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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 = '1' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '1' > 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] 4.1 -1.6 -4.1 -4.5 5.7 6.0 7.4 9.4 4.7 10.8 -4.2 -3.7 [13] -7.9 0.2 9.3 14.6 3.3 10.5 -3.1 -12.0 11.7 -2.3 -7.3 -13.5 [25] -0.7 0.4 6.0 2.2 1.7 5.1 7.4 5.8 5.5 -1.1 6.8 2.1 [37] -2.6 -3.8 -11.3 -5.6 -2.8 -1.1 -13.9 -2.6 -8.3 -10.2 -2.0 -2.3 [49] 4.1 2.7 9.9 -0.8 8.7 -0.6 3.7 4.2 3.5 11.2 3.1 2.5 [61] 6.2 6.7 4.3 5.5 1.1 2.2 6.9 4.4 -3.3 5.1 1.6 -2.6 [73] 5.8 > y [1] -20.1 -23.1 -29.8 3.2 -3.1 0.9 3.3 11.8 -13.1 13.3 -23.1 -9.8 [13] -6.0 -0.4 -4.8 -2.6 -5.4 -7.1 -6.1 -20.8 -0.3 -26.1 4.1 16.8 [25] -3.3 -4.6 15.5 6.1 -8.4 10.0 -6.3 14.0 12.4 12.4 6.0 3.3 [37] 8.9 9.4 3.0 -0.9 2.9 6.1 7.2 4.1 4.0 -9.5 6.8 2.7 [49] 3.5 6.1 6.7 -6.0 24.8 7.0 4.0 3.0 4.8 19.9 13.5 7.4 [61] 15.6 6.6 7.1 18.5 1.9 14.6 19.4 8.7 8.1 12.9 5.4 8.0 [73] 3.5 > postscript(file="/var/www/html/rcomp/tmp/1xlaj1228225565.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 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -0.169 -0.167 -0.173 -0.120 -0.019 -0.180 0.177 0.024 0.049 0.081 0.015 -4 -3 -2 -1 0 1 2 3 4 5 6 -0.209 0.086 0.128 -0.032 0.276 0.090 0.183 0.056 -0.027 -0.181 -0.077 7 8 9 10 11 12 13 14 15 -0.163 0.096 0.026 -0.014 0.073 -0.056 -0.160 -0.090 -0.133 > 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/2pde31228225565.tab") > > system("convert tmp/1xlaj1228225565.ps tmp/1xlaj1228225565.png") > > > proc.time() user system elapsed 0.402 0.178 0.461