R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(99.29,98.69,107.92,101.03,97.55,103.02,94.08,94.12,115.08,116.48,103.42,112.51,95.55,97.53,119.26,100.94,97.73,115.25,92.8,99.2,118.69,110.12,110.26,112.9,102.17,99.38,116.1,103.77,101.81,113.74,89.67,99.5,122.89,108.61,114.37,110.5,104.08,103.64,121.61,101.14,115.97,120.12,95.97,105.01,124.68,123.89,123.61,114.76,108.75,106.09,123.17,106.16,115.18,120.6,109.48,114.44,121.44,129.48,124.32,112.59)
> x <- c(1.21,1.74,1.76,1.48,1.04,1.62,1.49,1.79,1.8,1.58,1.86,1.74,1.59,1.26,1.13,1.92,2.61,2.26,2.41,2.26,2.03,2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.6,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09)
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '12'
> 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] 0.21 0.74 0.76 0.48 0.04 0.62 0.49 0.79 0.80 0.58 0.86 0.74 0.59 0.26 0.13
[16] 0.92 1.61 1.26 1.41 1.26 1.03 1.86 1.55 1.27 1.26 1.57 2.07 1.76 1.51 1.87
[31] 2.14 2.11 2.16 1.47 1.57 1.89 1.63 1.38 0.69 0.96 1.19 0.87 0.60 0.63 0.22
[46] 0.21 0.49 0.64 0.66 0.77 0.82 0.78 0.28 0.29 0.37 0.12 0.51 1.24 1.94 2.09
> y
 [1]  98.29  97.69 106.92 100.03  96.55 102.02  93.08  93.12 114.08 115.48
[11] 102.42 111.51  94.55  96.53 118.26  99.94  96.73 114.25  91.80  98.20
[21] 117.69 109.12 109.26 111.90 101.17  98.38 115.10 102.77 100.81 112.74
[31]  88.67  98.50 121.89 107.61 113.37 109.50 103.08 102.64 120.61 100.14
[41] 114.97 119.12  94.97 104.01 123.68 122.89 122.61 113.76 107.75 105.09
[51] 122.17 105.16 114.18 119.60 108.48 113.44 120.44 128.48 123.32 111.59
> postscript(file="/var/www/html/rcomp/tmp/1pauu1228158781.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 
 0.103  0.081  0.046  0.042  0.056 -0.011 -0.063 -0.042 -0.027 -0.074 -0.060 
    -3     -2     -1      0      1      2      3      4      5      6      7 
-0.109 -0.145 -0.087 -0.069  0.019  0.028 -0.049 -0.091 -0.098 -0.090 -0.047 
     8      9     10     11     12     13     14 
-0.043 -0.090 -0.135 -0.118 -0.045  0.033 -0.031 
> 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/2ul0u1228158781.tab") 
> 
> system("convert tmp/1pauu1228158781.ps tmp/1pauu1228158781.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.392   0.162   0.487