# PM78778: CROSS-CORRELATION FUNCTION (CCF) MISALIGNS CROSS-CORRELATION TABLE IF EXCESSIVE NUMBER OF LAGS REQUESTED

## APAR status

### Closed as program error.

## Error description

You have used the CCF (Cross-correlation function) procedure in SPSS Statistics to find the cross-correlation 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 cross-correlation will be at lag 0. However, the Cross-correlation table in the CCF output indicates that the largest Cross-correlation is at lag - 2. Also, the Cross-correlations 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 cross-correlation (the value that was at lag -2 for /MXCROSS=k) at the position suggested by the Sequence plots and without the Cross-correlation 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 cross-correlations 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 +(K-1) and one x,y pair with a lag of -(K-1), 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,-(K-1),(K-1) 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 Cross-Correlation table. A program defect has been filed for the misalignment of the Cross-Correlation 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 cross-correlations for lags that are even close to K (but smaller than (K-2)) will be based on a very small number of cases.

## Local fix

## Problem summary

**************************************************************** * USERS AFFECTED: * * User working with cross-correlation function * **************************************************************** * PROBLEM DESCRIPTION: * * You have used the CCF (Cross-correlation function) procedure * * in * * SPSS Statistics to find the cross-correlation 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 cross-correlation will be at lag 0. * * However, * * the Cross-correlation table in the CCF output indicates that * * the * * largest Cross-correlation is at lag - 2. Also, the * * Cross-correlations 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 cross-correlation (the * * value * * that was at lag -2 for /MXCROSS=k) at the position suggested * * by * * the Sequence plots and without the Cross-correlation 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 cross-correlations 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 +(K-1) and one x,y * * pair * * with a lag of -(K-1), 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,-(K-1),(K-1) 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 * * Cross-Correlation * * 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

2012-12-07

### Closed date

2013-03-15

### Last modified date

2013-03-15

### 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