Obtaining cross correlations at different lags/leads


I would like to obtain cross correlations at different lags/leads. I thought about using oo_.autocorr{i}(x,y) where i=1…5 and x and y are indices of the model variables, so that for example oo_.autocorr{1}(1,2) will give me the cross correlation between the 1st variable at time t and the second variable at time t-1. Is that right? Are where more intelligent ways of the obtaining such cross correlations?

Thank you.