covarTD(numX,numY,x1,t1,x2,t2,…,xN,tN,y1,s1,y2,s2,…,yM, sM)

This transform generates a cross covariance matrix (numX columns each of length numY) with time delays (row number shifts). numX and numY are the numbers of X and Y variables. x1,t1,… is a list of X variables each with a time delay (number of rows); y1,s1,… is a list of Y variables each with a time delay. The X and Y variables must be numeric. This special transform requires up to numX output variable names, as described in “Transforms With Multiple Outputs”.