R version 2.6.0 (2007-10-03)
Copyright (C) 2007 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(99.7,99.8,99.8,99.9,99.9,99.9,100,99.9,99.6,99.6,98.9,99.3,99.4,100.1,99.5,99.8,100,99.8,99.7,99.6,100.3,100.2,100.4,100.4,99.6,99.9,100.5,100.3,100.5,99.7,98.8,99.8,99.8,99.7,99.5,99.6,99.6,100.3,99,99.2,99.5,98.1,100.2,100.3,100,97.3,96.9,96.9,96.9,96.6,96.9,97,97.3,97.6,96.5,97,96.7,96.5,99.3,99.2,97,101.2,101.3,101,100.5,100.5,100.5,101.5,101.2,101,101.1,100.7,101)
> x <- c(101.8,103.4,104.9,105.1,105.6,104.5,105.5,105.1,106.9,106.6,106.6,106.5,109.7,109.5,109.2,109.1,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109.2,113.3,112.3,112.3,116.3,118.3,119.4,119.4,119.4,120.1,121.7,123.7,123.7,128.5,127.1,122.6,119.8,122.7,123.4,123.8,121.8,121.2,121.2,121.2,121.2,129.6,131,131,129.8,129.8,134.9,131.2,127.1,130.5,130.5,131.7,131.7,131.7)
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '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] 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]  98.7  98.8  98.8  98.9  98.9  98.9  99.0  98.9  98.6  98.6  97.9  98.3
[13]  98.4  99.1  98.5  98.8  99.0  98.8  98.7  98.6  99.3  99.2  99.4  99.4
[25]  98.6  98.9  99.5  99.3  99.5  98.7  97.8  98.8  98.8  98.7  98.5  98.6
[37]  98.6  99.3  98.0  98.2  98.5  97.1  99.2  99.3  99.0  96.3  95.9  95.9
[49]  95.9  95.6  95.9  96.0  96.3  96.6  95.5  96.0  95.7  95.5  98.3  98.2
[61]  96.0 100.2 100.3 100.0  99.5  99.5  99.5 100.5 100.2 100.0 100.1  99.7
[73] 100.0
> postscript(file="/var/www/html/rcomp/tmp/1fjsx1196249731.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 
 0.122  0.096  0.054  0.008 -0.022 -0.025 -0.051 -0.078 -0.082 -0.100 -0.110 
    -4     -3     -2     -1      0      1      2      3      4      5      6 
-0.107 -0.106 -0.103 -0.092 -0.117 -0.139 -0.145 -0.177 -0.206 -0.265 -0.314 
     7      8      9     10     11     12     13     14     15 
-0.341 -0.387 -0.411 -0.438 -0.492 -0.535 -0.514 -0.537 -0.551 
> 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/2ii3r1196249732.tab") 
> 
> system("convert tmp/1fjsx1196249731.ps tmp/1fjsx1196249731.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.645   0.187   0.750