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(98.6,98,106.8,96.6,100.1,107.7,91.5,97.8,107.4,117.5,105.6,97.4,99.5,98,104.3,100.6,101.1,103.9,96.9,95.5,108.4,117,103.8,100.8,110.6,104,112.6,107.3,98.9,109.8,104.9,102.2,123.9,124.9,112.7,121.9,100.6,104.3,120.4,107.5,102.9,125.6,107.5,108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5,115.7,113.6,129.7,112,116.8,127,112.1,114.2,121.1,131.6,125,120.4,117.7)
> x <- c(119.5,125,145,105.3,116.9,120.1,88.9,78.4,114.6,113.3,117,99.6,99.4,101.9,115.2,108.5,113.8,121,92.2,90.2,101.5,126.6,93.9,89.8,93.4,101.5,110.4,105.9,108.4,113.9,86.1,69.4,101.2,100.5,98,106.6,90.1,96.9,125.9,112,100,123.9,79.8,83.4,113.6,112.9,104,109.9,99,106.3,128.9,111.1,102.9,130,87,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137,91,90.5,122.4,123.3,124.3,120,118.1,119,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128,121.6)
> 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] 118.5 124.0 144.0 104.3 115.9 119.1  87.9  77.4 113.6 112.3 116.0  98.6
[13]  98.4 100.9 114.2 107.5 112.8 120.0  91.2  89.2 100.5 125.6  92.9  88.8
[25]  92.4 100.5 109.4 104.9 107.4 112.9  85.1  68.4 100.2  99.5  97.0 105.6
[37]  89.1  95.9 124.9 111.0  99.0 122.9  78.8  82.4 112.6 111.9 103.0 108.9
[49]  98.0 105.3 127.9 110.1 101.9 129.0  86.0  86.5 116.6 102.4 109.8 111.6
[61] 101.5 111.4 134.6 104.1 126.7 136.0  90.0  89.5 121.4 122.3 123.3 119.0
[73] 117.1 118.0 141.7 122.6 128.6 150.6 109.4  98.2 129.5 135.2 128.7 127.0
[85] 120.6
> y
 [1]  97.6  97.0 105.8  95.6  99.1 106.7  90.5  96.8 106.4 116.5 104.6  96.4
[13]  98.5  97.0 103.3  99.6 100.1 102.9  95.9  94.5 107.4 116.0 102.8  99.8
[25] 109.6 103.0 111.6 106.3  97.9 108.8 103.9 101.2 122.9 123.9 111.7 120.9
[37]  99.6 103.3 119.4 106.5 101.9 124.6 106.5 107.8 127.4 120.1 118.5 127.7
[49] 107.7 104.5 118.8 110.3 109.6 119.1  96.5 106.7 126.3 116.2 118.8 115.2
[61] 110.0 111.4 129.6 108.1 117.8 122.9 100.6 111.8 127.0 128.6 124.8 118.5
[73] 114.7 112.6 128.7 111.0 115.8 126.0 111.1 113.2 120.1 130.6 124.0 119.4
[85] 116.7
> postscript(file="/var/www/html/rcomp/tmp/1iilg1228240579.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 
-0.144 -0.084 -0.270 -0.149  0.282 -0.035 -0.164  0.157  0.031  0.114  0.364 
    -5     -4     -3     -2     -1      0      1      2      3      4      5 
 0.129  0.027  0.151 -0.200 -0.004  0.591  0.158  0.036  0.396  0.150  0.227 
     6      7      8      9     10     11     12     13     14     15     16 
 0.552  0.261  0.188  0.274 -0.073  0.125  0.589  0.219  0.139  0.341  0.130 
> 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/2vmz31228240579.tab") 
> 
> system("convert tmp/1iilg1228240579.ps tmp/1iilg1228240579.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.393   0.175   0.453