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Type 'q()' to quit R. > y <- c(0.3,2.1,2.5,2.3,2.4,3,1.7,3.5,4,3.7,3.7,3,2.7,2.5,2.2,2.9,3.1,3,2.8,2.5,1.9,1.9,1.8,2,2.6,2.5,2.5,1.6,1.4,0.8,1.1,1.3,1.2,1.3,1.1,1.3,1.2,1.6,1.7,1.5,0.9,1.5,1.4,1.6,1.7,1.4,1.8,1.7,1.4,1.2,1,1.7,2.4,2,2.1,2,1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8) > x <- c(1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.43,1.44,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.48,1.57,1.58,1.58,1.58,1.58,1.59,1.6,1.6,1.61,1.61,1.61,1.62,1.63,1.63,1.64,1.64,1.64,1.64,1.64,1.65,1.65,1.65,1.65) > 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] 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 0.43 [16] 0.43 0.43 0.43 0.44 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 [31] 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 0.48 [46] 0.48 0.48 0.48 0.48 0.57 0.58 0.58 0.58 0.58 0.59 0.60 0.60 0.61 0.61 0.61 [61] 0.62 0.63 0.63 0.64 0.64 0.64 0.64 0.64 0.65 0.65 0.65 0.65 > y [1] -0.7 1.1 1.5 1.3 1.4 2.0 0.7 2.5 3.0 2.7 2.7 2.0 1.7 1.5 1.2 [16] 1.9 2.1 2.0 1.8 1.5 0.9 0.9 0.8 1.0 1.6 1.5 1.5 0.6 0.4 -0.2 [31] 0.1 0.3 0.2 0.3 0.1 0.3 0.2 0.6 0.7 0.5 -0.1 0.5 0.4 0.6 0.7 [46] 0.4 0.8 0.7 0.4 0.2 0.0 0.7 1.4 1.0 1.1 1.0 0.8 1.7 1.3 0.9 [61] 1.0 1.3 1.8 1.4 1.3 1.7 1.7 1.9 2.0 1.2 1.3 1.8 > postscript(file="/var/www/html/rcomp/tmp/1bnws1196343743.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 0.184 0.183 0.185 0.173 0.148 0.103 0.071 0.051 0.031 0.046 0.038 -4 -3 -2 -1 0 1 2 3 4 5 6 0.033 0.038 0.025 0.001 0.024 -0.006 -0.010 -0.007 -0.048 -0.088 -0.117 7 8 9 10 11 12 13 14 15 -0.152 -0.165 -0.188 -0.215 -0.216 -0.222 -0.247 -0.274 -0.325 > 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/2bz8w1196343744.tab") > > system("convert tmp/1bnws1196343743.ps tmp/1bnws1196343743.png") > > > proc.time() user system elapsed 0.650 0.177 0.716