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Type 'q()' to quit R. > y <- c(7.5,7.2,6.9,6.7,6.4,6.3,6.8,7.3,7.1,7.1,6.8,6.5,6.3,6.1,6.1,6.3,6.3,6,6.2,6.4,6.8,7.5,7.5,7.6,7.6,7.4,7.3,7.1,6.9,6.8,7.5,7.6,7.8,8,8.1,8.2,8.3,8.2,8,7.9,7.6,7.6,8.2,8.3,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8,6.9,6.8,6.7) > x <- c(-3,-2,0,1,11,14,14,16,14,10,15,18,18,12,8,2,-2,-1,1,-6,-16,-21,-38,-32,-22,-31,-22,-26,-19,-20,-24,-29,-28,-31,-30,-32,-38,-43,-51,-43,-43,-42,-47,-45,-38,-46,-38,-32,-27,-26,-21,-23,-24,-17,-23,-16,-22,-26,-25,-21,-21,-18,-12,-19,-31,-38,-38,-32,-43,-33,-28,-25,-19,-20,-21,-19,-17,-16,-10,-16,-10,-8,-7,-15,-7,-6,-6,2,-4,-4,-8,-10,-16,-14,-30,-33,-40,-38,-39,-46,-50,-55,-66,-63,-56,-66,-63) > par7 = '0' > par6 = '0' > par5 = '1' > par4 = '1' > 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] -4 -3 -1 0 10 13 13 15 13 9 14 17 17 11 7 1 -3 -2 [19] 0 -7 -17 -22 -39 -33 -23 -32 -23 -27 -20 -21 -25 -30 -29 -32 -31 -33 [37] -39 -44 -52 -44 -44 -43 -48 -46 -39 -47 -39 -33 -28 -27 -22 -24 -25 -18 [55] -24 -17 -23 -27 -26 -22 -22 -19 -13 -20 -32 -39 -39 -33 -44 -34 -29 -26 [73] -20 -21 -22 -20 -18 -17 -11 -17 -11 -9 -8 -16 -8 -7 -7 1 -5 -5 [91] -9 -11 -17 -15 -31 -34 -41 -39 -40 -47 -51 -56 -67 -64 -57 -67 -64 > y [1] 6.5 6.2 5.9 5.7 5.4 5.3 5.8 6.3 6.1 6.1 5.8 5.5 5.3 5.1 5.1 5.3 5.3 5.0 [19] 5.2 5.4 5.8 6.5 6.5 6.6 6.6 6.4 6.3 6.1 5.9 5.8 6.5 6.6 6.8 7.0 7.1 7.2 [37] 7.3 7.2 7.0 6.9 6.6 6.6 7.2 7.3 7.4 7.4 7.4 7.6 7.9 7.8 7.3 6.5 6.2 6.5 [55] 7.8 8.3 8.3 7.7 7.2 7.3 7.5 7.6 7.6 7.2 7.1 7.0 7.6 7.7 7.8 7.5 7.4 7.5 [73] 7.7 7.7 7.6 7.5 7.3 7.1 7.2 7.1 7.1 6.9 6.9 6.9 7.0 7.0 6.9 7.0 6.7 6.2 [91] 6.5 6.3 6.0 6.0 6.0 6.2 6.3 6.1 5.8 5.6 5.2 5.2 5.8 5.9 5.8 5.7 > postscript(file="/var/www/html/rcomp/tmp/13wqf1228247960.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 -17 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -0.370 -0.398 -0.424 -0.460 -0.491 -0.526 -0.540 -0.539 -0.523 -0.508 -0.481 -6 -5 -4 -3 -2 -1 0 1 2 3 4 -0.456 -0.446 -0.427 -0.400 -0.369 -0.332 -0.279 -0.242 -0.195 -0.144 -0.098 5 6 7 8 9 10 11 12 13 14 15 -0.065 -0.056 -0.043 -0.032 -0.021 0.003 0.034 0.056 0.080 0.090 0.098 16 17 0.122 0.131 > 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/2ulir1228247960.tab") > > system("convert tmp/13wqf1228247960.ps tmp/13wqf1228247960.png") > > > proc.time() user system elapsed 0.401 0.175 0.622