Help System (web edition)

XCORR <data>,<var1>,<var2>,L
computes auto- and crosscorrelations of variables <var1> and <var2> 
in <data>. If <var2>=<var1>, only autocorrelations of <var1> are
computed.
Observations can be limited by IND and CASES specifications.
The total span of active observations is always from the first
non-missing observation to the next missing observation. Thus the
observations to be processed are consecutive, unless otherwise stated by
IND or CASES.
The results are represented as a table from line L onwards.
The maximum lag is given as an extra specification MAXLAG=<max_lag>.
Default is MAXLAG=12.

  T = More information on time series analysis