Cross correlations with p-values                                (STB-13: sts3)
--------------------------------

Under version 5.0:

	^xcorr^ var1 var2 [^if in^ , ^l^ags(#) {^k^endall | ^p^earson | ^s^pearman} ]


Under version 6.0:

	^bl_xcorr^ var1 var2 [^if in^ , ^l^ags(#) {^k^endall | ^p^earson | ^s^pearman} ] 

calculates cross correlations--that is, correlations at various lags--of 
var1 and var2.  By default, Pearson correlations are calculated.  p-values 
are displayed along with the correlation coefficients.


Version control
---------------

In order to handle the naming conflict between this command and the new
Stata 6 time-series command ^xcorr^, the Stata 6 ^xcorr^ command  resolves
the conflict using version control.  For example, the Becketti library command
^xcorr^ may be invoked as follows in Stata 6:

        . ^version 5.0^
        . ^xcorr x1 x2, lags(3) k

Alternatively, you can access this command directly using its new name:

        . ^bl_xcorr x1 x2, lags(3) k^


Options
------- 
^l^ags(#) specifies the number of lagged cross-correlations to display.

^k^endall | ^p^earson | ^s^pearman indicates which correlation coefficient
    to calculate.  The default is ^p^earson.





Saved results
-------------

^xcorr^ saves its results in the system macros S_1, ... :

         ^S_1^          Correlation between var1 and var2
         ^S_2^          p-value of correlation between var1 and var2
         ^S_3^          Correlation between L.var1 and var2
         ^S_4^          p-value of correlation between L.var1 and var2
         ^S_5^          Correlation between var1 and L.var2
         ^S_6^          p-value of correlation between var1 and L.var2
           .
           .
           .


Note
----

^xcorr^ calls the programs ^lag^, ^period^, and ^_ts_peri^ supplied in 
sts2 (STB-7) and the programs ^pearson^ and ^spear^ supplied in 
sg5.1 (STB-13).  These programs must be in the ado path specified by 
S_ADO for ^xcorr^ to execute.


Author
------

Sean Becketti, Stata Technical Bulletin


Also see
--------

    STB:  ^sts3 (STB-13)^
 Manual:  ^[R] xcorr^
On-line:  help for @xcorr@