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Type 'q()' to quit R. > y <- c(733.6,844.9,864.3,833.5,814.9,820.4,710.8,773.1,801.2,832.9,808.3,817.2,745.5,932.6,1057.0,879.9,1089.5,903.0,846.1,959.1,952.0,1092.5,1188.9,996.7,1034.3,898.2,1111.6,900.5,1049.2,1010.9,875.9,849.9,713.4,918.6,912.5,767.0,902.2,891.9,874.0,930.9,944.2,935.9,937.1,885.1,892.4,987.3,946.3,799.6,875.4,846.2,880.6,885.7,868.9,882.5,789.6,773.3,804.3,817.8,836.7,721.8) > x <- c(1.1,1.3,1.2,1.6,1.7,1.5,0.9,1.5,1.4,1.6,1.7,1.4,1.8,1.7,1.4,1.2,1,1.7,2.4,2,2.1,2,1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2) > 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] 0.1 0.3 0.2 0.6 0.7 0.5 -0.1 0.5 0.4 0.6 0.7 0.4 0.8 0.7 0.4 [16] 0.2 0.0 0.7 1.4 1.0 1.1 1.0 0.8 1.7 1.3 0.9 1.0 1.3 1.8 1.4 [31] 1.3 1.7 1.7 1.9 2.0 1.2 1.3 1.8 1.8 1.8 1.2 1.6 1.8 1.5 1.4 [46] 1.3 0.9 0.7 1.0 1.1 0.7 0.8 0.8 0.8 0.3 0.3 0.3 0.2 0.4 1.2 > y [1] 732.6 843.9 863.3 832.5 813.9 819.4 709.8 772.1 800.2 831.9 [11] 807.3 816.2 744.5 931.6 1056.0 878.9 1088.5 902.0 845.1 958.1 [21] 951.0 1091.5 1187.9 995.7 1033.3 897.2 1110.6 899.5 1048.2 1009.9 [31] 874.9 848.9 712.4 917.6 911.5 766.0 901.2 890.9 873.0 929.9 [41] 943.2 934.9 936.1 884.1 891.4 986.3 945.3 798.6 874.4 845.2 [51] 879.6 884.7 867.9 881.5 788.6 772.3 803.3 816.8 835.7 720.8 > postscript(file="/var/www/html/rcomp/tmp/11buf1196956824.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > (r <- ccf(x,y,main='Cross Correlation Function',ylab='CCF',xlab='Lag (k)')) Autocorrelations of series 'X', by lag -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -0.377 -0.327 -0.232 -0.172 -0.152 -0.095 -0.093 -0.063 0.042 0.101 0.184 -3 -2 -1 0 1 2 3 4 5 6 7 0.251 0.256 0.284 0.272 0.278 0.317 0.313 0.363 0.356 0.322 0.345 8 9 10 11 12 13 14 0.371 0.365 0.353 0.308 0.278 0.272 0.271 > 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/26teu1196956824.tab") > > system("convert tmp/11buf1196956824.ps tmp/11buf1196956824.png") > > > proc.time() user system elapsed 0.678 0.205 0.847