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Type 'q()' to quit R. > 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 = '1' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '1' > par2 = '1' > par1 = '1' > 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] -6.5 -5.8 -8.6 16.6 18.1 10.7 -11.7 4.1 10.0 8.7 11.5 -15.3 [13] -14.9 9.0 5.6 15.7 -1.1 -22.5 26.6 0.7 4.8 0.5 -31.1 3.6 [25] 17.4 6.0 -13.3 -19.1 24.6 12.0 -22.7 6.8 -21.1 -34.1 -2.0 12.9 [37] 4.7 -47.1 22.6 7.0 -8.7 -2.3 12.5 3.9 -9.4 57.3 33.9 > y [1] -2.3 8.6 -20.6 9.9 0.5 -4.4 2.7 6.4 -1.8 0.4 7.4 -14.2 [13] 4.7 -1.4 -1.9 -9.9 -1.8 4.5 2.2 2.3 -9.2 5.9 -15.5 11.5 [25] 4.9 -9.1 13.5 4.3 0.7 -7.3 7.3 -16.3 9.4 4.5 -2.2 4.4 [37] -10.7 5.5 -2.8 -1.8 3.4 1.0 -3.5 3.5 3.6 -7.8 -8.7 > postscript(file="/var/www/html/rcomp/tmp/192s01228216407.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 0.012 0.033 -0.104 -0.112 0.238 0.069 -0.236 -0.038 0.096 -0.053 0.072 -2 -1 0 1 2 3 4 5 6 7 8 0.011 -0.137 -0.200 0.139 0.134 -0.105 -0.096 0.031 0.096 -0.214 0.155 9 10 11 12 13 -0.141 -0.047 0.035 0.213 -0.059 > 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/2lwsj1228216407.tab") > > system("convert tmp/192s01228216407.ps tmp/192s01228216407.png") > > > proc.time() user system elapsed 0.396 0.164 0.454