R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(45,24,18,20,22,39,55,35,38,47,1,57,50,33,19,2,7,15,56,53,24,48,2,49,46,32,37,10,8,16,55,46,46,45,6,45,52,44,35,15,44,51,58,23,44,43,6,51,53,47,19,18,38,43,23,43,18,43,6,31,49)
> x <- c(75,38,20,6,11,38,54,44,37,39,4,49,45,29,20,9,16,3,56,53,35,49,11,54,47,31,21,14,9,16,61,57,40,42,7,43,56,29,34,14,25,39,53,39,32,40,1,47,39,39,20,7,43,43,21,39,35,38,12,37,34)
> 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] 74 37 19  5 10 37 53 43 36 38  3 48 44 28 19  8 15  2 55 52 34 48 10 53 46
[26] 30 20 13  8 15 60 56 39 41  6 42 55 28 33 13 24 38 52 38 31 39  0 46 38 38
[51] 19  6 42 42 20 38 34 37 11 36 33
> y
 [1] 44 23 17 19 21 38 54 34 37 46  0 56 49 32 18  1  6 14 55 52 23 47  1 48 45
[26] 31 36  9  7 15 54 45 45 44  5 44 51 43 34 14 43 50 57 22 43 42  5 50 52 46
[51] 18 17 37 42 22 42 17 42  5 30 48
> postscript(file="/var/www/html/rcomp/tmp/1fcxs1228228758.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 
-0.110  0.082  0.610  0.151 -0.136 -0.272 -0.205  0.123  0.201  0.216 -0.276 
    -3     -2     -1      0      1      2      3      4      5      6      7 
-0.273 -0.153  0.021  0.860  0.114 -0.124 -0.238 -0.289  0.078  0.081  0.160 
     8      9     10     11     12     13     14 
-0.199 -0.257 -0.113  0.062  0.606  0.047 -0.123 
> 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/2c8oy1228228758.tab") 
> 
> system("convert tmp/1fcxs1228228758.ps tmp/1fcxs1228228758.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.389   0.179   0.453