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(116.5,118.2,118.8,116.4,118.6,131.4,119.4,119.3,119.1,119.4,120.4,120.3,118.3,118.9,119.9,119.2,118.6,117.5,118.2,120.4,118.0,119.6,120.1,118.5,112.0,112.9,111.1,114.8,113.8,110.8,113.3,115.3,115.1,115.4,113.2,119.4,119.3,115.8,112.8,115.2)
> x <- c(132.7,128.6,127.8,128.9,124.6,129.2,130.5,124.3,125.8,123.5,120.7,123.1,122.0,121.0,121.2,117.4,113.0,113.1,116.1,121.3,108.6,114.3,113.5,111.2,109.3,108.2,102.7,110.4,108.1,112.8,108.1,102.6,109.2,108.2,107.1,108.4,103.6,104.0,111.5,105.4)
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '12'
> par3 = '0'
> par2 = '1'
> 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  -0.8   1.1  -4.3   4.6   1.3  -6.2   1.5  -2.3  -2.8   2.4  -1.1
[13]  -1.0   0.2  -3.8  -4.4   0.1   3.0   5.2 -12.7   5.7  -0.8  -2.3  -1.9
[25]  -1.1  -5.5   7.7  -2.3   4.7  -4.7  -5.5   6.6  -1.0  -1.1   1.3  -4.8
[37]   0.4   7.5  -6.1
> y
 [1] 115.5 117.2 117.8 115.4 117.6 130.4 118.4 118.3 118.1 118.4 119.4 119.3
[13] 117.3 117.9 118.9 118.2 117.6 116.5 117.2 119.4 117.0 118.6 119.1 117.5
[25] 111.0 111.9 110.1 113.8 112.8 109.8 112.3 114.3 114.1 114.4 112.2 118.4
[37] 118.3 114.8 111.8 114.2
> postscript(file="/var/www/html/freestat/rcomp/tmp/143211228233407.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 
-0.059  0.005  0.054  0.060 -0.090 -0.023 -0.092  0.039 -0.006 -0.012 -0.086 
    -1      0      1      2      3      4      5      6      7      8      9 
 0.057 -0.038 -0.074 -0.101 -0.099 -0.063  0.043  0.018 -0.067 -0.083 -0.019 
    10     11     12 
-0.078 -0.027  0.117 
> 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/2rkes1228233407.tab") 
> 
> system("convert tmp/143211228233407.ps tmp/143211228233407.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.546   0.215   0.620