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Type 'q()' to quit R. > y <- c(10.1,-7.8,0.4,-9.2,-2.5,11.8,2.3,2.5,8.8,-0.8,8.4,4.4,-5.1,14,7.9,3.1,3.8,-6.1,-2.9,0.5,1.4,-9.1,-0.2,-4.4,-6.5,3.3,-0.4,5,1.8,9.5,-2.2,16.4,5.4,9,7.6,11.7,23.6,16,10.2,18.3,16.1,15,18.5,11.9,15.1,14.4,12.8) > x <- c(-7.7,-5.3,6,-3.1,-1.8,14.4,8.2,0.3,14.2,6,18.1,9.4,7.1,6.9,6.1,7.7,7.2,0.2,-1,0.5,10.7,-7,-3,2.6,-8.9,9.3,3.5,4.1,6.3,9.7,-2.9,18.9,-0.6,4.5,4.9,6.8,22,11.2,4.5,14.4,3.8,3.3,10.4,0.6,4.7,14.6,8.6) > par7 = '1' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '1' > 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] -15.2 21.8 7.5 12.3 6.3 -17.9 -5.2 -2.0 -7.4 -8.3 -8.6 -8.8 [13] -1.4 -10.7 -8.3 1.9 -2.0 15.6 0.7 15.9 4.0 18.1 7.8 16.1 [25] 30.1 12.7 10.6 13.3 14.3 5.5 20.7 -4.5 9.7 5.4 5.2 > y [1] 9.1 -8.8 -0.6 -10.2 -3.5 10.8 1.3 1.5 7.8 -1.8 7.4 3.4 [13] -6.1 13.0 6.9 2.1 2.8 -7.1 -3.9 -0.5 0.4 -10.1 -1.2 -5.4 [25] -7.5 2.3 -1.4 4.0 0.8 8.5 -3.2 15.4 4.4 8.0 6.6 10.7 [37] 22.6 15.0 9.2 17.3 15.1 14.0 17.5 10.9 14.1 13.4 11.8 > postscript(file="/var/www/html/rcomp/tmp/15ymo1197552300.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 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 0.524 0.154 0.409 0.232 0.177 0.331 0.122 -0.026 0.170 0.038 -0.224 -1 0 1 2 3 4 5 6 7 8 9 0.036 -0.678 -0.078 -0.166 -0.185 -0.055 -0.147 -0.146 -0.039 0.033 -0.023 10 11 12 0.168 0.137 0.066 > 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/2zxsj1197552300.tab") > > system("convert tmp/15ymo1197552300.ps tmp/15ymo1197552300.png") > > > proc.time() user system elapsed 0.643 0.176 0.711