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(100.0,100.0,100.0,100.1,100.0,100.0,99.8,100.0,99.9,99.2,98.7,98.7,98.9,99.2,99.8,100.5,100.1,100.5,98.4,98.6,99.0,99.1,98.9,98.5,96.9,96.8,97.0,97.0,96.9,97.1,97.2,97.9,98.9,99.2,99.5,99.3,99.9,100.0,100.3,100.5,100.7,100.9,100.8,100.9,101.0,100.3,100.1,99.8,99.9,99.9,100.2,99.7,100.4,100.9,101.3,101.4,101.3,100.9,100.9,100.9,101.1,101.1,101.3,101.8,102.9,103.2,103.3,104.5,105.0,104.9,104.9,105.4,106.0) > x <- c(101.8,103.4,104.9,105.1,105.6,104.5,105.5,105.1,106.9,106.6,106.6,106.5,109.7,109.5,109.2,109.1,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.0,109.2,113.3,112.3,112.3,116.3,118.3,119.4,119.4,119.4,120.1,121.7,123.7,123.7,128.5,127.1,122.6,119.8,122.7,123.4,123.8,121.8,121.2,121.2,121.2,121.2,129.6,131.0,131.0,129.8,129.8,134.9,131.2,127.1,130.5,130.5,131.7,131.7,131.7) > par7 = '0' > par6 = '0' > par5 = '1' > par4 = '1' > 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] 100.8 102.4 103.9 104.1 104.6 103.5 104.5 104.1 105.9 105.6 105.6 105.5 [13] 108.7 108.5 108.2 108.1 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 [25] 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.2 [37] 112.3 111.3 111.3 115.3 117.3 118.4 118.4 118.4 119.1 120.7 122.7 122.7 [49] 127.5 126.1 121.6 118.8 121.7 122.4 122.8 120.8 120.2 120.2 120.2 120.2 [61] 128.6 130.0 130.0 128.8 128.8 133.9 130.2 126.1 129.5 129.5 130.7 130.7 [73] 130.7 > y [1] 99.0 99.0 99.0 99.1 99.0 99.0 98.8 99.0 98.9 98.2 97.7 97.7 [13] 97.9 98.2 98.8 99.5 99.1 99.5 97.4 97.6 98.0 98.1 97.9 97.5 [25] 95.9 95.8 96.0 96.0 95.9 96.1 96.2 96.9 97.9 98.2 98.5 98.3 [37] 98.9 99.0 99.3 99.5 99.7 99.9 99.8 99.9 100.0 99.3 99.1 98.8 [49] 98.9 98.9 99.2 98.7 99.4 99.9 100.3 100.4 100.3 99.9 99.9 99.9 [61] 100.1 100.1 100.3 100.8 101.9 102.2 102.3 103.5 104.0 103.9 103.9 104.4 [73] 105.0 > postscript(file="/var/www/html/rcomp/tmp/1wibe1196160433.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 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 0.445 0.438 0.436 0.471 0.516 0.555 0.587 0.616 0.663 0.684 0.687 0.705 0.717 -2 -1 0 1 2 3 4 5 6 7 8 9 10 0.730 0.736 0.746 0.683 0.625 0.576 0.532 0.480 0.426 0.381 0.331 0.275 0.230 11 12 13 14 15 0.185 0.142 0.101 0.064 0.031 > 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/2ggwz1196160433.tab") > > system("convert tmp/1wibe1196160433.ps tmp/1wibe1196160433.png") > > > proc.time() user system elapsed 0.669 0.185 0.773