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(4.76,4.83,4.81,4.77,4.77,4.77,4.79,4.63,4.53,4.52,4.51,4.06,3.76,3.48,3.35,3.31,3.3,3.3,3.3,3.32,3.34,3.32,3.29,3.29,3.29,3.28,3.02,2.84,2.78,2.63,2.54,2.56,2.19,2.09,2.06,2.08,2.05,2.03,2.04,2.03,2.01,2.01,2.01,2.01,2.01,2.01,2.02,2.02,2.03,2.05,2.08,2.07,2.06,2.05,2.05,2.05,2.05,2.05,2.06,2.06,2.07,2.07,2.3,2.31,2.31,2.53,2.58,2.59,2.73,2.82,3,3.04,3.23,3.32,3.49,3.57,3.56,3.72,3.82,3.82,3.98,4.06,4.08,4.19,4.16) > x <- c(1.5,1.4,1.6,1.6,1.6,1.4,1.7,1.8,1.9,2.2,2.1,2.4,2.6,2.8,2.7,2.6,2.9,2.8,2.2,2.2,2.2,2,2,1.7,1.4,1.3,1.4,1.3,1.3,1.4,2,1.7,1.8,1.7,1.6,1.7,1.9,1.8,1.7,1.6,1.8,1.6,1.5,1.5,1.3,1.4,1.4,1.3,1.3,1.2,1.1,1.4,1.2,1.5,1.1,1.3,1.5,1.1,1.4,1.3,1.5,1.6,1.7,1.1,1.6,1.3,1.7,1.6,1.7,1.9,1.8,1.9,1.6,1.5,1.6,1.6,1.7,2,2,1.9,1.7,1.8,1.9,1.7,2) > 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] 0.5 0.4 0.6 0.6 0.6 0.4 0.7 0.8 0.9 1.2 1.1 1.4 1.6 1.8 1.7 1.6 1.9 1.8 1.2 [20] 1.2 1.2 1.0 1.0 0.7 0.4 0.3 0.4 0.3 0.3 0.4 1.0 0.7 0.8 0.7 0.6 0.7 0.9 0.8 [39] 0.7 0.6 0.8 0.6 0.5 0.5 0.3 0.4 0.4 0.3 0.3 0.2 0.1 0.4 0.2 0.5 0.1 0.3 0.5 [58] 0.1 0.4 0.3 0.5 0.6 0.7 0.1 0.6 0.3 0.7 0.6 0.7 0.9 0.8 0.9 0.6 0.5 0.6 0.6 [77] 0.7 1.0 1.0 0.9 0.7 0.8 0.9 0.7 1.0 > y [1] 3.76 3.83 3.81 3.77 3.77 3.77 3.79 3.63 3.53 3.52 3.51 3.06 2.76 2.48 2.35 [16] 2.31 2.30 2.30 2.30 2.32 2.34 2.32 2.29 2.29 2.29 2.28 2.02 1.84 1.78 1.63 [31] 1.54 1.56 1.19 1.09 1.06 1.08 1.05 1.03 1.04 1.03 1.01 1.01 1.01 1.01 1.01 [46] 1.01 1.02 1.02 1.03 1.05 1.08 1.07 1.06 1.05 1.05 1.05 1.05 1.05 1.06 1.06 [61] 1.07 1.07 1.30 1.31 1.31 1.53 1.58 1.59 1.73 1.82 2.00 2.04 2.23 2.32 2.49 [76] 2.57 2.56 2.72 2.82 2.82 2.98 3.06 3.08 3.19 3.16 > postscript(file="/var/www/html/rcomp/tmp/1hvq81196413094.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 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -0.103 -0.040 0.023 0.079 0.124 0.156 0.186 0.214 0.236 0.261 0.283 -5 -4 -3 -2 -1 0 1 2 3 4 5 0.295 0.307 0.318 0.334 0.354 0.383 0.427 0.480 0.523 0.572 0.622 6 7 8 9 10 11 12 13 14 15 16 0.680 0.713 0.728 0.739 0.728 0.713 0.672 0.604 0.524 0.445 0.368 > 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/24lir1196413095.tab") > > system("convert tmp/1hvq81196413094.ps tmp/1hvq81196413094.png") > > > proc.time() user system elapsed 0.632 0.186 0.731