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Type 'q()' to quit R. > y <- c(8.0,8.1,8.3,8.2,8.1,7.7,7.6,7.7,8.2,8.4,8.4,8.6,8.4,8.5,8.7,8.7,8.6,7.4,7.3,7.4,9.0,9.2,9.2,8.5,8.3,8.3,8.6,8.6,8.5,8.1,8.1,8.0,8.6,8.7,8.7,8.6,8.4,8.4,8.7,8.7,8.5,8.3,8.3,8.3,8.1,8.2,8.1,8.1,7.9,7.7,8.1,8.0,7.7,7.8,7.6,7.4,7.7,7.8,7.5,7.2) > x <- c(1.3,1.2,1.6,1.7,1.5,0.9,1.5,1.4,1.6,1.7,1.4,1.8,1.7,1.4,1.2,1.0,1.7,2.4,2.0,2.1,2.0,1.8,2.7,2.3,1.9,2.0,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3.0,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2.0,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9) > par7 = '1' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '1' > par2 = '1' > 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] 0.000000e+00 -1.776357e-15 1.000000e-01 0.000000e+00 -8.000000e-01 [6] 0.000000e+00 0.000000e+00 1.100000e+00 -1.776357e-15 0.000000e+00 [11] -9.000000e-01 0.000000e+00 -1.000000e-01 1.000000e-01 0.000000e+00 [16] 0.000000e+00 8.000000e-01 1.000000e-01 -2.000000e-01 -1.000000e+00 [21] -1.000000e-01 0.000000e+00 6.000000e-01 0.000000e+00 0.000000e+00 [26] 0.000000e+00 0.000000e+00 -1.000000e-01 2.000000e-01 0.000000e+00 [31] 1.000000e-01 -8.000000e-01 0.000000e+00 -1.000000e-01 1.000000e-01 [36] 0.000000e+00 -2.000000e-01 1.000000e-01 -1.000000e-01 -1.000000e-01 [41] 3.000000e-01 -2.000000e-01 -2.000000e-01 5.000000e-01 0.000000e+00 [46] -2.000000e-01 -3.000000e-01 > y [1] 0.1 0.2 -0.1 -0.1 -0.4 -0.1 0.1 0.5 0.2 0.0 0.2 -0.2 0.1 0.2 0.0 [16] -0.1 -1.2 -0.1 0.1 1.6 0.2 0.0 -0.7 -0.2 0.0 0.3 0.0 -0.1 -0.4 0.0 [31] -0.1 0.6 0.1 0.0 -0.1 -0.2 0.0 0.3 0.0 -0.2 -0.2 0.0 0.0 -0.2 0.1 [46] -0.1 0.0 -0.2 -0.2 0.4 -0.1 -0.3 0.1 -0.2 -0.2 0.3 0.1 -0.3 -0.3 > postscript(file="/var/www/html/rcomp/tmp/1b22a1198178062.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 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 0.000 0.417 0.012 -0.019 -0.294 -0.004 -0.001 -0.013 0.015 0.070 0.313 -2 -1 0 1 2 3 4 5 6 7 8 0.004 -0.029 -0.490 -0.024 0.024 0.304 0.005 -0.059 -0.041 0.017 0.051 9 10 11 12 13 0.177 0.004 -0.055 -0.331 -0.059 > 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/23iwq1198178062.tab") > > system("convert tmp/1b22a1198178062.ps tmp/1b22a1198178062.png") > > > proc.time() user system elapsed 0.621 0.161 0.698