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Type 'q()' to quit R. > y <- c(17,22,29,26,29,42,40,34,46,43,44,40,41,42,35,40,43,47,41,44,38,35,34,31,25,35,36,41,41,38,39,45,46,48,48,48,45,44,45,45,45,42,43,50,46,46,45,49,46,45,49,47,45,48,51,48,49,51,54,52,52,53,51,55,53,51,52,54,58,57,52,50,53,50,50,51,53,49,54,57,58,56,60,55,54,52,55,56,54,53,59,62,63,64,75,77,79,77,82,83,81,78,79,79,73,72) > x <- c(-3,-2,0,1,11,14,14,16,14,10,15,18,18,12,8,2,-2,-1,1,-6,-16,-21,-38,-32,-22,-31,-22,-26,-19,-20,-24,-29,-28,-31,-30,-32,-38,-43,-51,-43,-43,-42,-47,-45,-38,-46,-38,-32,-27,-26,-21,-23,-24,-17,-23,-16,-22,-26,-25,-21,-21,-18,-12,-19,-31,-38,-38,-32,-43,-33,-28,-25,-19,-20,-21,-19,-17,-16,-10,-16,-10,-8,-7,-15,-7,-6,-6,2,-4,-4,-8,-10,-16,-14,-30,-33,-40,-38,-39,-46,-50,-55,-66,-63,-56,-66) > par7 = '0' > par6 = '0' > par5 = '1' > par4 = '1' > 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] 1 -1 9 -7 -3 2 -4 -2 9 -2 -3 -6 2 -2 2 5 1 -9 [19] -3 5 -12 23 4 -19 18 -13 11 -8 -3 -1 6 -4 4 -3 -4 1 [37] -3 16 -8 1 -6 7 5 -15 16 -2 -1 -4 4 -7 1 8 -13 13 [55] -13 2 5 3 -4 3 3 -13 -5 5 7 6 -17 21 -5 -2 3 -7 [73] 0 3 0 -1 5 -12 12 -4 -1 -9 16 -7 -1 8 -14 6 -4 2 [91] -4 8 -18 13 -4 9 -3 -6 3 -1 -6 14 4 -17 > y [1] 16 21 28 25 28 41 39 33 45 42 43 39 40 41 34 39 42 46 40 43 37 34 33 30 24 [26] 34 35 40 40 37 38 44 45 47 47 47 44 43 44 44 44 41 42 49 45 45 44 48 45 44 [51] 48 46 44 47 50 47 48 50 53 51 51 52 50 54 52 50 51 53 57 56 51 49 52 49 49 [76] 50 52 48 53 56 57 55 59 54 53 51 54 55 53 52 58 61 62 63 74 76 78 76 81 82 [101] 80 77 78 78 72 71 > postscript(file="/var/www/html/rcomp/tmp/10xio1228288943.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 -17 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 0.004 -0.004 -0.012 -0.005 0.008 0.023 -0.044 -0.013 -0.018 -0.008 -0.010 -6 -5 -4 -3 -2 -1 0 1 2 3 4 -0.010 -0.009 -0.002 -0.023 -0.017 0.053 -0.039 -0.031 -0.013 0.029 -0.004 5 6 7 8 9 10 11 12 13 14 15 -0.023 0.002 -0.025 -0.061 0.015 0.006 0.001 -0.058 0.014 -0.023 -0.030 16 17 0.022 -0.010 > 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/20zto1228288943.tab") > > system("convert tmp/10xio1228288943.ps tmp/10xio1228288943.png") > > > proc.time() user system elapsed 0.388 0.176 0.616