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Type 'q()' to quit R. > y <- 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) > x <- c(100,100,100,100.1,100,100,99.8,100,99.9,99.2,98.7,98.7,98.9,99.2,99.8,100.5,100.1,100.5,98.4,98.6,99,99.1,98.9,98.5,96.9,96.8,97,97,96.9,97.1,97.2,97.9,98.9,99.2,99.5,99.3,99.9,100,100.3,100.5,100.7,100.9,100.8,100.9,101,100.3,100.1,99.8,99.9,99.9,100.2,99.7,100.4,100.9,101.3,101.4,101.3,100.9,100.9,100.9,101.1,101.1,101.3,101.8,102.9,103.2,103.3,104.5,105,104.9,104.9,105.4,106) > par7 = '0' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '0' > par2 = '1' > 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] 0.0 0.0 0.1 -0.1 0.0 -0.2 0.2 -0.1 -0.7 -0.5 0.0 0.2 0.3 0.6 0.7 [16] -0.4 0.4 -2.1 0.2 0.4 0.1 -0.2 -0.4 -1.6 -0.1 0.2 0.0 -0.1 0.2 0.1 [31] 0.7 1.0 0.3 0.3 -0.2 0.6 0.1 0.3 0.2 0.2 0.2 -0.1 0.1 0.1 -0.7 [46] -0.2 -0.3 0.1 0.0 0.3 -0.5 0.7 0.5 0.4 0.1 -0.1 -0.4 0.0 0.0 0.2 [61] 0.0 0.2 0.5 1.1 0.3 0.1 1.2 0.5 -0.1 0.0 0.5 0.6 > y [1] 0.0 0.0 0.0 0.0 -0.2 -0.1 -0.1 1.1 -0.4 -0.1 0.1 -1.1 0.4 0.0 0.1 [16] -0.1 0.1 0.2 0.1 0.6 0.0 0.0 0.0 -1.0 0.4 0.5 -0.8 -0.1 0.1 -1.2 [31] 1.5 0.4 0.0 1.0 -0.3 -1.3 -0.3 0.5 0.8 -0.9 -1.0 0.8 -0.5 1.2 0.2 [46] 0.3 -0.2 -1.5 -0.3 0.2 0.9 -0.4 -0.3 0.4 0.5 -0.3 1.8 0.1 0.2 -1.9 [61] 2.0 0.0 0.9 -0.2 0.0 0.0 0.0 -0.1 0.0 -0.1 0.0 -0.4 > postscript(file="/var/www/html/rcomp/tmp/1pafg1196258651.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 -0.055 -0.001 0.006 0.109 0.059 -0.213 0.014 -0.082 -0.126 0.146 0.010 -4 -3 -2 -1 0 1 2 3 4 5 6 -0.131 0.187 -0.001 0.053 0.016 0.010 -0.026 -0.022 -0.072 -0.033 0.213 7 8 9 10 11 12 13 14 15 -0.011 -0.022 0.133 0.104 0.027 -0.001 0.039 -0.015 0.016 > 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/2xldq1196258651.tab") > > system("convert tmp/1pafg1196258651.ps tmp/1pafg1196258651.png") > > > proc.time() user system elapsed 0.658 0.183 0.800