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Type 'q()' to quit R. > y <- c(-7,-13,-11,-9,8,24,4,7,16,-30,26,19,2,-12,-29,-24,-16,25,22,-7,17,-29,18,15,1,6,-21,-23,-15,24,15,15,14,-25,14,21,13,4,-16,13,20,27,-8,13,12,-25,20,22,16,-12,-13,7,12,-8,12,-13,12,-25,0,18) > x <- c(8,-10,-24,-19,8,24,14,7,9,-26,19,15,-1,-10,-21,-14,-27,26,23,5,19,-19,24,17,1,-9,-16,-21,-14,31,27,10,12,-23,13,26,-1,4,-16,-5,9,23,9,2,10,-29,17,9,9,-10,-23,13,13,-9,9,5,8,-18,7,4) > 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] 7 -11 -25 -20 7 23 13 6 8 -27 18 14 -2 -11 -22 -15 -28 25 22 [20] 4 18 -20 23 16 0 -10 -17 -22 -15 30 26 9 11 -24 12 25 -2 3 [39] -17 -6 8 22 8 1 9 -30 16 8 8 -11 -24 12 12 -10 8 4 7 [58] -19 6 3 > y [1] -8 -14 -12 -10 7 23 3 6 15 -31 25 18 1 -13 -30 -25 -17 24 21 [20] -8 16 -30 17 14 0 5 -22 -24 -16 23 14 14 13 -26 13 20 12 3 [39] -17 12 19 26 -9 12 11 -26 19 21 15 -13 -14 6 11 -9 11 -14 11 [58] -26 -1 17 > postscript(file="/var/www/html/freestat/rcomp/tmp/1ipvk1228232365.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 -0.079 0.088 0.605 0.100 -0.059 -0.323 -0.229 0.127 0.158 0.217 -0.262 -3 -2 -1 0 1 2 3 4 5 6 7 -0.253 -0.122 0.047 0.882 0.116 -0.123 -0.234 -0.291 0.080 0.071 0.162 8 9 10 11 12 13 14 -0.214 -0.277 -0.099 0.056 0.635 0.052 -0.122 > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/2guy41228232365.tab") > > system("convert tmp/1ipvk1228232365.ps tmp/1ipvk1228232365.png") > > > proc.time() user system elapsed 0.549 0.221 0.597