R version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > 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 = '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] -30 -9 0 3 5 -35 2 9 -2 10 7 5 2 2 1 5 -7 13 5 [20] 4 5 -7 -4 -11 9 -2 13 0 16 23 -8 -18 -8 -2 -6 4 -17 10 [39] -14 -7 18 4 -32 0 3 -2 11 -10 -5 > y [1] 5 9 1 -18 -15 -24 1 18 -14 1 1 -8 -4 -1 18 8 1 1 -1 [20] -7 22 -3 4 -4 6 12 -2 5 36 35 3 -23 -2 -2 0 6 1 3 [39] -16 3 -6 -8 -35 20 -26 0 0 -20 -4 > postscript(file="/var/www/html/rcomp/tmp/129se1228229964.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 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -0.052 -0.029 0.254 0.111 -0.025 0.230 -0.158 0.130 0.110 0.059 0.241 -2 -1 0 1 2 3 4 5 6 7 8 -0.005 -0.124 0.503 0.171 -0.089 -0.048 -0.032 -0.013 -0.070 -0.100 -0.012 9 10 11 12 13 -0.054 -0.065 0.122 0.087 -0.103 > 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/2zpgo1228229964.tab") > > system("convert tmp/129se1228229964.ps tmp/129se1228229964.png") > > > proc.time() user system elapsed 0.387 0.167 0.516