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Type 'q()' to quit R. > y <- c(109.20,88.60,94.30,98.30,86.40,80.60,104.10,108.20,93.40,71.90,94.10,94.90,96.40,91.10,84.40,86.40,88.00,75.10,109.70,103.00,82.10,68.00,96.40,94.30,90.00,88.00,76.10,82.50,81.40,66.50,97.20,94.10,80.70,70.50,87.80,89.50,99.60,84.20,75.10,92.00,80.80,73.10,99.80,90.00,83.10,72.40,78.80,87.30,91.00,80.10,73.60,86.40,74.50,71.20,92.40,81.50,85.30,69.90,84.20,90.70,100.30) > x <- c(110.40,96.40,101.90,106.20,81.00,94.70,101.00,109.40,102.30,90.70,96.20,96.10,106.00,103.10,102.00,104.70,86.00,92.10,106.90,112.60,101.70,92.00,97.40,97.00,105.40,102.70,98.10,104.50,87.40,89.90,109.80,111.70,98.60,96.90,95.10,97.00,112.70,102.90,97.40,111.40,87.40,96.80,114.10,110.30,103.90,101.60,94.60,95.90,104.70,102.80,98.10,113.90,80.90,95.70,113.20,105.90,108.80,102.30,99.00,100.70,115.50) > 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] 109.4 95.4 100.9 105.2 80.0 93.7 100.0 108.4 101.3 89.7 95.2 95.1 [13] 105.0 102.1 101.0 103.7 85.0 91.1 105.9 111.6 100.7 91.0 96.4 96.0 [25] 104.4 101.7 97.1 103.5 86.4 88.9 108.8 110.7 97.6 95.9 94.1 96.0 [37] 111.7 101.9 96.4 110.4 86.4 95.8 113.1 109.3 102.9 100.6 93.6 94.9 [49] 103.7 101.8 97.1 112.9 79.9 94.7 112.2 104.9 107.8 101.3 98.0 99.7 [61] 114.5 > y [1] 108.2 87.6 93.3 97.3 85.4 79.6 103.1 107.2 92.4 70.9 93.1 93.9 [13] 95.4 90.1 83.4 85.4 87.0 74.1 108.7 102.0 81.1 67.0 95.4 93.3 [25] 89.0 87.0 75.1 81.5 80.4 65.5 96.2 93.1 79.7 69.5 86.8 88.5 [37] 98.6 83.2 74.1 91.0 79.8 72.1 98.8 89.0 82.1 71.4 77.8 86.3 [49] 90.0 79.1 72.6 85.4 73.5 70.2 91.4 80.5 84.3 68.9 83.2 89.7 [61] 99.3 > postscript(file="/var/www/html/rcomp/tmp/173qh1228219675.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 -0.505 -0.052 0.361 0.126 -0.061 -0.116 -0.196 -0.147 0.059 0.297 0.189 -3 -2 -1 0 1 2 3 4 5 6 7 -0.083 -0.653 -0.063 0.565 0.025 -0.096 -0.176 -0.346 -0.115 0.058 0.145 8 9 10 11 12 13 14 0.142 -0.162 -0.641 -0.026 0.409 0.010 -0.053 > 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/2z3xp1228219675.tab") > > system("convert tmp/173qh1228219675.ps tmp/173qh1228219675.png") > > > proc.time() user system elapsed 1.176 0.287 1.229