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(25,27,25,23,24,24,26,25,24,24,22,22,22,27,24,24,22,23,25,23,21,21,22,20,22,22,20,21,20,21,21,21,19,21,21,22,19,24,22,22,22,24,22,23,24,21,20,22,23,23,22,20,21,21,20,20,17,18,19,19,20,21,20,21,19,22,20,18,16,17,18,19,18,20,21,18,19,19,19,21,19,19,17,16,16,17,16,15,16,16,16,18)
> x <- c(5.5,5.3,5.2,5.3,5.3,5,4.8,4.9,5.3,6,6.2,6.4,6.4,6.4,6.2,6.1,6,5.9,6.2,6.2,6.4,6.8,6.9,7,7,6.9,6.7,6.6,6.5,6.4,6.5,6.5,6.6,6.7,6.8,7.2,7.6,7.6,7.3,6.4,6.1,6.3,7.1,7.5,7.4,7.1,6.8,6.9,7.2,7.4,7.3,6.9,6.9,6.8,7.1,7.2,7.1,7,6.9,7,7.4,7.5,7.5,7.4,7.3,7,6.7,6.5,6.5,6.5,6.6,6.8,6.9,6.9,6.8,6.8,6.5,6.1,6,5.9,5.8,5.9,5.9,6.2,6.3,6.2,6,5.8,5.5,5.5,5.7,5.8)
> 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] 4.5 4.3 4.2 4.3 4.3 4.0 3.8 3.9 4.3 5.0 5.2 5.4 5.4 5.4 5.2 5.1 5.0 4.9 5.2
[20] 5.2 5.4 5.8 5.9 6.0 6.0 5.9 5.7 5.6 5.5 5.4 5.5 5.5 5.6 5.7 5.8 6.2 6.6 6.6
[39] 6.3 5.4 5.1 5.3 6.1 6.5 6.4 6.1 5.8 5.9 6.2 6.4 6.3 5.9 5.9 5.8 6.1 6.2 6.1
[58] 6.0 5.9 6.0 6.4 6.5 6.5 6.4 6.3 6.0 5.7 5.5 5.5 5.5 5.6 5.8 5.9 5.9 5.8 5.8
[77] 5.5 5.1 5.0 4.9 4.8 4.9 4.9 5.2 5.3 5.2 5.0 4.8 4.5 4.5 4.7 4.8
> y
 [1] 24 26 24 22 23 23 25 24 23 23 21 21 21 26 23 23 21 22 24 22 20 20 21 19 21
[26] 21 19 20 19 20 20 20 18 20 20 21 18 23 21 21 21 23 21 22 23 20 19 21 22 22
[51] 21 19 20 20 19 19 16 17 18 18 19 20 19 20 18 21 19 17 15 16 17 18 17 19 20
[76] 17 18 18 18 20 18 18 16 15 15 16 15 14 15 15 15 17
> postscript(file="/var/www/html/rcomp/tmp/1tfdh1228229986.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

   -16    -15    -14    -13    -12    -11    -10     -9     -8     -7     -6 
-0.241 -0.278 -0.311 -0.337 -0.328 -0.300 -0.280 -0.276 -0.278 -0.250 -0.206 
    -5     -4     -3     -2     -1      0      1      2      3      4      5 
-0.173 -0.163 -0.153 -0.148 -0.144 -0.142 -0.131 -0.125 -0.111 -0.100 -0.056 
     6      7      8      9     10     11     12     13     14     15     16 
-0.020  0.037  0.087  0.114  0.136  0.162  0.171  0.173  0.148  0.135  0.145 
> 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/244zw1228229986.tab") 
> 
> system("convert tmp/1tfdh1228229986.ps tmp/1tfdh1228229986.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.389   0.175   0.453