Re: Question on 'ESCCR' ---- Is it computing the lag correlation?

A sample of the underlying code was sent to nswer the question.

Song Feng wrote:
>
> Hi All:
>
> I am using the function 'esccr' to compute the lag/lead correlation
> between two variables. The method I used is like the following:
>
> mxlag = 9
> y_Lead_x = *esccr*(x,y,mxlag)
> x_Lead_y = *esccr*(y,x,mxlag)
>
> However, compared to the results with my FORTRAN code, I found that
> esccr(x,y,mxlag) is acctually computing the "X_lead_Y" not the expecting
> "Y_lead_X". Are there anybody used this function before? Do I
> misunderstanding something?
>
> Best!
>
> Song Feng
>
>
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>
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Received on Wed Dec 10 2008 - 02:43:10 MST