R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

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(93.7,105.7,109.5,105.3,102.8,100.6,97.6,110.3,107.2,107.2,108.1,97.1,92.2,112.2,111.6,115.7,111.3,104.2,103.2,112.7,106.4,102.6,110.6,95.2,89,112.5,116.8,107.2,113.6,101.8,102.6,122.7,110.3,110.5,121.6,100.3,100.7,123.4,127.1,124.1,131.2,111.6,114.2,130.1,125.9,119,133.8,107.5,113.5,134.4,126.8,135.6,139.9,129.8,131,153.1,134.1,144.1,155.9,123.3,128.1,144.3,153,149.9,150.9,141,138.9,157.4,142.9,151.7,161,138.5,135.9,151.5,164,159.1,157,142.1,144.8,152.1,154.6,148.7,157.7,146.4,136.5)
> x <- c(89.8,103.3,107.9,101,94.6,94.2,92.3,107.1,102.6,103.1,104.1,92.7,87,109.3,113.9,103.3,100.8,97.4,98.9,110.8,103.5,99.8,104.9,95.2,85.7,110,113.7,101.1,103.6,96.2,98.3,119.7,109.4,103.5,118.2,98.7,96.8,121.8,124,119.6,122.5,109.7,111.6,131.2,124.4,116.9,131.8,107.4,111,134,126.2,131.2,130.1,123.1,126.3,148.6,130.1,142.3,154.4,121.6,124.8,143.6,146.9,144.6,137.1,134.7,130.8,153.5,137.6,146.5,156.7,137.6,131.4,147.4,158.5,151.5,142.5,131.3,133.4,136.9,143.2,136.4,145.9,138.8,122.9)
> 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]  88.8 102.3 106.9 100.0  93.6  93.2  91.3 106.1 101.6 102.1 103.1  91.7
[13]  86.0 108.3 112.9 102.3  99.8  96.4  97.9 109.8 102.5  98.8 103.9  94.2
[25]  84.7 109.0 112.7 100.1 102.6  95.2  97.3 118.7 108.4 102.5 117.2  97.7
[37]  95.8 120.8 123.0 118.6 121.5 108.7 110.6 130.2 123.4 115.9 130.8 106.4
[49] 110.0 133.0 125.2 130.2 129.1 122.1 125.3 147.6 129.1 141.3 153.4 120.6
[61] 123.8 142.6 145.9 143.6 136.1 133.7 129.8 152.5 136.6 145.5 155.7 136.6
[73] 130.4 146.4 157.5 150.5 141.5 130.3 132.4 135.9 142.2 135.4 144.9 137.8
[85] 121.9
> y
 [1]  92.7 104.7 108.5 104.3 101.8  99.6  96.6 109.3 106.2 106.2 107.1  96.1
[13]  91.2 111.2 110.6 114.7 110.3 103.2 102.2 111.7 105.4 101.6 109.6  94.2
[25]  88.0 111.5 115.8 106.2 112.6 100.8 101.6 121.7 109.3 109.5 120.6  99.3
[37]  99.7 122.4 126.1 123.1 130.2 110.6 113.2 129.1 124.9 118.0 132.8 106.5
[49] 112.5 133.4 125.8 134.6 138.9 128.8 130.0 152.1 133.1 143.1 154.9 122.3
[61] 127.1 143.3 152.0 148.9 149.9 140.0 137.9 156.4 141.9 150.7 160.0 137.5
[73] 134.9 150.5 163.0 158.1 156.0 141.1 143.8 151.1 153.6 147.7 156.7 145.4
[85] 135.5
> postscript(file="/var/www/html/rcomp/tmp/1o5eq1228256320.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

  -16   -15   -14   -13   -12   -11   -10    -9    -8    -7    -6    -5    -4 
0.392 0.483 0.481 0.556 0.711 0.599 0.536 0.672 0.668 0.713 0.828 0.738 0.689 
   -3    -2    -1     0     1     2     3     4     5     6     7     8     9 
0.767 0.735 0.809 0.983 0.788 0.678 0.750 0.695 0.710 0.776 0.636 0.559 0.589 
   10    11    12    13    14    15    16 
0.492 0.528 0.626 0.459 0.362 0.404 0.344 
> 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/2s9ci1228256320.tab") 
> 
> system("convert tmp/1o5eq1228256320.ps tmp/1o5eq1228256320.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.387   0.180   0.456