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Type 'q()' to quit R. > y <- c(5.1,4.9,5.2,5.1,4.6,3.7,3.9,3.1,2.8,2.6,2.2,1.8,1.3,1.2,1.4,1.3,1.3,1.9,1.9,2.1,2.0,1.9,1.9,1.9,1.8,1.7,1.6,1.7,1.9,1.7,1.3,2.0,2.0,2.3,2.0,1.7,2.3,2.4,2.4,2.3,2.1,2.1,2.5,2.0,1.8,1.7,1.9,2.1,1.4,1.6,1.7,1.6,1.9,1.6,1.1,1.3,1.6,1.6,1.7,1.6,1.7,1.6,1.5,1.6,1.1,1.5,1.4,1.3,0.9,1.2,0.9,1.1,1.3,1.3,1.4,1.2,1.7,2.0,3.0,3.1,3.2,2.7,2.8,3.0,2.8,3.1,3.1,3.2,3.1,2.7,2.2,2.2,2.1,2.3,2.5,2.3,2.6) > x <- c(4.56,4.41,4.33,4.20,4.25,4.25,4.19,4.17,4.21,4.21,4.17,4.16,4.19,4.08,4.06,3.98,3.82,3.82,3.72,3.56,3.57,3.49,3.32,3.23,3.04,3.00,2.82,2.73,2.59,2.58,2.53,2.31,2.31,2.30,2.07,2.07,2.06,2.06,2.05,2.05,2.05,2.05,2.05,2.06,2.07,2.08,2.05,2.03,2.02,2.02,2.01,2.01,2.01,2.01,2.01,2.01,2.03,2.04,2.03,2.05,2.08,2.06,2.09,2.19,2.56,2.54,2.63,2.78,2.84,3.02,3.28,3.29,3.29,3.29,3.32,3.34,3.32,3.30,3.30,3.30,3.31,3.35,3.48,3.76,4.06,4.51,4.52,4.53,4.63,4.79,4.77,4.77,4.77,4.81,4.83,4.76,4.61) > 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] 3.56 3.41 3.33 3.20 3.25 3.25 3.19 3.17 3.21 3.21 3.17 3.16 3.19 3.08 3.06 [16] 2.98 2.82 2.82 2.72 2.56 2.57 2.49 2.32 2.23 2.04 2.00 1.82 1.73 1.59 1.58 [31] 1.53 1.31 1.31 1.30 1.07 1.07 1.06 1.06 1.05 1.05 1.05 1.05 1.05 1.06 1.07 [46] 1.08 1.05 1.03 1.02 1.02 1.01 1.01 1.01 1.01 1.01 1.01 1.03 1.04 1.03 1.05 [61] 1.08 1.06 1.09 1.19 1.56 1.54 1.63 1.78 1.84 2.02 2.28 2.29 2.29 2.29 2.32 [76] 2.34 2.32 2.30 2.30 2.30 2.31 2.35 2.48 2.76 3.06 3.51 3.52 3.53 3.63 3.79 [91] 3.77 3.77 3.77 3.81 3.83 3.76 3.61 > y [1] 4.1 3.9 4.2 4.1 3.6 2.7 2.9 2.1 1.8 1.6 1.2 0.8 0.3 0.2 0.4 [16] 0.3 0.3 0.9 0.9 1.1 1.0 0.9 0.9 0.9 0.8 0.7 0.6 0.7 0.9 0.7 [31] 0.3 1.0 1.0 1.3 1.0 0.7 1.3 1.4 1.4 1.3 1.1 1.1 1.5 1.0 0.8 [46] 0.7 0.9 1.1 0.4 0.6 0.7 0.6 0.9 0.6 0.1 0.3 0.6 0.6 0.7 0.6 [61] 0.7 0.6 0.5 0.6 0.1 0.5 0.4 0.3 -0.1 0.2 -0.1 0.1 0.3 0.3 0.4 [76] 0.2 0.7 1.0 2.0 2.1 2.2 1.7 1.8 2.0 1.8 2.1 2.1 2.2 2.1 1.7 [91] 1.2 1.2 1.1 1.3 1.5 1.3 1.6 > postscript(file="/var/www/html/rcomp/tmp/1c8q51228223524.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 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 0.169 0.172 0.178 0.177 0.176 0.182 0.193 0.207 0.218 0.229 0.253 0.273 0.312 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 0.359 0.408 0.448 0.492 0.483 0.484 0.485 0.497 0.507 0.511 0.508 0.488 0.453 10 11 12 13 14 15 16 0.412 0.372 0.325 0.275 0.222 0.167 0.113 > 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/271tc1228223524.tab") > > system("convert tmp/1c8q51228223524.ps tmp/1c8q51228223524.png") > > > proc.time() user system elapsed 0.390 0.172 0.448