probabilities
WNLPROBwhite 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= option.
_NAME_variable name
_STAT_correlation statistic name
_LABEL_correlation statistic label
LAGh correlation statistics for lag h