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Type 'q()' to quit R. > 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(99.9,99.9,99.9,99.9,99.9,99.7,99.6,99.5,100.6,100.2,100.1,100.2,99.1,99.5,99.5,99.6,99.5,99.6,99.8,99.9,100.5,100.5,100.5,100.5,99.5,99.9,100.4,99.6,99.5,99.6,98.4,99.9,100.3,100.3,101.3,101,99.7,99.4,99.9,100.7,99.8,98.8,99.6,99.1,100.3,100.5,100.8,100.6,99.1,98.8,99,99.9,99.5,99.2,99.6,100.1,99.8,101.6,101.7,101.9,100,102,102,102.9,102.7,102.7,102.7,102.7,102.6,102.6,102.5,102.5,102.1) > 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] 98.9 98.9 98.9 98.9 98.9 98.7 98.6 98.5 99.6 99.2 99.1 99.2 [13] 98.1 98.5 98.5 98.6 98.5 98.6 98.8 98.9 99.5 99.5 99.5 99.5 [25] 98.5 98.9 99.4 98.6 98.5 98.6 97.4 98.9 99.3 99.3 100.3 100.0 [37] 98.7 98.4 98.9 99.7 98.8 97.8 98.6 98.1 99.3 99.5 99.8 99.6 [49] 98.1 97.8 98.0 98.9 98.5 98.2 98.6 99.1 98.8 100.6 100.7 100.9 [61] 99.0 101.0 101.0 101.9 101.7 101.7 101.7 101.7 101.6 101.6 101.5 101.5 [73] 101.1 > 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/18uub1196249940.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 -0.033 -0.036 -0.030 0.011 0.092 0.119 0.190 0.263 0.283 0.353 0.421 -4 -3 -2 -1 0 1 2 3 4 5 6 0.464 0.407 0.382 0.374 0.441 0.331 0.314 0.255 0.137 0.023 -0.089 7 8 9 10 11 12 13 14 15 -0.171 -0.265 -0.374 -0.474 -0.538 -0.612 -0.587 -0.603 -0.609 > 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/20kjk1196249940.tab") > > system("convert tmp/18uub1196249940.ps tmp/18uub1196249940.png") > > > proc.time() user system elapsed 0.658 0.175 0.751