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(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