statistica_correlation_matrix
Build Lag1..LagK correlation products from a time series variable as x(t)*x(t-lag), with optional moving-average smoothing; use shift mode for plain lags.
Instructions
Build lagged series products for a time series: for lags 1..lags it creates variables Lag1..LagK holding x(t)*x(t-lag) (correlation products), optionally smoothed with a moving average, and returns their preview. Use mode "shift" for plain lagged series.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lags | No | Number of lag columns to build. Default 12. | |
| mode | No | product = x(t)*x(t-lag) (default), shift = x(t-lag). | |
| path | Yes | ||
| sheet | No | ||
| attach | No | Attach to the already-running STATISTICA instance and edit it live (no new process, the app is not closed). | |
| prefix | No | Name prefix for the new variables. Default "Lag". | |
| smooth | No | Moving-average window applied to each new column. | |
| variable | Yes | Source series. |