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Type 'q()' to quit R. > y <- c(90.8,96.4,90,92.1,97.2,95.1,88.5,91,90.5,75,66.3,66,68.4,70.6,83.9,90.1,90.6,87.1,90.8,94.1,99.8,96.8,87,96.3,107.1,115.2,106.1,89.5,91.3,97.6,100.7,104.6,94.7,101.8,102.5,105.3,110.3,109.8,117.3,118.8,131.3,125.9,133.1,147,145.8,164.4,149.8,137.7,151.7,156.8,180,180.4,170.4,191.6,199.5,218.2,217.5,205,194,199.3,219.3,211.1,215.2,240.2,242.2,240.7,255.4,253,218.2,203.7,205.6,215.6) > x <- c(467037,460070,447988,442867,436087,431328,484015,509673,512927,502831,470984,471067,476049,474605,470439,461251,454724,455626,516847,525192,522975,518585,509239,512238,519164,517009,509933,509127,500857,506971,569323,579714,577992,565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274) > 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] 467036 460069 447987 442866 436086 431327 484014 509672 512926 502830 [11] 470983 471066 476048 474604 470438 461250 454723 455625 516846 525191 [21] 522974 518584 509238 512237 519163 517008 509932 509126 500856 506970 [31] 569322 579713 577991 565463 547343 554787 562324 560853 555331 543598 [41] 536661 542721 593529 610762 612612 611323 594166 595453 590864 589378 [51] 584427 573099 567455 569027 620734 628883 628231 612116 595403 597140 [61] 593407 590071 579798 574204 572774 572941 619566 625808 619915 587624 [71] 565741 557273 > y [1] 89.8 95.4 89.0 91.1 96.2 94.1 87.5 90.0 89.5 74.0 65.3 65.0 [13] 67.4 69.6 82.9 89.1 89.6 86.1 89.8 93.1 98.8 95.8 86.0 95.3 [25] 106.1 114.2 105.1 88.5 90.3 96.6 99.7 103.6 93.7 100.8 101.5 104.3 [37] 109.3 108.8 116.3 117.8 130.3 124.9 132.1 146.0 144.8 163.4 148.8 136.7 [49] 150.7 155.8 179.0 179.4 169.4 190.6 198.5 217.2 216.5 204.0 193.0 198.3 [61] 218.3 210.1 214.2 239.2 241.2 239.7 254.4 252.0 217.2 202.7 204.6 214.6 > postscript(file="/var/www/html/rcomp/tmp/15esq1197370047.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 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 0.590 0.622 0.670 0.712 0.739 0.760 0.771 0.778 0.775 0.765 0.754 0.742 0.744 -2 -1 0 1 2 3 4 5 6 7 8 9 10 0.750 0.764 0.768 0.736 0.693 0.644 0.595 0.537 0.474 0.412 0.358 0.321 0.295 11 12 13 14 15 0.269 0.230 0.185 0.138 0.092 > 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/2j0me1197370047.tab") > > system("convert tmp/15esq1197370047.ps tmp/15esq1197370047.png") > > > proc.time() user system elapsed 0.655 0.167 0.728