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Type 'q()' to quit R. > y <- c(179.3,180.5,181.5,181.4,181.4,182,182.8,183.1,184.4,184.6,184.6,184.2,184.9,185.3,186.4,186.6,187.3,188.3,187.8,188.1,188,187.8,187.8,187.3,188.5,189.9,191.1,191.8,191.4,191.5,192,193.1,193.3,193.7,193.4,193.1) > x <- c(168.8,169.8,171.2,171.3,171.5,172.4,172.8,172.8,173.7,174,174.1,174,175.1,175.8,176.2,176.9,177.7,178,177.5,177.5,178.3,177.7,177.4,176.7,177.1,177.8,178.8,179.8,179.8,179.9,180.1,180.7,181,181.3,181.3,180.9) > 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] 167.8 168.8 170.2 170.3 170.5 171.4 171.8 171.8 172.7 173.0 173.1 173.0 [13] 174.1 174.8 175.2 175.9 176.7 177.0 176.5 176.5 177.3 176.7 176.4 175.7 [25] 176.1 176.8 177.8 178.8 178.8 178.9 179.1 179.7 180.0 180.3 180.3 179.9 > y [1] 178.3 179.5 180.5 180.4 180.4 181.0 181.8 182.1 183.4 183.6 183.6 183.2 [13] 183.9 184.3 185.4 185.6 186.3 187.3 186.8 187.1 187.0 186.8 186.8 186.3 [25] 187.5 188.9 190.1 190.8 190.4 190.5 191.0 192.1 192.3 192.7 192.4 192.1 > postscript(file="/var/www/html/rcomp/tmp/1r5mb1228232452.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 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 0.142 0.189 0.228 0.273 0.329 0.403 0.477 0.557 0.643 0.723 0.803 -1 0 1 2 3 4 5 6 7 8 9 0.892 0.984 0.882 0.777 0.682 0.583 0.484 0.405 0.330 0.246 0.166 10 11 12 0.097 0.034 -0.025 > 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/220551228232452.tab") > > system("convert tmp/1r5mb1228232452.ps tmp/1r5mb1228232452.png") > > > proc.time() user system elapsed 0.390 0.175 0.449