Specify the number of lags for Cross Correlation

Stat > Time Series > Cross Correlation

Try the Default number of lags first. The default number of lags range from ( + 10) to ( + 10). Then, you can increase or decrease the number of lags after you examine the plot:

In Number of lags, enter the number (k) of past values that you want to cross correlate between two time series. Minitab calculates the cross correlations for a lag of 1 through a lag of k.

  • Increase the number if the default misses a longer term pattern. However, usually you only look for short term lags. Effects between time series usually do not take a long time if the series are related to each other.
  • Decrease the number to reduce the clutter in the plot.
The table illustrates how Minitab calculates lags.
K = 0   K = -1   K = 1
Time 1 Time 2   Time 1 Time 2   Time 1 Time 2
2 1   2 *   * 1
4 3   4 1   2 3
6 5   6 3   4 5
        5   6  

By using this site you agree to the use of cookies for analytics and personalized content.  Read our policy