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(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(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] 0.1 0.0 0.1 0.0 0.0 0.1 -0.1 -0.3 0.0 -0.7 0.4 0.1 0.7 -0.6 0.3 [16] 0.2 -0.2 -0.1 -0.1 0.7 -0.1 0.2 0.0 -0.8 0.3 0.6 -0.2 0.2 -0.8 -0.9 [31] 1.0 0.0 -0.1 -0.2 0.1 0.0 0.7 -1.3 0.2 0.3 -1.4 2.1 0.1 -0.3 -2.7 [46] -0.4 0.0 0.0 -0.3 0.3 0.1 0.3 0.3 -1.1 0.5 -0.3 -0.2 2.8 -0.1 -2.2 [61] 4.2 0.1 -0.3 -0.5 0.0 0.0 1.0 -0.3 -0.2 0.1 -0.4 0.3 > postscript(file="/var/www/html/rcomp/tmp/19gcw1196258900.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 -0.017 -0.001 -0.191 -0.003 0.084 -0.102 0.061 0.028 -0.164 0.160 0.057 -4 -3 -2 -1 0 1 2 3 4 5 6 -0.100 0.095 -0.137 -0.005 0.114 0.103 0.058 -0.029 -0.023 -0.045 0.300 7 8 9 10 11 12 13 14 15 -0.097 -0.085 0.002 0.160 0.023 0.016 0.049 0.020 -0.029 > 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/2z6zi1196258900.tab") > > system("convert tmp/19gcw1196258900.ps tmp/19gcw1196258900.png") > > > proc.time() user system elapsed 0.650 0.171 0.748