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Type 'q()' to quit R. > y <- c(11.836,11.85,11.897,12.082,11.936,11.928,12.646,12.747,12.447,12.445,12.257,12.878,13.69,13.665,13.78,13.608,13.375,13.376,13.918,14.304,13.877,14.543,14.291,14.788,15.241,15.265,15.322,15.175,14.817,14.579,15.247,15.385,14.891,14.766,14.42,14.85,15.117,15.352,15.099,15.291,15.208,14.995,15.454,15.251,14.975,14.005,13.55,13.422,13.848,13.376,13.038,12.974,12.554,11.971,12.916,12.757,11.924,11.693,11.382,11.821) > x <- c(3.253,3.233,3.196,3.138,3.091,3.17,3.378,3.468,3.33,3.413,3.356,3.525,3.633,3.597,3.6,3.522,3.503,3.532,3.686,3.748,3.672,3.843,3.905,3.999,4.07,4.084,4.042,3.951,3.933,3.958,4.147,4.221,4.058,4.057,4.089,4.268,4.309,4.303,4.177,4.117,4.065,3.983,4.091,4.067,4.024,3.868,3.8,3.804,3.862,3.792,3.674,3.56,3.489,3.412,3.674,3.672,3.463,3.429,3.4,3.533) > 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] 2.253 2.233 2.196 2.138 2.091 2.170 2.378 2.468 2.330 2.413 2.356 2.525 [13] 2.633 2.597 2.600 2.522 2.503 2.532 2.686 2.748 2.672 2.843 2.905 2.999 [25] 3.070 3.084 3.042 2.951 2.933 2.958 3.147 3.221 3.058 3.057 3.089 3.268 [37] 3.309 3.303 3.177 3.117 3.065 2.983 3.091 3.067 3.024 2.868 2.800 2.804 [49] 2.862 2.792 2.674 2.560 2.489 2.412 2.674 2.672 2.463 2.429 2.400 2.533 > y [1] 10.836 10.850 10.897 11.082 10.936 10.928 11.646 11.747 11.447 11.445 [11] 11.257 11.878 12.690 12.665 12.780 12.608 12.375 12.376 12.918 13.304 [21] 12.877 13.543 13.291 13.788 14.241 14.265 14.322 14.175 13.817 13.579 [31] 14.247 14.385 13.891 13.766 13.420 13.850 14.117 14.352 14.099 14.291 [41] 14.208 13.995 14.454 14.251 13.975 13.005 12.550 12.422 12.848 12.376 [51] 12.038 11.974 11.554 10.971 11.916 11.757 10.924 10.693 10.382 10.821 > postscript(file="/var/www/html/freestat/rcomp/tmp/1jfas1228236478.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 -0.181 -0.095 -0.021 0.023 0.089 0.184 0.299 0.419 0.522 0.585 0.622 -3 -2 -1 0 1 2 3 4 5 6 7 0.686 0.774 0.865 0.930 0.860 0.788 0.745 0.709 0.672 0.619 0.547 8 9 10 11 12 13 14 0.471 0.407 0.362 0.316 0.268 0.186 0.101 > 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/26rjb1228236478.tab") > > system("convert tmp/1jfas1228236478.ps tmp/1jfas1228236478.png") > > > proc.time() user system elapsed 0.545 0.216 0.586