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Type 'q()' to quit R. > y <- c(377,370,358,357,349,348,369,381,368,361,351,351,358,354,347,345,343,340,362,370,373,371,354,357,363,364,363,358,357,357,380,378,376,380,379,384,392,394,392,396,392,396,419,421,420,418,410,418,426,428,430,424,423,427,441,449,452,462,455,461,461,463,462,456,455,456,472,472,471,465,459,465,468,467,463,460,462,461,476,476,471,453,443,442,444,438,427,424,416,406,431,434,418,412,404,409,412,406,398,397,385,390,413,413,401,397) > x <- c(116,111,104,100,93,91,119,139,134,124,113,109,109,106,101,98,93,91,122,139,140,132,117,114,113,110,107,103,98,98,137,148,147,139,130,128,127,123,118,114,108,111,151,159,158,148,138,137,136,133,126,120,114,116,153,162,161,149,139,135,130,127,122,117,112,113,149,157,157,147,137,132,125,123,117,114,111,112,144,150,149,134,123,116,117,111,105,102,95,93,124,130,124,115,106,105,105,101,95,93,84,87,116,120,117,109) > par7 = '0' > par6 = '0' > 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] 2 2 1 2 0 3 -3 6 2 -4 1 -1 0 2 -1 0 2 8 -6 -2 0 6 1 0 -1 [26] -2 0 -1 3 1 -3 0 -2 -1 1 0 1 -2 -2 0 -1 -3 1 0 -2 0 -3 -4 0 2 [51] 1 1 -1 -1 -1 1 2 0 -1 -2 1 -1 2 2 0 -4 -2 -1 -5 -1 -2 8 -4 0 0 [76] -4 -3 -1 0 -5 6 2 6 -1 2 0 1 -2 5 -2 -2 3 1 > y [1] 376 369 357 356 348 347 368 380 367 360 350 350 357 353 346 344 342 339 [19] 361 369 372 370 353 356 362 363 362 357 356 356 379 377 375 379 378 383 [37] 391 393 391 395 391 395 418 420 419 417 409 417 425 427 429 423 422 426 [55] 440 448 451 461 454 460 460 462 461 455 454 455 471 471 470 464 458 464 [73] 467 466 462 459 461 460 475 475 470 452 442 441 443 437 426 423 415 405 [91] 430 433 417 411 403 408 411 405 397 396 384 389 412 412 400 396 > postscript(file="/var/www/html/rcomp/tmp/1oyv61228257864.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 -0.157 -0.186 -0.172 -0.180 -0.217 -0.184 -0.174 -0.161 -0.162 -0.170 -0.167 -5 -4 -3 -2 -1 0 1 2 3 4 5 -0.157 -0.150 -0.153 -0.146 -0.171 -0.124 -0.071 -0.074 -0.063 -0.049 -0.048 6 7 8 9 10 11 12 13 14 15 16 -0.034 -0.024 0.013 0.023 0.009 -0.015 0.016 0.053 0.092 0.075 0.064 > 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/24zev1228257864.tab") > > system("convert tmp/1oyv61228257864.ps tmp/1oyv61228257864.png") > > > proc.time() user system elapsed 0.402 0.205 0.806