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Type 'q()' to quit R. > y <- c(0,0,0,0,-0.2,-0.1,-0.1,1.1,-0.4,-0.1,0.1,-1.1,0.4,0,0.1,-0.1,0.1,0.2,0.1,0.6,0,0,0,-1,0.4,0.5,-0.8,-0.1,0.1,-1.2,1.5,0.4,0,1,-0.3,-1.3,-0.3,0.5,0.8,-0.9,-1,0.8,-0.5,1.2,0.2,0.3,-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,-1.9,2,0,0.9,-0.2,0,0,0,-0.1,0,-0.1,0,-0.4) > x <- c(0,0,0.1,-0.1,0,-0.2,0.2,-0.1,-0.7,-0.5,0,0.2,0.3,0.6,0.7,-0.4,0.4,-2.1,0.2,0.4,0.1,-0.2,-0.4,-1.6,-0.1,0.2,0,-0.1,0.2,0.1,0.7,1,0.3,0.3,-0.2,0.6,0.1,0.3,0.2,0.2,0.2,-0.1,0.1,0.1,-0.7,-0.2,-0.3,0.1,0,0.3,-0.5,0.7,0.5,0.4,0.1,-0.1,-0.4,0,0,0.2,0,0.2,0.5,1.1,0.3,0.1,1.2,0.5,-0.1,0,0.5,0.6) > 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] -1.0 -1.0 -0.9 -1.1 -1.0 -1.2 -0.8 -1.1 -1.7 -1.5 -1.0 -0.8 -0.7 -0.4 -0.3 [16] -1.4 -0.6 -3.1 -0.8 -0.6 -0.9 -1.2 -1.4 -2.6 -1.1 -0.8 -1.0 -1.1 -0.8 -0.9 [31] -0.3 0.0 -0.7 -0.7 -1.2 -0.4 -0.9 -0.7 -0.8 -0.8 -0.8 -1.1 -0.9 -0.9 -1.7 [46] -1.2 -1.3 -0.9 -1.0 -0.7 -1.5 -0.3 -0.5 -0.6 -0.9 -1.1 -1.4 -1.0 -1.0 -0.8 [61] -1.0 -0.8 -0.5 0.1 -0.7 -0.9 0.2 -0.5 -1.1 -1.0 -0.5 -0.4 > y [1] -1.0 -1.0 -1.0 -1.0 -1.2 -1.1 -1.1 0.1 -1.4 -1.1 -0.9 -2.1 -0.6 -1.0 -0.9 [16] -1.1 -0.9 -0.8 -0.9 -0.4 -1.0 -1.0 -1.0 -2.0 -0.6 -0.5 -1.8 -1.1 -0.9 -2.2 [31] 0.5 -0.6 -1.0 0.0 -1.3 -2.3 -1.3 -0.5 -0.2 -1.9 -2.0 -0.2 -1.5 0.2 -0.8 [46] -0.7 -1.2 -2.5 -1.3 -0.8 -0.1 -1.4 -1.3 -0.6 -0.5 -1.3 0.8 -0.9 -0.8 -2.9 [61] 1.0 -1.0 -0.1 -1.2 -1.0 -1.0 -1.0 -1.1 -1.0 -1.1 -1.0 -1.4 > postscript(file="/var/www/html/rcomp/tmp/1eegw1196272365.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/2b4im1196272365.tab") > > system("convert tmp/1eegw1196272365.ps tmp/1eegw1196272365.png") > > > proc.time() user system elapsed 0.660 0.200 0.726