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(119.5,125,145,105.3,116.9,120.1,88.9,78.4,114.6,113.3,117,99.6,99.4,101.9,115.2,108.5,113.8,121,92.2,90.2,101.5,126.6,93.9,89.8,93.4,101.5,110.4,105.9,108.4,113.9,86.1,69.4,101.2,100.5,98,106.6,90.1,96.9,125.9,112,100,123.9,79.8,83.4,113.6,112.9,104,109.9,99,106.3,128.9,111.1,102.9,130,87,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137,91,90.5,122.4,123.3,124.3,120,118.1,119,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128,121.6,135.8,143.8,147.5,136.2,156.6,123.3,104.5,143.6) > x <- c(101.4,100.7,111.7,96.9,101.9,107.2,86.7,92.7,101.4,107.1,100.8,91,96.3,96.7,106.7,104.8,103,105.7,92.4,91,107.7,112,102.1,94.8,99.4,98.7,106.2,103.9,99.5,105.3,93.9,88.3,109.3,112.1,100.3,101.5,96.5,98.8,115.9,106.5,100.7,114.6,97.2,96.8,117.2,112.6,107,106.6,98.9,98.8,110.3,104.4,100.7,117.7,89.1,94.9,112.4,104.9,109.3,104.3,102.3,103.2,118.8,102.6,112.2,116.6,93.6,100,116.4,118.9,114.5,106.2,109.8,107.3,121.9,108.8,111.8,119.8,102.5,103.4,114.4,124.1,115.6,105.2,114.1,115.3,115.8,119.9,112.1,119.7,106.2,101.5,119.3) > par7 = '1' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '1' > 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] -5.1 -4.0 -5.0 7.9 1.1 -1.5 5.7 -1.7 6.3 4.9 1.3 3.8 3.1 2.0 -0.5 [16] -0.9 -3.5 -0.4 1.5 -2.7 1.6 0.1 -1.8 6.7 -2.9 0.1 9.7 2.6 1.2 9.3 [31] 3.3 8.5 7.9 0.5 6.7 5.1 2.4 0.0 -5.6 -2.1 0.0 3.1 -8.1 -1.9 -4.8 [46] -7.7 2.3 -2.3 3.4 4.4 8.5 -1.8 11.5 -1.1 4.5 5.1 4.0 14.0 5.2 1.9 [61] 7.5 4.1 3.1 6.2 -0.4 3.2 8.9 3.4 -2.0 5.2 1.1 -1.0 4.3 8.0 -6.1 [76] 11.1 0.3 -0.1 3.7 -1.9 4.9 > y [1] -20.1 -23.1 -29.8 3.2 -3.1 0.9 3.3 11.8 -13.1 13.3 -23.1 -9.8 [13] -6.0 -0.4 -4.8 -2.6 -5.4 -7.1 -6.1 -20.8 -0.3 -26.1 4.1 16.8 [25] -3.3 -4.6 15.5 6.1 -8.4 10.0 -6.3 14.0 12.4 12.4 6.0 3.3 [37] 8.9 9.4 3.0 -0.9 2.9 6.1 7.2 4.1 4.0 -9.5 6.8 2.7 [49] 3.5 6.1 6.7 -6.0 24.8 7.0 4.0 3.0 4.8 19.9 13.5 7.4 [61] 15.6 6.6 7.1 18.5 1.9 14.6 19.4 8.7 8.1 12.9 5.4 8.0 [73] 3.5 16.8 1.1 23.9 6.6 5.0 12.9 5.3 13.1 > postscript(file="/var/www/html/rcomp/tmp/10v3o1228259990.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 -0.035 -0.020 0.056 -0.039 0.029 0.100 0.024 0.132 0.120 -0.031 0.233 -5 -4 -3 -2 -1 0 1 2 3 4 5 0.122 0.042 0.314 0.192 0.143 0.574 -0.021 0.076 0.224 0.046 0.080 6 7 8 9 10 11 12 13 14 15 16 0.068 -0.085 -0.009 0.022 -0.108 -0.138 -0.060 -0.100 0.106 0.002 -0.066 > 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/2bjx31228259990.tab") > > system("convert tmp/10v3o1228259990.ps tmp/10v3o1228259990.png") > > > proc.time() user system elapsed 0.393 0.175 0.460