PM78778: CROSSCORRELATION FUNCTION (CCF) MISALIGNS CROSSCORRELATION TABLE IF EXCESSIVE NUMBER OF LAGS REQUESTED
APAR status
Closed as program error.
Error description

You have used the CCF (Crosscorrelation function) procedure in SPSS Statistics to find the crosscorrelation between a pair of variables in a small data set. You have requested a value for the maximum number of lags to display (/MXCROSS) that is equal to the number of time points for the 2 variables (which we'll call K), i.e., the number of records in the file. You have also run sequence plots for the 2 variables in one graph and it appears that the maximum crosscorrelation will be at lag 0. However, the Crosscorrelation table in the CCF output indicates that the largest Crosscorrelation is at lag  2. Also, the Crosscorrelations for the last 4 positive lags are all 0.0. If you rerun the CCF with a number of maximum lags that is much smaller than the number of time points, the CCF table seems properly aligned, with the largest crosscorrelation (the value that was at lag 2 for /MXCROSS=k) at the position suggested by the Sequence plots and without the Crosscorrelation values of 0 near the bottom of the table (i.e. at the largest positive lags). You have encountered a bug in the CCF procedure that occurs when you request crosscorrelations for more lags than can be computed for the data. You have K valid cases on the variables involved and requested K lags. There are no cases that are K time points apart, so there are no x,y pairs with a lag of K or +K. There is only one x,y pair with a lag of +(K1) and one x,y pair with a lag of (K1), but a correlation cannot be computed with 1 case (as the standard deviation of each of x and y equals 0, so the correlation is undefined). The CCF at lags K,(K1),(K1) and K should be system missing and/or you should get a warning that those correlations cannot be calculated. You should not get a misaligned CrossCorrelation table. A program defect has been filed for the misalignment of the CrossCorrelation table when the number of lags requested is greater than the data will support. You can avoid the defect by requesting a maximum number of lags that is much smaller than the number of rows in the sequence. Keep in mind that crosscorrelations for lags that are even close to K (but smaller than (K2)) will be based on a very small number of cases.
Local fix
Problem summary

**************************************************************** * USERS AFFECTED: * * User working with crosscorrelation function * **************************************************************** * PROBLEM DESCRIPTION: * * You have used the CCF (Crosscorrelation function) procedure * * in * * SPSS Statistics to find the crosscorrelation between a pair * * of * * variables in a small data set. You have requested a value * * for * * the maximum number of lags to display (/MXCROSS) that is * * equal * * to the number of time points for the 2 variables (which * * we'll * * call K), * * i.e., the number of records in the file. You have also run * * sequence plots for the 2 variables in one graph and it * * appears * * that the maximum crosscorrelation will be at lag 0. * * However, * * the Crosscorrelation table in the CCF output indicates that * * the * * largest Crosscorrelation is at lag  2. Also, the * * Crosscorrelations for the last 4 positive lags are all 0.0. * * If * * you rerun the CCF with a number of maximum lags that is much * * smaller than the number of time points, the CCF table seems * * properly aligned, with the largest crosscorrelation (the * * value * * that was at lag 2 for /MXCROSS=k) at the position suggested * * by * * the Sequence plots and without the Crosscorrelation values * * of 0 * * near the bottom of the table (i.e. at the largest positive * * lags). * * * * You have encountered a bug in the CCF procedure that occurs * * when * * you request crosscorrelations for more lags * * than can be computed for the data. You have K valid cases on * * the * * variables involved and requested K lags. There are no cases * * that * * are K time points apart, so there are no x,y pairs with a * * lag of * * K or +K. * * There is only one x,y pair with a lag of +(K1) and one x,y * * pair * * with a lag of (K1), but a correlation * * cannot be computed with 1 case (as the standard deviation of * * each of x and y equals 0, so the correlation is undefined). * * The CCF at lags K,(K1),(K1) and K should be system * * missing * * and/or you should get a warning that those correlations * * cannot * * be calculated. You should not get a misaligned * * CrossCorrelation * * table. * **************************************************************** * RECOMMENDATION: * * This issue has been addressed in Statistics 21 Fix Pack 1. * * Please upgrade to this version. * ****************************************************************
Problem conclusion

This issue has been addressed in Statistics 21 Fix Pack 1. Please upgrade to this version.
Temporary fix
Comments
APAR Information
APAR number
PM78778
Reported component name
SPSS STATISTICS
Reported component ID
5725A54ST
Reported release
L00
Status
CLOSED PER
PE
NoPE
HIPER
NoHIPER
Special Attention
NoSpecatt
Submitted date
20121207
Closed date
20130315
Last modified date
20130315
APAR is sysrouted FROM one or more of the following:
APAR is sysrouted TO one or more of the following:
Fix information
Fixed component name
SPSS STATISTICS
Fixed component ID
5725A54ST
Applicable component levels
RL00 PSN
UP
RL00 PSY
UP
Document information
More support for:
SPSS Statistics
Statistics Desktop
Software version: 21.0
Reference #: PM78778
Modified date: 15 March 2013