Calculating P Values for cross correlation using 'xcorr' command

[Sandra Carlson]

Hi, I have calculated the cross correlation between two time series at a variety of lags, and now would like to calulate the p values or confidence intervals for each cross correlation value. Is there a way to do this in stata? thanks

[daniel klein]

I am not familiar with this stuff at all, but this seems to be more a general statistical question, than a Stata specific one. This is to say, if you can provide a formula to calculate p-values for this problem, it is highly likely that Stata can do the calculation.

Best
Daniel