xcorr.hlp

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{smcl}
{* 08mar2005}{...}
{cmd:help xcorr}{right:dialog:  {bf:{dialog xcorr}}}
{hline}

{title:Title}

{p2colset 5 19 21 2}{...}
{p2col :{hi:[TS] xcorr} {hline 2}}Cross-correlogram for bivariate time series{p_end}
{p2colreset}{...}


{title:Syntax}

{p 4 17 2}
{cmd:xcorr} {it:varname1} {it:varname2} {ifin}
[{cmd:,} {it:options}]

{synoptset 24 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Main}
{synopt :{opth gen:erate(newvar)}}create {it:newvar} containing
cross-correlation values{p_end}
{synopt :{opt tab:le}}display a table instead of graphical output{p_end}
{synopt :{opt noplot}}do not include the character-based plot in tabular
output{p_end}
{synopt :{opt lag:s(#)}}use{it:#} lags and leads to include in graph{p_end}

{syntab:Plot}
{p2col:{opt base(#)}}value to drop to; default is 0{p_end}
{p2col:{it:{help marker_options}}}change look of markers (color, 
	size, etc.){p_end}
{p2col:{it:{help marker_label_options}}}add marker labels; 
	change look or position{p_end}
{p2col:{it:{help line_options}}}change look of dropped lines{p_end}

{syntab:Add plot}
{synopt :{opth "addplot(addplot_option:plot)"}}add other plots to the generated graph{p_end}

{syntab:Y-Axis, X-Axis, Title, Caption, Legend, Overall}
{synopt :{it:{help twoway_options}}}any options other than {opt by()} documented in {bind:{bf:[G]} {it:twoway_options}}{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}You must {helpb tsset} your data before using {cmd:xcorr}.{p_end}
{p 4 6 2}{it:varname1} and {it:varname2} may contain time-series operators;
see {help tsvarlist}.{p_end}


{title:Description}

{pstd}
{cmd:xcorr} plots the sample cross-correlation function.


{title:Options}

{dlgtab:Main}

{phang}
{opth generate(newvar)} specifies a new variable to contain the
cross-correlation values.

{phang}
{opt table} requests that the results be presented as a table rather
than the default graph.

{phang}
{opt noplot} requests that the tabular output not include the character-based
plot of the cross-correlations.

{phang}
{opt lags(#)} indicates the number of lags and leads to include in the graph.
The default is to use min([n/2] - 2,20).

{dlgtab:Plot}

{phang}
{opt base(#)} specifies the value from which the lines should extend.

{phang}
{it:marker_options}, {it:marker_label_options}, and {it:line_options} affect
the rendition of the plotted cross-correlations.

{phang2}
{it:marker_options}
    specify the look of markers plotted at the correlation points.  This
    look includes the marker symbol, the marker size, its color and outline;
    see {it:{help marker_options}}.

{phang2}
{it:marker_label_options}
    specify if and how the markers are to be labeled; 
    see {it:{help marker_label_options}}.

{phang2}
{it:line_options} 
    specify the look of the dropped lines, including pattern, width, and
    color; see {it:{help line_options}}.

{dlgtab:Add plot}

{phang}
{opt addplot(plot)} provides a way to add other plots to the generated graph; see
{it:{help addplot_option}}.

{dlgtab:Y-Axis, X-Axis, Title, Caption, Legend, Overall}

{phang}
{it:twoway_options} are any of the options documented in 
{it:{help twoway_options}}, excluding {opt by()}.  These include options for
titling the graph (see {it:{help title_options}}) and options for saving the
graph to disk (see {it:{help saving_option}}).


{title:Examples}

{phang}{cmd:. gen x1 = invnorm(uniform())}{p_end}
{phang}{cmd:. gen x2 = invnorm(uniform())}{p_end}
{phang}{cmd:. gen t = _n}{p_end}
{phang}{cmd:. tsset t}{p_end}
{phang}{cmd:. xcorr x1 x2, lags(20)}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[TS] xcorr}{p_end}

{psee}
Online:  {helpb corrgram}, {helpb pergram}, {helpb tsset}{p_end}