R version 2.7.0 (2008-04-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(109.1,111.4,114.1,121.8,127.6,129.9,128,123.5,124,127.4,127.6,128.4,131.4,135.1,134,144.5,147.3,150.9,148.7,141.4,138.9,139.8,145.6,147.9,148.5,151.1,157.5,167.5,172.3,173.5,187.5,205.5,195.1,204.5,204.5,201.7,207,206.6,210.6,211.1,215,223.9,238.2,238.9,229.6,232.2,222.1,221.6,227.3,221,213.6,243.4,253.8,265.3,268.2,268.5,266.9,268.4,250.8,231.2,192)
> x <- c(105.4,107.1,110.7,117.1,118.7,126.5,127.5,134.6,131.8,135.9,142.7,141.7,153.4,145,137.7,148.3,152.2,169.4,168.6,161.1,174.1,179,190.6,190,181.6,174.8,180.5,196.8,193.8,197,216.3,221.4,217.9,229.7,227.4,204.2,196.6,198.8,207.5,190.7,201.6,210.5,223.5,223.8,231.2,244,234.7,250.2,265.7,287.6,283.3,295.4,312.3,333.8,347.7,383.2,407.1,413.6,362.7,321.9,239.4)
> 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] 104.4 106.1 109.7 116.1 117.7 125.5 126.5 133.6 130.8 134.9 141.7 140.7
[13] 152.4 144.0 136.7 147.3 151.2 168.4 167.6 160.1 173.1 178.0 189.6 189.0
[25] 180.6 173.8 179.5 195.8 192.8 196.0 215.3 220.4 216.9 228.7 226.4 203.2
[37] 195.6 197.8 206.5 189.7 200.6 209.5 222.5 222.8 230.2 243.0 233.7 249.2
[49] 264.7 286.6 282.3 294.4 311.3 332.8 346.7 382.2 406.1 412.6 361.7 320.9
[61] 238.4
> y
 [1] 108.1 110.4 113.1 120.8 126.6 128.9 127.0 122.5 123.0 126.4 126.6 127.4
[13] 130.4 134.1 133.0 143.5 146.3 149.9 147.7 140.4 137.9 138.8 144.6 146.9
[25] 147.5 150.1 156.5 166.5 171.3 172.5 186.5 204.5 194.1 203.5 203.5 200.7
[37] 206.0 205.6 209.6 210.1 214.0 222.9 237.2 237.9 228.6 231.2 221.1 220.6
[49] 226.3 220.0 212.6 242.4 252.8 264.3 267.2 267.5 265.9 267.4 249.8 230.2
[61] 191.0
> postscript(file="/var/www/html/rcomp/tmp/1t35l1228246108.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    -3    -2 
0.173 0.209 0.247 0.292 0.337 0.379 0.423 0.470 0.520 0.575 0.640 0.712 0.788 
   -1     0     1     2     3     4     5     6     7     8     9    10    11 
0.857 0.910 0.895 0.861 0.812 0.758 0.698 0.642 0.591 0.552 0.523 0.506 0.494 
   12    13    14 
0.474 0.455 0.429 
> 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/223ms1228246108.tab") 
> 
> system("convert tmp/1t35l1228246108.ps tmp/1t35l1228246108.png")
> 
> 
> proc.time()
   user  system elapsed 
  2.026   0.383   3.975