Normalized cross-correlation with time-shift

[Anna Johnston]

Dear all,

I would like to perform normalized cross-correlation with time-shift to explore relationships between my outcome and explanatory variables.
(all outcome and explanatory variables are continuous data and this is for time-series data with daily measurements over eight years)

My question is, is this possible to perform in STATA?
I have read the tsxcorr pdf file and cannot find information on performing these commands.

Thanks in advance

[Nick Cox]

Normalized cross-correlation with time shift just sounds like cross-correlation to me, so I am at a loss to know why xcorr is not the answer. Necessarily you can only look at two variables at once.

Otherwise, if "normalized" mean here something other than scaling to [-1, 1], then please explain.

[Anna Johnston]

My apologies, the command xcorr "normalizes" (ie standardizes, enabling comparison between variables of differing units/ranges) the data,
Thank you for your response

[Nick Cox]

Thanks for the closure!