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Type 'q()' to quit R. > y <- c(15370.60,14956.90,15469.70,15101.80,11703.70,16283.60,16726.50,14968.90,14861.00,14583.30,15305.80,17903.90,16379.40,15420.30,17870.50,15912.80,13866.50,17823.20,17872.00,17420.40,16704.40,15991.20,16583.60,19123.50,17838.70,17209.40,18586.50,16258.10,15141.60,19202.10,17746.50,19090.10,18040.30,17515.50,17751.80,21072.40,17170.00,19439.50,19795.40,17574.90,16165.40,19464.60,19932.10,19961.20,17343.40,18924.20,18574.10,21350.60,18594.60,19823.10,20844.40,19640.20,17735.40,19813.60,22238.50,20682.20,17818.60,21872.10,22117.00,21865.90) > x <- c(12300.00,12092.80,12380.80,12196.90,9455.00,13168.00,13427.90,11980.50,11884.80,11691.70,12233.80,14341.40,13130.70,12421.10,14285.80,12864.60,11160.20,14316.20,14388.70,14013.90,13419.00,12769.60,13315.50,15332.90,14243.00,13824.40,14962.90,13202.90,12199.00,15508.90,14199.80,15169.60,14058.00,13786.20,14147.90,16541.70,13587.50,15582.40,15802.80,14130.50,12923.20,15612.20,16033.70,16036.60,14037.80,15330.60,15038.30,17401.80,14992.50,16043.70,16929.60,15921.30,14417.20,15961.00,17851.90,16483.90,14215.50,17429.70,17839.50,17629.20) > 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: Wessa P., (2008), Cross Correlation Function (v1.0.6) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_cross.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > 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) y <- diff(y,lag=par4,difference=par7) > x [1] 12299.0 12091.8 12379.8 12195.9 9454.0 13167.0 13426.9 11979.5 11883.8 [10] 11690.7 12232.8 14340.4 13129.7 12420.1 14284.8 12863.6 11159.2 14315.2 [19] 14387.7 14012.9 13418.0 12768.6 13314.5 15331.9 14242.0 13823.4 14961.9 [28] 13201.9 12198.0 15507.9 14198.8 15168.6 14057.0 13785.2 14146.9 16540.7 [37] 13586.5 15581.4 15801.8 14129.5 12922.2 15611.2 16032.7 16035.6 14036.8 [46] 15329.6 15037.3 17400.8 14991.5 16042.7 16928.6 15920.3 14416.2 15960.0 [55] 17850.9 16482.9 14214.5 17428.7 17838.5 17628.2 > y [1] 15369.6 14955.9 15468.7 15100.8 11702.7 16282.6 16725.5 14967.9 14860.0 [10] 14582.3 15304.8 17902.9 16378.4 15419.3 17869.5 15911.8 13865.5 17822.2 [19] 17871.0 17419.4 16703.4 15990.2 16582.6 19122.5 17837.7 17208.4 18585.5 [28] 16257.1 15140.6 19201.1 17745.5 19089.1 18039.3 17514.5 17750.8 21071.4 [37] 17169.0 19438.5 19794.4 17573.9 16164.4 19463.6 19931.1 19960.2 17342.4 [46] 18923.2 18573.1 21349.6 18593.6 19822.1 20843.4 19639.2 17734.4 19812.6 [55] 22237.5 20681.2 17817.6 21871.1 22116.0 21864.9 > postscript(file="/var/www/html/rcomp/tmp/1yogf1228156608.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > (r <- ccf(x,y,main='Cross Correlation Function',ylab='CCF',xlab='Lag (k)')) Autocorrelations of series 'X', by lag -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 0.085 0.162 0.476 0.242 0.169 0.321 0.421 0.350 0.471 0.430 0.561 0.506 0.407 -1 0 1 2 3 4 5 6 7 8 9 10 11 0.566 0.998 0.563 0.411 0.511 0.564 0.434 0.467 0.344 0.416 0.321 0.174 0.249 12 13 14 0.483 0.168 0.096 > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > 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/2kr141228156608.tab") > > system("convert tmp/1yogf1228156608.ps tmp/1yogf1228156608.png") > > > proc.time() user system elapsed 1.175 0.277 1.234