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(92.1,88.5,84.6,87,83.6,84.8,84.1,84.1,80.5,82.6,85.6,83.3,86.1,84.7,85.7,84.9,84.2,85.2,86.1,86,84.5,87.2,83.5,81.9,78.5,81.1,79.2,80.9,81.8,79.4,83.4,81.1,79.8,79.7,84,83.7,83.5,83.6,86,86.8,86.9,89,87.8,86.8,88.8,85.9,86.7,87.9,88.5,88.7,88.1,85.7,86.1,85.7,84.3,86.4,85.4,86.9,85.6,86.4)
> x <- c(110.4,112.9,109.4,111.9,108.9,113.8,114.5,113.2,111,114.6,113.1,113.2,115.1,117.6,117.8,115.7,115.7,118.3,117.9,117.3,119.4,117.1,119,120,118.9,116,115.6,119.7,119.7,120.8,120,120.2,121.7,116.9,122.4,122.6,123.7,120.9,124.2,122.6,125.7,123.1,122.2,126.2,124.4,127.8,124.2,126.7,126.1,128.2,130.4,130.2,129.2,129.7,131,129.2,131.1,132.9,135.2,132.3)
> 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] 109.4 111.9 108.4 110.9 107.9 112.8 113.5 112.2 110.0 113.6 112.1 112.2
[13] 114.1 116.6 116.8 114.7 114.7 117.3 116.9 116.3 118.4 116.1 118.0 119.0
[25] 117.9 115.0 114.6 118.7 118.7 119.8 119.0 119.2 120.7 115.9 121.4 121.6
[37] 122.7 119.9 123.2 121.6 124.7 122.1 121.2 125.2 123.4 126.8 123.2 125.7
[49] 125.1 127.2 129.4 129.2 128.2 128.7 130.0 128.2 130.1 131.9 134.2 131.3
> y
 [1] 91.1 87.5 83.6 86.0 82.6 83.8 83.1 83.1 79.5 81.6 84.6 82.3 85.1 83.7 84.7
[16] 83.9 83.2 84.2 85.1 85.0 83.5 86.2 82.5 80.9 77.5 80.1 78.2 79.9 80.8 78.4
[31] 82.4 80.1 78.8 78.7 83.0 82.7 82.5 82.6 85.0 85.8 85.9 88.0 86.8 85.8 87.8
[46] 84.9 85.7 86.9 87.5 87.7 87.1 84.7 85.1 84.7 83.3 85.4 84.4 85.9 84.6 85.4
> postscript(file="/var/www/html/rcomp/tmp/1nutd1228168923.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 
 0.201  0.189  0.204  0.182  0.186  0.218  0.280  0.307  0.312  0.321  0.342 
    -3     -2     -1      0      1      2      3      4      5      6      7 
 0.315  0.309  0.309  0.268  0.264  0.247  0.190  0.186  0.168  0.199  0.165 
     8      9     10     11     12     13     14 
 0.163  0.184  0.139  0.072  0.008  0.024 -0.038 
> 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/2ea151228168923.tab") 
> 
> system("convert tmp/1nutd1228168923.ps tmp/1nutd1228168923.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.391   0.165   0.468