If ODS Graphics is turned on and the CROSSCORR= option is used on the IDENTIFY statement in PROC ARIMA, then the crosscorrelation plots are not displayed.

To circumvent the problem, either omit the ODS GRAPHICS statement so that the low-resolution crosscorrelation plots may be computed by PROC ARIMA and written to the listing file, or use PROC TIMESERIES in the SAS/ETS product rather than PROC ARIMA to compute and display the crosscorrelation plots. Example 28.3 in the PROC TIMESERIES documentation illustrates how to obtain crosscorrelation plots in the TIMESERIES procedure.

Please note that PROC TIMESERIES does not support prewhitening. If you need to perform prewhitening prior to computing your crosscorrelations, then you must use the first circumvention described above.