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(3431,3874,2617,3580,5267,3832,3441,3228,3397,3971,4625,4486,4131,4686,3174,4282,4209,4159,3936,3153,3620,4227,4441,4808,4850,5040,3546,4669,5410,5134,4864,3999,4459,4622,5360,4658,5173,4845,3325,4720,4895,5071,4895,3805,4187,4435,4475,4774,5161,4529,3284,4303,4610,4691,4200,3471,3132,4226,3723,3576,3397)
> x <- c(10,12,12,13,17,12,15,12,14,19,16,17,16,19,17,17,20,18,16,19,18,23,20,20,15,17,16,15,10,13,10,19,21,17,16,17,14,18,17,14,15,16,11,15,13,17,16,9,17,15,12,12,12,12,4,7,4,3,3,0,5)
> 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]  9 11 11 12 16 11 14 11 13 18 15 16 15 18 16 16 19 17 15 18 17 22 19 19 14
[26] 16 15 14  9 12  9 18 20 16 15 16 13 17 16 13 14 15 10 14 12 16 15  8 16 14
[51] 11 11 11 11  3  6  3  2  2 -1  4
> y
 [1] 3430 3873 2616 3579 5266 3831 3440 3227 3396 3970 4624 4485 4130 4685 3173
[16] 4281 4208 4158 3935 3152 3619 4226 4440 4807 4849 5039 3545 4668 5409 5133
[31] 4863 3998 4458 4621 5359 4657 5172 4844 3324 4719 4894 5070 4894 3804 4186
[46] 4434 4474 4773 5160 4528 3283 4302 4609 4690 4199 3470 3131 4225 3722 3575
[61] 3396
> postscript(file="/var/www/html/rcomp/tmp/14qur1228159288.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 
 0.253  0.198  0.154  0.127  0.081  0.205  0.230  0.179  0.124  0.139  0.189 
    -3     -2     -1      0      1      2      3      4      5      6      7 
 0.241  0.330  0.262  0.245  0.131  0.028  0.057  0.139 -0.050 -0.149 -0.160 
     8      9     10     11     12     13     14 
-0.104 -0.021 -0.101 -0.213 -0.212 -0.270 -0.281 
> 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/2hwkt1228159288.tab") 
> 
> system("convert tmp/14qur1228159288.ps tmp/14qur1228159288.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.383   0.169   0.460