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Type 'q()' to quit R. > y <- c(10772.8,9987.7,8638.7,11063.7,11855.7,10684.5,11337.4,10478,11123.9,12909.3,11339.9,10462.2,12733.5,10519.2,10414.9,12476.8,12384.6,12266.7,12919.9,11497.3,12142,13919.4,12656.8,12034.1,13199.7,10881.3,11301.2,13643.9,12517,13981.1,14275.7,13435,13565.7,16216.3,12970,14079.9,14235,12213.4,12581,14130.4,14210.8,14378.5,13142.8,13714.7,13621.9,15379.8,13306.3,14391.2,14909.9,14025.4,12951.2,14344.3,16213.3,15544.5,14750.6,17292.7,17568.5,17930.8,18644.7,16694.8,17242.8) > x <- c(12192.5,11268.8,9097.4,12639.8,13040.1,11687.3,11191.7,11391.9,11793.1,13933.2,12778.1,11810.3,13698.4,11956.6,10723.8,13938.9,13979.8,13807.4,12973.9,12509.8,12934.1,14908.3,13772.1,13012.6,14049.9,11816.5,11593.2,14466.2,13615.9,14733.9,13880.7,13527.5,13584,16170.2,13260.6,14741.9,15486.5,13154.5,12621.2,15031.6,15452.4,15428,13105.9,14716.8,14180,16202.2,14392.4,15140.6,15960.1,14351.3,13230.2,15202.1,17157.3,16159.1,13405.7,17224.7,17338.4,17370.6,18817.8,16593.2,17979.5) > 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] 12191.5 11267.8 9096.4 12638.8 13039.1 11686.3 11190.7 11390.9 11792.1 [10] 13932.2 12777.1 11809.3 13697.4 11955.6 10722.8 13937.9 13978.8 13806.4 [19] 12972.9 12508.8 12933.1 14907.3 13771.1 13011.6 14048.9 11815.5 11592.2 [28] 14465.2 13614.9 14732.9 13879.7 13526.5 13583.0 16169.2 13259.6 14740.9 [37] 15485.5 13153.5 12620.2 15030.6 15451.4 15427.0 13104.9 14715.8 14179.0 [46] 16201.2 14391.4 15139.6 15959.1 14350.3 13229.2 15201.1 17156.3 16158.1 [55] 13404.7 17223.7 17337.4 17369.6 18816.8 16592.2 17978.5 > y [1] 10771.8 9986.7 8637.7 11062.7 11854.7 10683.5 11336.4 10477.0 11122.9 [10] 12908.3 11338.9 10461.2 12732.5 10518.2 10413.9 12475.8 12383.6 12265.7 [19] 12918.9 11496.3 12141.0 13918.4 12655.8 12033.1 13198.7 10880.3 11300.2 [28] 13642.9 12516.0 13980.1 14274.7 13434.0 13564.7 16215.3 12969.0 14078.9 [37] 14234.0 12212.4 12580.0 14129.4 14209.8 14377.5 13141.8 13713.7 13620.9 [46] 15378.8 13305.3 14390.2 14908.9 14024.4 12950.2 14343.3 16212.3 15543.5 [55] 14749.6 17291.7 17567.5 17929.8 18643.7 16693.8 17241.8 > postscript(file="/var/www/html/rcomp/tmp/1o33h1228161849.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 0.155 0.212 0.397 0.290 0.196 0.301 0.323 0.316 0.417 0.433 0.442 0.532 0.557 -1 0 1 2 3 4 5 6 7 8 9 10 11 0.648 0.961 0.692 0.559 0.586 0.494 0.421 0.428 0.319 0.274 0.236 0.184 0.238 12 13 14 0.353 0.206 0.111 > 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/26d2r1228161849.tab") > > system("convert tmp/1o33h1228161849.ps tmp/1o33h1228161849.png") > > > proc.time() user system elapsed 1.181 0.285 1.232