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Type 'q()' to quit R. > y <- c(112.6,113.8,107.8,103.2,103.3,101.2,107.7,110.4,101.9,115.9,89.9,88.6,117.2,123.9,100,103.6,94.1,98.7,119.5,112.7,104.4,124.7,89.1,97,121.6,118.8,114,111.5,97.2,102.5,113.4,109.8,104.9,126.1,80,96.8,117.2,112.3,117.3,111.1,102.2,104.3,122.9,107.6,121.3,131.5,89,104.4,128.9,135.9,133.3,121.3,120.5,120.4,137.9,126.1,133.2,146.6,103.4,117.2) > x <- c(88.8,93.4,92.6,90.7,81.6,84.1,88.1,85.3,82.9,84.8,71.2,68.9,94.3,97.6,85.6,91.9,75.8,79.8,99,88.5,86.7,97.9,94.3,72.9,91.8,93.2,86.5,98.9,77.2,79.4,90.4,81.4,85.8,103.6,73.6,75.7,99.2,88.7,94.6,98.7,84.2,87.7,103.3,88.2,93.4,106.3,73.1,78.6,101.6,101.4,98.5,99,89.5,83.5,97.4,87.8,90.4,97.1,79.4,85) > par7 = '0' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '0' > par2 = '0' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > par6 <- as.numeric(par6) > par7 <- as.numeric(par7) > if (par1 == 0) { + x <- log(x) + } else { + x <- (x ^ par1 - 1) / par1 + } > if (par5 == 0) { + y <- log(y) + } else { + y <- (y ^ par5 - 1) / par5 + } > if (par2 > 0) x <- diff(x,lag=1,difference=par2) > if (par6 > 0) y <- diff(y,lag=1,difference=par6) > if (par3 > 0) x <- diff(x,lag=par4,difference=par3) > if (par7 > 0) x <- diff(y,lag=par4,difference=par7) > x [1] 87.8 92.4 91.6 89.7 80.6 83.1 87.1 84.3 81.9 83.8 70.2 67.9 [13] 93.3 96.6 84.6 90.9 74.8 78.8 98.0 87.5 85.7 96.9 93.3 71.9 [25] 90.8 92.2 85.5 97.9 76.2 78.4 89.4 80.4 84.8 102.6 72.6 74.7 [37] 98.2 87.7 93.6 97.7 83.2 86.7 102.3 87.2 92.4 105.3 72.1 77.6 [49] 100.6 100.4 97.5 98.0 88.5 82.5 96.4 86.8 89.4 96.1 78.4 84.0 > y [1] 111.6 112.8 106.8 102.2 102.3 100.2 106.7 109.4 100.9 114.9 88.9 87.6 [13] 116.2 122.9 99.0 102.6 93.1 97.7 118.5 111.7 103.4 123.7 88.1 96.0 [25] 120.6 117.8 113.0 110.5 96.2 101.5 112.4 108.8 103.9 125.1 79.0 95.8 [37] 116.2 111.3 116.3 110.1 101.2 103.3 121.9 106.6 120.3 130.5 88.0 103.4 [49] 127.9 134.9 132.3 120.3 119.5 119.4 136.9 125.1 132.2 145.6 102.4 116.2 > postscript(file="/var/www/html/rcomp/tmp/1b1fd1196517281.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > (r <- ccf(x,y,main='Cross Correlation Function',xlab='Lag (k)')) Autocorrelations of series 'X', by lag -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -0.104 -0.078 0.545 0.216 -0.238 0.128 -0.016 0.044 0.592 0.245 -0.037 -3 -2 -1 0 1 2 3 4 5 6 7 0.217 -0.149 -0.024 0.772 0.203 -0.193 0.124 -0.172 -0.059 0.420 0.044 8 9 10 11 12 13 14 -0.140 0.108 -0.339 -0.180 0.463 -0.006 -0.155 > dev.off() null device 1 > load(file='/var/www/html/rcomp/createtable') > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Cross Correlation Function',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'Value',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Box-Cox transformation parameter (lambda) of X series',header=TRUE) > a<-table.element(a,par1) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of non-seasonal differencing (d) of X series',header=TRUE) > a<-table.element(a,par2) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of seasonal differencing (D) of X series',header=TRUE) > a<-table.element(a,par3) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Seasonal Period (s)',header=TRUE) > a<-table.element(a,par4) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Box-Cox transformation parameter (lambda) of Y series',header=TRUE) > a<-table.element(a,par5) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of non-seasonal differencing (d) of Y series',header=TRUE) > a<-table.element(a,par6) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Degree of seasonal differencing (D) of Y series',header=TRUE) > a<-table.element(a,par7) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'k',header=TRUE) > a<-table.element(a,'rho(Y[t],X[t+k])',header=TRUE) > a<-table.row.end(a) > mylength <- length(r$acf) > myhalf <- floor((mylength-1)/2) > for (i in 1:mylength) { + a<-table.row.start(a) + a<-table.element(a,i-myhalf-1,header=TRUE) + a<-table.element(a,r$acf[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/2fgo71196517281.tab") > > system("convert tmp/1b1fd1196517281.ps tmp/1b1fd1196517281.png") > > > proc.time() user system elapsed 0.654 0.179 0.765