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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 = '1' > 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] 0.7 -0.1 0.5 -0.1 -0.7 -1.0 0.3 -0.8 -0.1 -0.4 -0.2 -0.7 -0.8 -0.2 0.1 [16] 0.0 0.0 0.5 0.0 0.0 -0.1 0.4 -0.1 -0.3 0.2 0.4 0.1 0.1 0.3 -0.2 [31] -0.4 0.6 0.0 0.0 -0.5 -0.1 0.8 -0.1 -0.2 0.0 -0.4 0.1 0.4 -0.5 -0.3 [46] -0.1 0.4 0.4 -0.9 0.2 0.1 -0.1 0.4 -0.7 -0.7 0.2 0.2 0.3 0.1 > y [1] 7.4 0.0 4.8 -0.2 -4.8 -5.7 0.0 -5.7 -1.7 -4.6 1.5 -5.9 -4.4 -4.5 0.7 [16] 0.4 0.1 0.9 1.4 1.4 -1.2 4.5 -0.9 -2.9 -0.8 6.8 0.6 3.2 3.6 -2.6 [31] 0.3 2.0 3.0 -3.7 -3.1 -0.1 8.4 -2.7 2.3 -3.3 -4.2 5.3 -1.2 -1.0 -3.7 [46] 1.3 2.5 3.3 -5.6 -0.5 -0.4 -0.9 1.4 -6.5 -7.7 -0.2 2.9 1.4 0.9 > postscript(file="/var/www/html/rcomp/tmp/1pcpn1228241755.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 -0.021 -0.155 -0.234 0.058 0.193 -0.108 0.005 -0.114 0.041 0.139 0.110 -3 -2 -1 0 1 2 3 4 5 6 7 -0.048 0.003 0.142 0.825 0.163 -0.161 -0.015 0.047 -0.002 0.198 -0.192 8 9 10 11 12 13 14 -0.066 -0.092 0.002 0.164 -0.331 -0.237 0.122 > 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/2keqz1228241756.tab") > > system("convert tmp/1pcpn1228241755.ps tmp/1pcpn1228241755.png") > > > proc.time() user system elapsed 0.405 0.187 0.789