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(106.7,101.1,97.8,113.8,107.1,117.5,113.7,106.6,109.8,108.8,102.0,114.5,116.5,108.6,113.9,109.3,112.5,123.4,115.2,110.8,120.4,117.6,111.2,131.1,118.9,115.7,119.6,113.1,106.4,115.5,111.8,109.6,121.5,109.5,109.0,113.4,112.7,114.4,109.2,116.2,113.8,123.6,112.6,117.7,113.3,110.7,114.7,116.9,120.6,111.6,111.9,116.1,111.9,125.1,115.1,116.7,115.8,116.8,113.0,106.5)
> x <- c(87.0,96.3,107.1,115.2,106.1,89.5,91.3,97.6,100.7,104.6,94.7,101.8,102.5,105.3,110.3,109.8,117.3,118.8,131.3,125.9,133.1,147.0,145.8,164.4,149.8,137.7,151.7,156.8,180.0,180.4,170.4,191.6,199.5,218.2,217.5,205.0,194.0,199.3,219.3,211.1,215.2,240.2,242.2,240.7,255.4,253.0,218.2,203.7,205.6,215.6,188.5,202.9,214.0,230.3,230.0,241.0,259.6,247.8,270.3,289.7)
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '12'
> 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]  86.0  95.3 106.1 114.2 105.1  88.5  90.3  96.6  99.7 103.6  93.7 100.8
[13] 101.5 104.3 109.3 108.8 116.3 117.8 130.3 124.9 132.1 146.0 144.8 163.4
[25] 148.8 136.7 150.7 155.8 179.0 179.4 169.4 190.6 198.5 217.2 216.5 204.0
[37] 193.0 198.3 218.3 210.1 214.2 239.2 241.2 239.7 254.4 252.0 217.2 202.7
[49] 204.6 214.6 187.5 201.9 213.0 229.3 229.0 240.0 258.6 246.8 269.3 288.7
> y
 [1] 105.7 100.1  96.8 112.8 106.1 116.5 112.7 105.6 108.8 107.8 101.0 113.5
[13] 115.5 107.6 112.9 108.3 111.5 122.4 114.2 109.8 119.4 116.6 110.2 130.1
[25] 117.9 114.7 118.6 112.1 105.4 114.5 110.8 108.6 120.5 108.5 108.0 112.4
[37] 111.7 113.4 108.2 115.2 112.8 122.6 111.6 116.7 112.3 109.7 113.7 115.9
[49] 119.6 110.6 110.9 115.1 110.9 124.1 114.1 115.7 114.8 115.8 112.0 105.5
> postscript(file="/var/www/html/rcomp/tmp/1rp7i1228215483.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 
-0.080 -0.048 -0.052 -0.060  0.004  0.062  0.065  0.046  0.048  0.033  0.085 
    -3     -2     -1      0      1      2      3      4      5      6      7 
 0.107  0.182  0.211  0.250  0.298  0.312  0.327  0.312  0.321  0.324  0.221 
     8      9     10     11     12     13     14 
 0.271  0.263  0.277  0.296  0.280  0.222  0.208 
> 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/2ivzc1228215483.tab") 
> 
> system("convert tmp/1rp7i1228215483.ps tmp/1rp7i1228215483.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.388   0.169   0.471