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Type 'q()' to quit R. > y <- c(119.5,125.0,145.0,105.3,116.9,120.1,88.9,78.4,114.6,113.3,117.0,99.6,99.4,101.9,115.2,108.5,113.8,121.0,92.2,90.2,101.5,126.6,93.9,89.8,93.4,101.5,110.4,105.9,108.4,113.9,86.1,69.4,101.2,100.5,98.0,106.6,90.1,96.9,125.9,112.0,100.0,123.9,79.8,83.4,113.6,112.9,104.0,109.9,99.0,106.3,128.9,111.1,102.9,130.0,87.0,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137.0,91.0,90.5,122.4,123.3,124.3,120.0,118.1,119.0,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128.0,121.6) > x <- c(103.1,100.6,103.1,95.5,90.5,90.9,88.8,90.7,94.3,104.6,111.1,110.8,107.2,99.0,99.0,91.0,96.2,96.9,96.2,100.1,99.0,115.4,106.9,107.1,99.3,99.2,108.3,105.6,99.5,107.4,93.1,88.1,110.7,113.1,99.6,93.6,98.6,99.6,114.3,107.8,101.2,112.5,100.5,93.9,116.2,112.0,106.4,95.7,96.0,95.8,103.0,102.2,98.4,111.4,86.6,91.3,107.9,101.8,104.4,93.4,100.1,98.5,112.9,101.4,107.1,110.8,90.3,95.5,111.4,113.0,107.5,95.9,106.3,105.2,117.2,106.9,108.2,113.0,97.2,99.9,108.1,118.1,109.1,93.3,112.1) > 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] 102.1 99.6 102.1 94.5 89.5 89.9 87.8 89.7 93.3 103.6 110.1 109.8 [13] 106.2 98.0 98.0 90.0 95.2 95.9 95.2 99.1 98.0 114.4 105.9 106.1 [25] 98.3 98.2 107.3 104.6 98.5 106.4 92.1 87.1 109.7 112.1 98.6 92.6 [37] 97.6 98.6 113.3 106.8 100.2 111.5 99.5 92.9 115.2 111.0 105.4 94.7 [49] 95.0 94.8 102.0 101.2 97.4 110.4 85.6 90.3 106.9 100.8 103.4 92.4 [61] 99.1 97.5 111.9 100.4 106.1 109.8 89.3 94.5 110.4 112.0 106.5 94.9 [73] 105.3 104.2 116.2 105.9 107.2 112.0 96.2 98.9 107.1 117.1 108.1 92.3 [85] 111.1 > y [1] 118.5 124.0 144.0 104.3 115.9 119.1 87.9 77.4 113.6 112.3 116.0 98.6 [13] 98.4 100.9 114.2 107.5 112.8 120.0 91.2 89.2 100.5 125.6 92.9 88.8 [25] 92.4 100.5 109.4 104.9 107.4 112.9 85.1 68.4 100.2 99.5 97.0 105.6 [37] 89.1 95.9 124.9 111.0 99.0 122.9 78.8 82.4 112.6 111.9 103.0 108.9 [49] 98.0 105.3 127.9 110.1 101.9 129.0 86.0 86.5 116.6 102.4 109.8 111.6 [61] 101.5 111.4 134.6 104.1 126.7 136.0 90.0 89.5 121.4 122.3 123.3 119.0 [73] 117.1 118.0 141.7 122.6 128.6 150.6 109.4 98.2 129.5 135.2 128.7 127.0 [85] 120.6 > postscript(file="/var/www/html/rcomp/tmp/1am751228223832.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 -0.031 0.060 -0.054 0.007 0.381 -0.006 -0.284 0.062 0.102 0.140 0.282 -5 -4 -3 -2 -1 0 1 2 3 4 5 0.120 -0.040 0.130 0.004 0.114 0.580 0.048 -0.272 -0.026 0.036 0.040 6 7 8 9 10 11 12 13 14 15 16 0.144 0.088 -0.004 0.044 -0.082 0.098 0.418 -0.051 -0.327 -0.105 -0.005 > 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/21nzw1228223832.tab") > > system("convert tmp/1am751228223832.ps tmp/1am751228223832.png") > > > proc.time() user system elapsed 0.387 0.160 0.482