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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Type 'contributors()' for more information and
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Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> y <- c(336766
+ ,332201
+ ,323529
+ ,320287
+ ,314768
+ ,316870
+ ,347093
+ ,358764
+ ,356615
+ ,352559
+ ,342807
+ ,344952
+ ,346958
+ ,338371
+ ,328380
+ ,323111
+ ,314764
+ ,312235
+ ,342631
+ ,353912
+ ,345948
+ ,334046
+ ,326268
+ ,325939
+ ,323758
+ ,319275
+ ,313328
+ ,308612
+ ,301096
+ ,305610
+ ,333005
+ ,343322
+ ,337653
+ ,325595
+ ,316726
+ ,317578
+ ,314484
+ ,310166
+ ,301792
+ ,294495
+ ,287256
+ ,286224
+ ,313654
+ ,329656
+ ,319784
+ ,301995
+ ,291228
+ ,293041
+ ,291908
+ ,285121
+ ,278310
+ ,271158
+ ,266586
+ ,266426
+ ,294354
+ ,309380
+ ,297710
+ ,285409
+ ,274580
+ ,274402
+ ,274452
+ ,267700
+ ,257841
+ ,255124
+ ,247377
+ ,247823
+ ,276919
+ ,294271
+ ,281758
+ ,270434
+ ,258848
+ ,256674
+ ,258882
+ ,255060
+ ,247698
+ ,244779
+ ,240901
+ ,239933
+ ,270247
+ ,283893
+ ,282348
+ ,273570
+ ,254756
+ ,254354
+ ,255843
+ ,254490
+ ,251995
+ ,246339
+ ,244019
+ ,245953
+ ,279806
+ ,283111
+ ,281097
+ ,275964
+ ,270694
+ ,271901
+ ,274412
+ ,272433
+ ,268361
+ ,268586
+ ,264768
+ ,269974
+ ,304744
+ ,309365
+ ,308347
+ ,298427
+ ,289231
+ ,291975
+ ,294912
+ ,293488
+ ,290555
+ ,284736
+ ,281818
+ ,287854
+ ,316263
+ ,325412
+ ,326011
+ ,328282
+ ,317480
+ ,317539
+ ,313737
+ ,312276
+ ,309391
+ ,302950
+ ,300316
+ ,304035
+ ,333476
+ ,337698
+ ,335932
+ ,323931
+ ,313927
+ ,314485
+ ,313218
+ ,309664
+ ,302963
+ ,298989
+ ,298423
+ ,301631
+ ,329765
+ ,335083
+ ,327616
+ ,309119
+ ,295916
+ ,291413
+ ,291542
+ ,284678
+ ,276475
+ ,272566
+ ,264981
+ ,263290
+ ,296806
+ ,303598
+ ,286994
+ ,276427
+ ,266424
+ ,267153
+ ,268381
+ ,262522
+ ,255542
+ ,253158
+ ,243803
+ ,250741
+ ,280445
+ ,285257
+ ,270976
+ ,261076)
> x <- c(263151
+ ,259372
+ ,251960
+ ,246936
+ ,240570
+ ,238382
+ ,261156
+ ,272095
+ ,272017
+ ,271876
+ ,266863
+ ,270878
+ ,274212
+ ,265841
+ ,255968
+ ,250606
+ ,240470
+ ,232662
+ ,256235
+ ,266169
+ ,261751
+ ,255914
+ ,252397
+ ,254227
+ ,255699
+ ,252285
+ ,247132
+ ,242785
+ ,235667
+ ,234952
+ ,255179
+ ,263727
+ ,261315
+ ,252049
+ ,245914
+ ,248289
+ ,246790
+ ,243978
+ ,238108
+ ,231776
+ ,224585
+ ,219058
+ ,240429
+ ,254569
+ ,249074
+ ,237521
+ ,230384
+ ,232521
+ ,234611
+ ,230592
+ ,225144
+ ,218143
+ ,212434
+ ,208676
+ ,229328
+ ,242148
+ ,233916
+ ,225628
+ ,217837
+ ,217786
+ ,218413
+ ,213261
+ ,204094
+ ,201484
+ ,194600
+ ,191325
+ ,211261
+ ,226293
+ ,219734
+ ,214591
+ ,205348
+ ,203496
+ ,208155
+ ,205010
+ ,200290
+ ,198088
+ ,195186
+ ,191395
+ ,213768
+ ,225780
+ ,230579
+ ,229261
+ ,216228
+ ,216713
+ ,220206
+ ,220115
+ ,218444
+ ,214912
+ ,210705
+ ,209673
+ ,237041
+ ,242081
+ ,241878
+ ,242621
+ ,238545
+ ,240337
+ ,244752
+ ,244576
+ ,241572
+ ,240541
+ ,236089
+ ,236997
+ ,264579
+ ,270349
+ ,269645
+ ,267037
+ ,258113
+ ,262813
+ ,267413
+ ,267366
+ ,264777
+ ,258863
+ ,254844
+ ,254868
+ ,277267
+ ,285351
+ ,286602
+ ,283042
+ ,276687
+ ,277915
+ ,277128
+ ,277103
+ ,275037
+ ,270150
+ ,267140
+ ,264993
+ ,287259
+ ,291186
+ ,292300
+ ,288186
+ ,281477
+ ,282656
+ ,280190
+ ,280408
+ ,276836
+ ,275216
+ ,274352
+ ,271311
+ ,289802
+ ,290726
+ ,292300
+ ,278506
+ ,269826
+ ,265861
+ ,269034
+ ,264176
+ ,255198
+ ,253353
+ ,246057
+ ,235372
+ ,258556
+ ,260993
+ ,254663
+ ,250643
+ ,243422
+ ,247105
