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Type 'q()' to quit R. > y <- c(2529,2196,3202,2718,2728,2354,2697,2651,2067,2641,2539,2294,2712,2314,3092,2677,2813,2668,2939,2617,2231,2481,2421,2408,2560,2100,3315,2801,2403,3024,2507,2980,2211,2471,2594,2452,2232,2373,3127,2802,2641,2787,2619,2806,2193,2323,2529,2412,2262,2154,3230,2295,2715,2733,2317,2730,1913,2390,2484,1960) > x <- c(22,27,24,24,22,23,25,23,21,21,22,20,22,22,20,21,20,21,21,21,19,21,21,22,19,24,22,22,22,24,22,23,24,21,20,22,23,23,22,20,21,21,20,20,17,18,19,19,20,21,20,21,19,22,20,18,16,17,18,19) > 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] 21 26 23 23 21 22 24 22 20 20 21 19 21 21 19 20 19 20 20 20 18 20 20 21 18 [26] 23 21 21 21 23 21 22 23 20 19 21 22 22 21 19 20 20 19 19 16 17 18 18 19 20 [51] 19 20 18 21 19 17 15 16 17 18 > y [1] 2528 2195 3201 2717 2727 2353 2696 2650 2066 2640 2538 2293 2711 2313 3091 [16] 2676 2812 2667 2938 2616 2230 2480 2420 2407 2559 2099 3314 2800 2402 3023 [31] 2506 2979 2210 2470 2593 2451 2231 2372 3126 2801 2640 2786 2618 2805 2192 [46] 2322 2528 2411 2261 2153 3229 2294 2714 2732 2316 2729 1912 2389 2483 1959 > postscript(file="/var/www/html/rcomp/tmp/1a7bn1195852252.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > (r <- ccf(x,y,main='Cross Correlation Function',xlab='Lag (k)')) Autocorrelations of series ‘X’, by lag -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 0.164 0.212 0.196 0.121 0.046 0.114 0.033 -0.096 -0.001 -0.015 0.132 -3 -2 -1 0 1 2 3 4 5 6 7 0.124 0.225 0.380 0.188 0.145 -0.005 0.153 -0.066 -0.108 -0.118 -0.005 8 9 10 11 12 13 14 0.057 0.081 0.143 0.213 0.061 0.026 -0.020 > 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/22k5p1195852252.tab") > > system("convert tmp/1a7bn1195852252.ps tmp/1a7bn1195852252.png") > > > proc.time() user system elapsed 1.251 0.291 1.310