R version 2.6.0 (2007-10-03) Copyright (C) 2007 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > y <- c(-10,3,7,-2,-7,-1,-8,6,62,11,-2,-13,-18,8,7,-1,-6,-11,-7,6,51,17,2,-2,-17,1,-4,-2,-5,-11,-6,2,52,8,-1,-16,-17,2,-4,-3,-10,-6,-1,0,47,6,-6,-32,-22,-9,4,-12,-17,-6,-15,-12,56,10,-23) > x <- c(0.2,-0.1,0.4,0.1,-0.2,-0.6,0.6,-0.1,0.2,0.1,-0.3,0.4,-0.1,-0.3,-0.2,-0.2,0.7,0.7,-0.4,0.1,-0.1,-0.2,0.9,-0.4,-0.4,0.1,0.3,0.5,-0.4,-0.1,0.4,0,0.2,0.1,-0.8,0.1,0.5,0,0,-0.6,0.4,0.2,-0.3,-0.1,-0.1,-0.4,-0.2,0.3,0.1,-0.4,0.1,0,0,-0.5,0,0,-0.1,0.2,0.8) > par7 = '1' > par6 = '1' > 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] 13 -5 1 0 -11 11 -1 -11 17 -2 7 -10 -8 -4 10 2 -1 1 -5 [20] 5 -10 6 -11 14 1 -1 -1 -4 10 0 -7 -3 3 -3 -11 11 -6 19 [39] -17 2 7 -14 2 21 -5 -21 > y [1] 13 4 -9 -5 6 -7 14 56 -51 -13 -11 -5 26 -1 -8 -5 -5 4 13 [20] 45 -34 -15 -4 -15 18 -5 2 -3 -6 5 8 50 -44 -9 -15 -1 19 -6 [39] 1 -7 4 5 1 47 -41 -12 -26 10 13 13 -16 -5 11 -9 3 68 -46 [58] -33 > postscript(file="/var/www/html/rcomp/tmp/18hl01198231209.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 -0.054 0.001 -0.018 0.106 -0.172 0.034 0.024 0.042 -0.083 0.049 0.081 -2 -1 0 1 2 3 4 5 6 7 8 -0.072 0.006 -0.064 0.166 0.004 -0.172 0.159 -0.173 0.078 0.009 -0.034 9 10 11 12 13 0.070 -0.044 -0.048 0.130 0.098 > 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/2x1zo1198231210.tab") > > system("convert tmp/18hl01198231209.ps tmp/18hl01198231209.png") > > > proc.time() user system elapsed 0.620 0.164 0.688