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Type 'q()' to quit R. > y <- c(377.2,332.2,364.8,352.4,341.6,298.2,355.3,330.9,314.5,418.9,433.2,367,422.9,352.1,419.8,432.7,414.2,387.7,297.2,357.4,384.2,425.2,385.3,355.4,409.8,421.2,421.8,464.2,494,404.2,411.4,403.4,403.3,520.9,439.8,434.8,476.5,454.3,522,498.4,439.9,450.7,447.1,451.3,466.8,498,533.6,451.9,477.1,410.4,469.5,485.4,406.7,439.7,412.2,440.2,411.1,477.7,463.2,320.5) > x <- c(109.57,107.08,110.33,110.36,106.5,104.3,107.21,109.34,108.2,109.86,108.68,113.38,117.12,116.23,114.75,115.81,115.86,117.8,117.11,116.31,118.38,121.57,121.65,124.2,126.12,128.6,128.16,130.12,135.83,138.05,134.99,132.38,128.94,128.12,127.84,132.43,134.13,134.78,133.13,129.08,134.48,132.86,134.08,134.54,134.51,135.97,136.09,139.14,135.63,136.55,138.83,138.84,135.37,132.22,134.75,135.98,136.06,138.05,139.59,140.58) > 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] -2.49 3.25 0.03 -3.86 -2.20 2.91 2.13 -1.14 1.66 -1.18 4.70 3.74 [13] -0.89 -1.48 1.06 0.05 1.94 -0.69 -0.80 2.07 3.19 0.08 2.55 1.92 [25] 2.48 -0.44 1.96 5.71 2.22 -3.06 -2.61 -3.44 -0.82 -0.28 4.59 1.70 [37] 0.65 -1.65 -4.05 5.40 -1.62 1.22 0.46 -0.03 1.46 0.12 3.05 -3.51 [49] 0.92 2.28 0.01 -3.47 -3.15 2.53 1.23 0.08 1.99 1.54 0.99 > y [1] -45.0 32.6 -12.4 -10.8 -43.4 57.1 -24.4 -16.4 104.4 14.3 [11] -66.2 55.9 -70.8 67.7 12.9 -18.5 -26.5 -90.5 60.2 26.8 [21] 41.0 -39.9 -29.9 54.4 11.4 0.6 42.4 29.8 -89.8 7.2 [31] -8.0 -0.1 117.6 -81.1 -5.0 41.7 -22.2 67.7 -23.6 -58.5 [41] 10.8 -3.6 4.2 15.5 31.2 35.6 -81.7 25.2 -66.7 59.1 [51] 15.9 -78.7 33.0 -27.5 28.0 -29.1 66.6 -14.5 -142.7 > postscript(file="/var/www/html/freestat/rcomp/tmp/18z761228248720.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 -0.124 0.164 -0.142 -0.094 0.227 -0.103 0.229 -0.021 -0.035 -0.215 0.039 -3 -2 -1 0 1 2 3 4 5 6 7 0.239 -0.189 -0.061 0.042 0.065 0.099 0.030 0.104 -0.038 -0.233 0.006 8 9 10 11 12 13 14 -0.003 0.175 -0.137 -0.110 0.024 0.034 0.154 > 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/2f6e51228248720.tab") > > system("convert tmp/18z761228248720.ps tmp/18z761228248720.png") > > > proc.time() user system elapsed 0.532 0.221 0.607