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Type 'q()' to quit R. > 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 = '1' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '1' > par2 = '1' > 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] -0.86 -0.15 1.07 1.13 -0.93 0.28 -0.45 -0.24 1.05 -0.59 -0.16 0.14 [13] 0.64 0.63 -1.10 -0.94 0.71 0.12 0.12 0.28 -1.52 0.41 0.60 -0.25 [25] -0.56 -1.19 0.58 0.48 -0.68 -0.54 0.06 -0.46 0.68 0.18 -0.17 0.28 [37] 0.36 0.74 -0.31 -0.73 0.33 0.35 -0.28 0.80 0.74 0.42 0.00 > y [1] 2.58 12.50 -11.43 0.27 12.05 -13.51 6.36 -1.47 -9.97 13.20 [11] -6.45 6.23 -4.77 -5.01 5.99 1.25 -5.59 -1.62 3.43 3.90 [21] -5.71 5.62 -6.51 4.31 2.35 1.25 -8.14 16.79 -7.78 -0.08 [31] -0.79 -3.72 13.49 -6.04 -4.98 0.41 -2.22 -0.89 3.46 -5.81 [41] 1.27 13.03 -4.08 -12.67 8.83 -4.88 -2.88 > postscript(file="/var/www/html/rcomp/tmp/1kw5h1228158927.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 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -0.074 -0.115 0.148 -0.089 -0.026 0.117 -0.192 0.185 -0.013 -0.019 -0.077 -2 -1 0 1 2 3 4 5 6 7 8 -0.106 0.215 -0.192 -0.120 0.151 -0.004 0.064 0.018 -0.216 0.105 0.055 9 10 11 12 13 0.027 -0.049 -0.193 0.246 0.107 > 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/2lx0y1228158927.tab") > > system("convert tmp/1kw5h1228158927.ps tmp/1kw5h1228158927.png") > > > proc.time() user system elapsed 0.385 0.175 0.452