.-
help for ^xcorplot^
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Calculate and graph cross-correlation function
-----------------------------------------------

        ^xcorplot^ var1 var2 [^if^ exp] [^in^ range]
        [^, l^ags^(^#^)^ { ^k^endall | ^p^earson | ^s^pearman }
        ^nop^rint ^sp^ike ^ci^ graph_options ]

Description
------------

^xcorplot^ calculates and graphs the first ^lags()^ cross-correlations of
var1 and var2, both positive and negative.


Remarks
--------

It is the user's responsibility to ensure that data are in appropriate
sort order (usually, but not necessarily, time order).

^xcorplot^ is built on Sean Becketti's ^xcorr^ and requires other
programs from his time series library to be installed.


Options
--------

^lags(^#^)^ specifies the number of lags.  If not specified, the first
    5 cross-correlations are graphed.

^kendall^ | ^pearson^ | ^spearman^ indicates which correlation coefficient
    to calculate.  The default is ^pearson^.

^noprint^ suppresses printing of the numeric results.

^spike^ causes the cross-correlations to be shown as a series of spikes
    drawn vertically from zero.

^ci^ adds approximate confidence interval bands to the graph at
    +/- 2 sqrt(number of data).

graph_options refers to any of the options of ^graph, twoway^.


Example
--------

 . ^xcorplot runoff rainfall^


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

^xcorplot^ saves its results in the 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
           .
           .
           .


Authors
--------

         Nicholas J. Cox, University of Durham
         n.j.cox@@durham.ac.uk

         Aurelio Tobias, IMIM, Barcelona
         atobias@@imim.es

         after Sean Becketti's ^xcorr^.
