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Type 'q()' to quit R. > y <- c(41.1,58,63,53.8,54.7,55.5,56.1,69.6,69.4,57.2,68,53.3,47.9,60.8,61.7,57.8,51.4,50.5,48.1,58.7,54,56.1,60.4,51.2,50.7,56.4,53.3,52.6,47.7,49.5,48.5,55.3,49.8,57.4,64.6,53,41.5,55.9,58.4,53.5,50.6,58.5,49.1,61.1,52.3,58.4,65.5,61.7,45.1,52.1,59.3,57.9,45,64.9,63.8,69.4,71.1,62.9,73.5,62.6) > x <- c(113.5,121.2,130.4,115.2,117.9,110.7,107.6,124.3,115.1,112.5,127.9,117.4,119.3,130.4,126,125.4,130.5,115.9,108.7,124,119.4,118.6,131.3,111.1,124.8,132.3,126.7,131.7,130.9,122.1,113.2,133.6,119.2,129.4,131.4,117.1,130.5,132.3,140.8,137.5,128.6,126.7,120.8,139.3,128.6,131.3,136.3,128.8,133.2,136.3,151.1,145,134.4,135.7,128.7,129.2,138.6,132.7,132.5,135.2) > 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] 112.5 120.2 129.4 114.2 116.9 109.7 106.6 123.3 114.1 111.5 126.9 116.4 [13] 118.3 129.4 125.0 124.4 129.5 114.9 107.7 123.0 118.4 117.6 130.3 110.1 [25] 123.8 131.3 125.7 130.7 129.9 121.1 112.2 132.6 118.2 128.4 130.4 116.1 [37] 129.5 131.3 139.8 136.5 127.6 125.7 119.8 138.3 127.6 130.3 135.3 127.8 [49] 132.2 135.3 150.1 144.0 133.4 134.7 127.7 128.2 137.6 131.7 131.5 134.2 > y [1] 40.1 57.0 62.0 52.8 53.7 54.5 55.1 68.6 68.4 56.2 67.0 52.3 46.9 59.8 60.7 [16] 56.8 50.4 49.5 47.1 57.7 53.0 55.1 59.4 50.2 49.7 55.4 52.3 51.6 46.7 48.5 [31] 47.5 54.3 48.8 56.4 63.6 52.0 40.5 54.9 57.4 52.5 49.6 57.5 48.1 60.1 51.3 [46] 57.4 64.5 60.7 44.1 51.1 58.3 56.9 44.0 63.9 62.8 68.4 70.1 61.9 72.5 61.6 > postscript(file="/var/www/html/rcomp/tmp/19t891228162778.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 0.020 0.157 0.329 0.090 0.157 0.216 0.230 0.298 0.340 0.148 0.036 -3 -2 -1 0 1 2 3 4 5 6 7 0.110 -0.144 -0.039 0.311 -0.059 -0.051 0.098 -0.050 0.151 0.175 -0.131 8 9 10 11 12 13 14 -0.138 -0.069 -0.303 -0.146 0.062 -0.183 -0.137 > 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/2egrk1228162778.tab") > > system("convert tmp/19t891228162778.ps tmp/19t891228162778.png") > > > proc.time() user system elapsed 0.388 0.163 0.450