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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 = '1' > par6 = '0' > par5 = '-2.0' > par4 = '12' > par3 = '1' > par2 = '0' > par1 = '2.0' > #'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] 675.120 1157.360 -564.080 1227.060 1564.920 589.160 118.965 [8] -37.245 504.175 704.855 440.640 -719.775 671.275 249.565 [15] 88.445 809.865 52.280 737.800 499.275 1236.480 -23.860 [22] 1339.200 13.135 684.600 727.605 0.000 1885.875 780.680 [29] -298.425 572.240 889.200 777.765 1164.660 247.665 655.865 [36] 1438.515 355.995 537.200 1503.285 1059.375 762.700 1180.800 [43] 985.525 -1355.925 1336.000 184.800 -510.720 844.800 > y [1] 7.807541e-05 1.337462e-05 -5.364489e-06 2.308203e-05 -2.214616e-05 [6] -3.373472e-05 -5.724161e-05 -4.189175e-05 -6.765493e-05 -6.051664e-06 [11] -2.892390e-05 -1.473368e-05 2.340550e-05 -2.192729e-05 -4.466038e-05 [16] -3.105384e-05 -3.049877e-05 -8.001600e-06 3.550042e-06 -1.839193e-05 [21] -3.014189e-05 7.114751e-06 1.724211e-05 1.273558e-05 -9.580246e-05 [26] -2.824476e-06 2.939769e-05 6.029049e-06 2.446717e-05 5.795810e-05 [31] 5.163267e-06 2.956775e-05 1.881368e-05 5.152632e-06 3.269958e-06 [36] 4.665848e-05 4.449806e-05 -2.419236e-05 4.416252e-06 2.554131e-05 [41] -5.162854e-05 2.739454e-05 8.456233e-05 3.012016e-05 8.388811e-05 [46] 2.022629e-05 2.398930e-05 3.749425e-06 > postscript(file="/var/www/html/rcomp/tmp/1g3aw1228164503.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 0.094 0.116 -0.042 0.053 0.139 0.130 0.026 0.115 0.029 0.209 0.107 -2 -1 0 1 2 3 4 5 6 7 8 0.103 -0.119 0.193 -0.022 -0.209 0.331 0.064 0.131 0.201 -0.124 -0.023 9 10 11 12 13 0.226 -0.065 -0.262 0.059 -0.065 > 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/2l2x61228164503.tab") > > system("convert tmp/1g3aw1228164503.ps tmp/1g3aw1228164503.png") > > > proc.time() user system elapsed 0.396 0.165 0.447