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(183,118,-110,-41,85,314,242,-34,164,-160,-118,114,-152,-214,223,124,-410,356,-432,363,-20,-10,173,44,-328,273,-188,1,238,-237,112,-174,-18,-148,-65,-40,30,-219,103,-507,74,-54,-302,-76,-280,67,-45,-452) > x <- c(2,0,-2,1,-1,1,0,0,-2,2,0,1,-3,5,-2,0,0,2,-2,1,1,-3,-1,2,1,0,-1,-2,1,0,-1,0,-3,1,1,0,1,1,-1,1,-2,3,-2,-2,-2,1,1,1) > par7 = '1' > par6 = '0' > 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] -335 -332 333 165 -495 42 -674 397 -184 150 291 -70 -176 487 -411 [16] -123 648 -593 544 -537 2 -138 -238 -84 358 -492 291 -508 -164 183 [31] -414 98 -262 215 20 -412 > y [1] 182 117 -111 -42 84 313 241 -35 163 -161 -119 113 -153 -215 222 [16] 123 -411 355 -433 362 -21 -11 172 43 -329 272 -189 0 237 -238 [31] 111 -175 -19 -149 -66 -41 29 -220 102 -508 73 -55 -303 -77 -281 [46] 66 -46 -453 > postscript(file="/var/www/html/rcomp/tmp/1xt151196278492.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 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 0.646 -0.468 0.230 0.065 -0.230 0.159 0.013 -0.225 0.317 -0.089 -0.155 -1 0 1 2 3 4 5 6 7 8 9 0.415 -0.800 0.455 -0.113 0.030 0.123 -0.010 -0.091 0.171 -0.190 0.170 10 11 12 0.047 -0.059 0.228 > 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/2jx541196278492.tab") > > system("convert tmp/1xt151196278492.ps tmp/1xt151196278492.png") > > > proc.time() user system elapsed 0.641 0.171 0.705