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(103.7,103.75,103.85,104.02,104.13,104.17,104.18,104.2,104.5,104.78,104.88,104.89,104.9,104.95,105.24,105.35,105.44,105.46,105.47,105.48,105.75,106.1,106.19,106.23,106.24,106.25,106.35,106.48,106.52,106.55,106.55,106.56,106.89,107.09,107.24,107.28,107.3,107.31,107.47,107.35,107.31,107.32,107.32,107.34,107.53,107.72,107.75,107.79,107.81,107.9,107.8,107.86,107.8,107.74,107.75,107.83,107.8,107.81,107.86,107.83)
> x <- c(106.48,106.83,107.14,107.94,108.46,108.81,108.92,108.99,109.16,109.22,109.43,109.23,109.93,110.09,110.33,110.11,110.35,110.09,110.44,110.39,110.62,110.43,110.46,110.55,110.94,111.56,111.82,111.73,111.57,111.85,112.06,112.2,112.47,112.15,112.36,112.32,112.67,113.02,113.05,113.5,113.67,113.65,114,114.03,114.08,114.49,114.48,114.25,114.68,115.28,115.9,115.87,116.09,116.29,116.76,116.78,116.65,116.46,116.82,116.91)
> 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] 105.48 105.83 106.14 106.94 107.46 107.81 107.92 107.99 108.16 108.22
[11] 108.43 108.23 108.93 109.09 109.33 109.11 109.35 109.09 109.44 109.39
[21] 109.62 109.43 109.46 109.55 109.94 110.56 110.82 110.73 110.57 110.85
[31] 111.06 111.20 111.47 111.15 111.36 111.32 111.67 112.02 112.05 112.50
[41] 112.67 112.65 113.00 113.03 113.08 113.49 113.48 113.25 113.68 114.28
[51] 114.90 114.87 115.09 115.29 115.76 115.78 115.65 115.46 115.82 115.91
> y
 [1] 102.70 102.75 102.85 103.02 103.13 103.17 103.18 103.20 103.50 103.78
[11] 103.88 103.89 103.90 103.95 104.24 104.35 104.44 104.46 104.47 104.48
[21] 104.75 105.10 105.19 105.23 105.24 105.25 105.35 105.48 105.52 105.55
[31] 105.55 105.56 105.89 106.09 106.24 106.28 106.30 106.31 106.47 106.35
[41] 106.31 106.32 106.32 106.34 106.53 106.72 106.75 106.79 106.81 106.90
[51] 106.80 106.86 106.80 106.74 106.75 106.83 106.80 106.81 106.86 106.83
> postscript(file="/var/www/html/rcomp/tmp/1iyo21195927463.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    -3    -2 
0.178 0.226 0.271 0.317 0.365 0.418 0.475 0.536 0.596 0.655 0.713 0.770 0.827 
   -1     0     1     2     3     4     5     6     7     8     9    10    11 
0.886 0.944 0.901 0.859 0.820 0.788 0.755 0.723 0.692 0.658 0.623 0.588 0.548 
   12    13    14 
0.506 0.471 0.437 
> 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/2tfy11195927463.tab") 
> 
> system("convert tmp/1iyo21195927463.ps tmp/1iyo21195927463.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.642   0.182   0.713