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Type 'q()' to quit R. > y <- c(109.20,88.60,94.30,98.30,86.40,80.60,104.10,108.20,93.40,71.90,94.10,94.90,96.40,91.10,84.40,86.40,88.00,75.10,109.70,103.00,82.10,68.00,96.40,94.30,90.00,88.00,76.10,82.50,81.40,66.50,97.20,94.10,80.70,70.50,87.80,89.50,99.60,84.20,75.10,92.00,80.80,73.10,99.80,90.00,83.10,72.40,78.80,87.30,91.00,80.10,73.60,86.40,74.50,71.20,92.40,81.50,85.30,69.90,84.20,90.70,100.30) > x <- c(110.40,96.40,101.90,106.20,81.00,94.70,101.00,109.40,102.30,90.70,96.20,96.10,106.00,103.10,102.00,104.70,86.00,92.10,106.90,112.60,101.70,92.00,97.40,97.00,105.40,102.70,98.10,104.50,87.40,89.90,109.80,111.70,98.60,96.90,95.10,97.00,112.70,102.90,97.40,111.40,87.40,96.80,114.10,110.30,103.90,101.60,94.60,95.90,104.70,102.80,98.10,113.90,80.90,95.70,113.20,105.90,108.80,102.30,99.00,100.70,115.50) > par7 = '1' > par6 = '1' > par5 = '1' > par4 = '12' > 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] 11.1 -6.6 -1.6 6.5 -7.6 8.5 -2.7 -3.8 1.9 -0.1 -0.3 -1.5 0.2 -3.5 3.7 [16] 1.6 -3.6 5.1 -3.8 -2.2 8.0 -7.2 2.3 7.3 -7.1 -0.9 7.6 -6.9 6.9 -2.6 [31] -5.7 6.7 -0.6 -5.2 -0.6 -6.9 7.9 0.8 1.8 -9.0 5.4 0.2 -3.5 9.3 -4.2 [46] 3.7 0.4 6.0 > y [1] 15.3 -12.4 -2.0 13.5 -7.1 11.1 -10.8 -6.1 7.4 6.2 -2.9 -5.8 [13] 3.3 -5.2 4.4 -2.7 -2.0 -3.9 3.6 7.5 3.9 -11.1 3.8 14.4 [25] -13.4 2.8 10.5 -10.1 7.2 -4.0 -6.7 6.5 -0.5 -10.9 6.8 -6.4 [37] 4.5 2.6 -4.1 -0.7 4.4 -5.5 -1.1 10.7 -4.7 7.9 -2.0 5.9 > postscript(file="/var/www/html/freestat/rcomp/tmp/1qne21228251074.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 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -0.254 -0.010 0.210 -0.354 0.247 0.096 -0.330 0.155 0.160 -0.338 0.394 -2 -1 0 1 2 3 4 5 6 7 8 -0.033 -0.545 0.800 -0.323 -0.091 0.293 -0.272 0.105 0.187 -0.257 0.034 9 10 11 12 13 0.143 -0.178 0.026 0.122 -0.236 > 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/2vj9k1228251074.tab") > > system("convert tmp/1qne21228251074.ps tmp/1qne21228251074.png") > > > proc.time() user system elapsed 0.551 0.226 1.049