+ ,248541
+ ,245039
+ ,237080
+ ,237085
+ ,225554
+ ,226839
+ ,247934
+ ,248333
+ ,246969
+ ,245098)
> 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] 263150 259371 251959 246935 240569 238381 261155 272094 272016 271875
 [11] 266862 270877 274211 265840 255967 250605 240469 232661 256234 266168
 [21] 261750 255913 252396 254226 255698 252284 247131 242784 235666 234951
 [31] 255178 263726 261314 252048 245913 248288 246789 243977 238107 231775
 [41] 224584 219057 240428 254568 249073 237520 230383 232520 234610 230591
 [51] 225143 218142 212433 208675 229327 242147 233915 225627 217836 217785
 [61] 218412 213260 204093 201483 194599 191324 211260 226292 219733 214590
 [71] 205347 203495 208154 205009 200289 198087 195185 191394 213767 225779
 [81] 230578 229260 216227 216712 220205 220114 218443 214911 210704 209672
 [91] 237040 242080 241877 242620 238544 240336 244751 244575 241571 240540
[101] 236088 236996 264578 270348 269644 267036 258112 262812 267412 267365
[111] 264776 258862 254843 254867 277266 285350 286601 283041 276686 277914
[121] 277127 277102 275036 270149 267139 264992 287258 291185 292299 288185
[131] 281476 282655 280189 280407 276835 275215 274351 271310 289801 290725
[141] 292299 278505 269825 265860 269033 264175 255197 253352 246056 235371
[151] 258555 260992 254662 250642 243421 247104 248540 245038 237079 237084
[161] 225553 226838 247933 248332 246968 245097
> y
  [1] 336765 332200 323528 320286 314767 316869 347092 358763 356614 352558
 [11] 342806 344951 346957 338370 328379 323110 314763 312234 342630 353911
 [21] 345947 334045 326267 325938 323757 319274 313327 308611 301095 305609
 [31] 333004 343321 337652 325594 316725 317577 314483 310165 301791 294494
 [41] 287255 286223 313653 329655 319783 301994 291227 293040 291907 285120
 [51] 278309 271157 266585 266425 294353 309379 297709 285408 274579 274401
 [61] 274451 267699 257840 255123 247376 247822 276918 294270 281757 270433
 [71] 258847 256673 258881 255059 247697 244778 240900 239932 270246 283892
 [81] 282347 273569 254755 254353 255842 254489 251994 246338 244018 245952
 [91] 279805 283110 281096 275963 270693 271900 274411 272432 268360 268585
[101] 264767 269973 304743 309364 308346 298426 289230 291974 294911 293487
[111] 290554 284735 281817 287853 316262 325411 326010 328281 317479 317538
[121] 313736 312275 309390 302949 300315 304034 333475 337697 335931 323930
[131] 313926 314484 313217 309663 302962 298988 298422 301630 329764 335082
[141] 327615 309118 295915 291412 291541 284677 276474 272565 264980 263289
[151] 296805 303597 286993 276426 266423 267152 268380 262521 255541 253157
[161] 243802 250740 280444 285256 270975 261075
> postscript(file="/var/www/html/freestat/rcomp/tmp/15ed71228247734.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

  -19   -18   -17   -16   -15   -14   -13   -12   -11   -10    -9    -8    -7 
0.282 0.306 0.306 0.304 0.329 0.403 0.521 0.622 0.614 0.551 0.504 0.492 0.513 
   -6    -5    -4    -3    -2    -1     0     1     2     3     4     5     6 
0.525 0.513 0.494 0.504 0.562 0.668 0.752 0.704 0.604 0.523 0.479 0.469 0.455 
    7     8     9    10    11    12    13    14    15    16    17    18    19 
0.409 0.354 0.330 0.353 0.419 0.460 0.390 0.277 0.181 0.123 0.100 0.076 0.025 
> 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/2be891228247734.tab") 
> 
> system("convert tmp/15ed71228247734.ps tmp/15ed71228247734.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.564   0.209   0.614