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Type 'q()' to quit R. > y <- c(2.9,2.6,2.7,1.8,1.3,0.9,1.3,1.3,1.3,1.3,1.1,1.4,1.2,1.7,1.8,1.5,1,1.6,1.5,1.8,1.8,1.6,1.9,1.7,1.6,1.3,1.1,1.9,2.6,2.3,2.4,2.2,2,2.9,2.6,2.3,2.3,2.6,3.1,2.8,2.5,2.9,3.1,3.1,3.2,2.5,2.6,2.9,2.6,2.4,1.7,2,2.2,1.9,1.6,1.6,1.2,1.2,1.5,1.6) > x <- c(476,475,470,461,455,456,517,525,523,519,509,512,519,517,510,509,501,507,569,580,578,565,547,555,562,561,555,544,537,543,594,611,613,611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557) > 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] 475 474 469 460 454 455 516 524 522 518 508 511 518 516 509 508 500 506 568 [20] 579 577 564 546 554 561 560 554 543 536 542 593 610 612 610 593 594 590 588 [39] 583 572 566 568 620 628 627 611 594 596 592 589 579 573 572 572 619 625 619 [58] 587 565 556 > y [1] 1.9 1.6 1.7 0.8 0.3 -0.1 0.3 0.3 0.3 0.3 0.1 0.4 0.2 0.7 0.8 [16] 0.5 0.0 0.6 0.5 0.8 0.8 0.6 0.9 0.7 0.6 0.3 0.1 0.9 1.6 1.3 [31] 1.4 1.2 1.0 1.9 1.6 1.3 1.3 1.6 2.1 1.8 1.5 1.9 2.1 2.1 2.2 [46] 1.5 1.6 1.9 1.6 1.4 0.7 1.0 1.2 0.9 0.6 0.6 0.2 0.2 0.5 0.6 > postscript(file="/var/www/html/rcomp/tmp/1p73s1196101437.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 0.166 0.202 0.262 0.323 0.386 0.424 0.438 0.458 0.474 0.526 0.549 0.531 0.480 -1 0 1 2 3 4 5 6 7 8 9 10 11 0.448 0.409 0.392 0.363 0.345 0.348 0.350 0.342 0.315 0.281 0.261 0.240 0.222 12 13 14 0.193 0.138 0.074 > 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/25s3d1196101437.tab") > > system("convert tmp/1p73s1196101437.ps tmp/1p73s1196101437.png") > > > proc.time() user system elapsed 0.633 0.182 0.719