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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 = '1' > par6 = '1' > par5 = '1' > par4 = '1' > par3 = '1' > 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] 1 -1 9 -7 -3 2 -4 -2 9 -2 -3 -6 2 -2 2 5 1 -9 [19] -3 5 -12 23 4 -19 18 -13 11 -8 -3 -1 6 -4 4 -3 -4 1 [37] -3 16 -8 1 -6 7 5 -15 16 -2 -1 -4 4 -7 1 8 -13 13 [55] -13 2 5 3 -4 3 3 -13 -5 5 7 6 -17 21 -5 -2 3 -7 [73] 0 3 0 -1 5 -12 12 -4 -1 -9 16 -7 -1 8 -14 6 -4 2 [91] -4 8 -18 13 -4 9 -3 -6 3 -1 -6 14 4 -17 13 > y [1] 0.000000e+00 1.000000e-01 -1.000000e-01 2.000000e-01 6.000000e-01 [6] 0.000000e+00 -7.000000e-01 2.000000e-01 -3.000000e-01 0.000000e+00 [11] 1.000000e-01 0.000000e+00 2.000000e-01 2.000000e-01 -2.000000e-01 [16] -3.000000e-01 5.000000e-01 0.000000e+00 2.000000e-01 3.000000e-01 [21] -7.000000e-01 1.000000e-01 -1.000000e-01 -2.000000e-01 1.000000e-01 [26] -1.000000e-01 8.881784e-16 1.000000e-01 8.000000e-01 -6.000000e-01 [31] 1.000000e-01 0.000000e+00 -1.000000e-01 0.000000e+00 1.776357e-15 [36] -2.000000e-01 -1.000000e-01 1.000000e-01 -2.000000e-01 3.000000e-01 [41] 6.000000e-01 -5.000000e-01 -1.776357e-15 -1.000000e-01 0.000000e+00 [46] 2.000000e-01 1.000000e-01 -4.000000e-01 -4.000000e-01 -3.000000e-01 [51] 5.000000e-01 6.000000e-01 1.000000e+00 -8.000000e-01 -5.000000e-01 [56] -6.000000e-01 1.000000e-01 6.000000e-01 1.000000e-01 -1.000000e-01 [61] -1.000000e-01 -4.000000e-01 3.000000e-01 0.000000e+00 7.000000e-01 [66] -5.000000e-01 1.776357e-15 -4.000000e-01 2.000000e-01 2.000000e-01 [71] 1.000000e-01 -2.000000e-01 -1.000000e-01 0.000000e+00 -1.000000e-01 [76] -1.776357e-15 3.000000e-01 -2.000000e-01 1.000000e-01 -2.000000e-01 [81] 2.000000e-01 0.000000e+00 1.000000e-01 -1.000000e-01 -1.000000e-01 [86] 2.000000e-01 -4.000000e-01 -2.000000e-01 8.000000e-01 -5.000000e-01 [91] -1.000000e-01 3.000000e-01 0.000000e+00 2.000000e-01 -1.000000e-01 [96] -3.000000e-01 -1.000000e-01 1.000000e-01 -2.000000e-01 4.000000e-01 [101] 6.000000e-01 -5.000000e-01 -2.000000e-01 8.881784e-16 > postscript(file="/var/www/html/rcomp/tmp/1vxut1228248938.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 -0.165 0.004 0.131 -0.111 0.126 -0.084 -0.009 -0.042 0.108 -0.115 -0.006 -6 -5 -4 -3 -2 -1 0 1 2 3 4 0.161 -0.130 0.058 -0.008 -0.015 0.004 -0.016 -0.025 0.036 0.045 -0.186 5 6 7 8 9 10 11 12 13 14 15 0.226 -0.092 -0.005 0.094 -0.065 -0.078 0.092 -0.120 0.097 0.100 -0.196 16 17 0.027 0.074 > 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/24c6f1228248938.tab") > > system("convert tmp/1vxut1228248938.ps tmp/1vxut1228248938.png") > > > proc.time() user system elapsed 1.196 0.286 1.235