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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 = '0.3' > par4 = '12' > par3 = '1' > par2 = '0' > par1 = '-0.2' > #'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] -0.0205932727 -0.0161792314 -0.0179144309 0.0311536800 0.0042538663 [6] -0.0055402064 0.0259173019 -0.0074949768 0.0237862095 0.0174886714 [11] 0.0050868477 0.0165289279 0.0126688342 0.0081879756 -0.0018466996 [16] -0.0034045140 -0.0137293855 -0.0014933367 0.0065025577 -0.0122559434 [21] 0.0057758338 0.0003473008 -0.0070643304 0.0272916106 -0.0118368065 [26] 0.0004041620 0.0340811516 0.0097405536 0.0047716350 0.0330666904 [31] 0.0138769525 0.0371681173 0.0271027794 0.0017309450 0.0255617947 [36] 0.0193639734 0.0098257700 0.0000000000 -0.0192375629 -0.0078448084 [41] 0.0000000000 0.0103127068 -0.0351420526 -0.0079590610 -0.0161955054 [46] -0.0277341742 0.0083352305 -0.0085920078 0.0134405152 0.0173124173 [51] 0.0287665659 -0.0068763589 0.0425286234 -0.0036216472 0.0199746055 [56] 0.0209489784 0.0135521180 0.0487844077 0.0180929935 0.0071138163 [61] 0.0278411728 0.0153528794 0.0098823010 0.0231028806 -0.0013899493 [66] 0.0104242309 0.0363117234 0.0132662194 -0.0067049783 0.0163907691 [71] 0.0037011195 -0.0037248972 0.0149523698 0.0280248145 -0.0197449799 [76] 0.0376608571 0.0010430201 -0.0003206782 0.0139981567 -0.0073477721 [81] 0.0161854822 > y [1] -0.75244321 -0.84361699 -0.98936815 0.12158637 -0.11167731 0.03143596 [7] 0.14083825 0.52993848 -0.49436868 0.46646228 -0.88821423 -0.40551969 [13] -0.24512115 -0.01573750 -0.17565636 -0.09859381 -0.19973069 -0.25260384 [19] -0.26323629 -0.97304818 -0.01183164 -0.95313248 0.16803188 0.67836487 [25] -0.13954605 -0.18418149 0.54954004 0.22873799 -0.32502137 0.35279720 [31] -0.28595215 0.67404394 0.46990073 0.47206066 0.23724786 0.12428949 [37] 0.36865311 0.37024290 0.10081255 -0.03319061 0.11429814 0.20551176 [43] 0.32559436 0.18223634 0.14388492 -0.35815525 0.25756822 0.09976230 [49] 0.13861892 0.22815170 0.21935781 -0.22622449 0.89571955 0.22767764 [55] 0.17279473 0.12959037 0.16820884 0.72681484 0.48024441 0.26510208 [61] 0.58043467 0.23729068 0.22432423 0.67138482 0.06341200 0.44987006 [67] 0.76998684 0.35956254 0.27367191 0.42818122 0.18187378 0.27402140 [73] 0.12275517 0.56502256 0.03405083 0.77019337 0.21534241 0.14707228 [79] 0.46079990 0.20833463 0.41845898 > postscript(file="/var/www/html/rcomp/tmp/1up991228262002.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 -0.060 -0.050 0.063 -0.060 0.030 0.099 0.008 0.129 0.109 -0.063 0.221 -5 -4 -3 -2 -1 0 1 2 3 4 5 0.115 0.034 0.319 0.179 0.149 0.551 -0.022 0.056 0.221 0.024 0.074 6 7 8 9 10 11 12 13 14 15 16 0.061 -0.102 -0.009 0.016 -0.150 -0.156 -0.078 -0.124 0.107 -0.014 -0.076 > 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/2asp91228262002.tab") > > system("convert tmp/1up991228262002.ps tmp/1up991228262002.png") > > > proc.time() user system elapsed 0.399 0.173 0.462