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Type 'q()' to quit R. > y <- c(19.2,26.6,26.6,31.4,31.2,26.4,20.7,20.7,15,13.3,8.7,10.2,4.3,-0.1,-4.6,-3.9,-3.5,-3.4,-2.5,-1.1,0.3,-0.9,3.6,2.7,-0.2,-1,5.8,6.4,9.6,13.2,10.6,10.9,12.9,15.9,12.2,9.1,9,17.4,14.7,17,13.7,9.5,14.8,13.6,12.6,8.9,10.2,12.7,16,10.4,9.9,9.5,8.6,10,3.5,-4.2,-4.4,-1.5,-0.1,0.8) > x <- c(4.8,5.5,5.4,5.9,5.8,5.1,4.1,4.4,3.6,3.5,3.1,2.9,2.2,1.4,1.2,1.3,1.3,1.3,1.8,1.8,1.8,1.7,2.1,2,1.7,1.9,2.3,2.4,2.5,2.8,2.6,2.2,2.8,2.8,2.8,2.3,2.2,3,2.9,2.7,2.7,2.3,2.4,2.8,2.3,2,1.9,2.3,2.7,1.8,2,2.1,2,2.4,1.7,1,1.2,1.4,1.7,1.8) > 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] 3.8 4.5 4.4 4.9 4.8 4.1 3.1 3.4 2.6 2.5 2.1 1.9 1.2 0.4 0.2 0.3 0.3 0.3 0.8 [20] 0.8 0.8 0.7 1.1 1.0 0.7 0.9 1.3 1.4 1.5 1.8 1.6 1.2 1.8 1.8 1.8 1.3 1.2 2.0 [39] 1.9 1.7 1.7 1.3 1.4 1.8 1.3 1.0 0.9 1.3 1.7 0.8 1.0 1.1 1.0 1.4 0.7 0.0 0.2 [58] 0.4 0.7 0.8 > y [1] 18.2 25.6 25.6 30.4 30.2 25.4 19.7 19.7 14.0 12.3 7.7 9.2 3.3 -1.1 -5.6 [16] -4.9 -4.5 -4.4 -3.5 -2.1 -0.7 -1.9 2.6 1.7 -1.2 -2.0 4.8 5.4 8.6 12.2 [31] 9.6 9.9 11.9 14.9 11.2 8.1 8.0 16.4 13.7 16.0 12.7 8.5 13.8 12.6 11.6 [46] 7.9 9.2 11.7 15.0 9.4 8.9 8.5 7.6 9.0 2.5 -5.2 -5.4 -2.5 -1.1 -0.2 > postscript(file="/var/www/html/rcomp/tmp/1e55p1228234814.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 -0.449 -0.434 -0.389 -0.298 -0.208 -0.131 -0.036 0.079 0.202 0.347 0.499 -3 -2 -1 0 1 2 3 4 5 6 7 0.630 0.746 0.854 0.914 0.816 0.682 0.567 0.441 0.307 0.193 0.075 8 9 10 11 12 13 14 -0.024 -0.101 -0.164 -0.220 -0.288 -0.304 -0.278 > 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/2pkzj1228234814.tab") > > system("convert tmp/1e55p1228234814.ps tmp/1e55p1228234814.png") > > > proc.time() user system elapsed 0.407 0.172 0.549