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

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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



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Document information


More support for:

SPSS Statistics
Statistics Desktop

Software version:

21.0

Reference #:

PM78778

Modified date:

2013-03-15

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