y <- c(1.5421,1.5642,1.5827,1.5878,1.5703,1.5968,1.5978,1.5575,1.5749,1.6176,1.6387,1.6422,1.6891,1.7236,1.8072,1.7847,1.6813,1.6469,1.689,1.7169,1.8036,1.7955,1.7172,1.7348,1.7094,1.6963,1.6695,1.6537,1.6662,1.6793,1.7922,1.8045,1.7927,1.7831,1.7847,1.8076,1.8218,1.8112,1.795,1.7813,1.7866,1.7552,1.7184,1.7114,1.6967,1.6867,1.6337,1.6626,1.6374,1.626,1.637,1.6142,1.7033,1.7483,1.7135,1.7147,1.7396,1.7049,1.6867,1.7462,1.7147,1.667,1.6806,1.6738,1.6571,1.5875,1.6002,1.6144,1.6009,1.5937,1.603,1.5979,1.6152,1.6102,1.654,1.6662,1.6715,1.7104,1.6869,1.6788,1.6839,1.6733,1.6684,1.6814,1.6602,1.6708,1.6704,1.6336,1.6378,1.593,1.5809,1.6442,1.6445,1.5837,1.6373,1.6703,1.6694)
x <- c(1.0137,0.9834,0.9643,0.947,0.906,0.9492,0.9397,0.9041,0.8721,0.8552,0.8564,0.8973,0.9383,0.9217,0.9095,0.892,0.8742,0.8532,0.8607,0.9005,0.9111,0.9059,0.8883,0.8924,0.8833,0.87,0.8758,0.8858,0.917,0.9554,0.9922,0.9778,0.9808,0.9811,1.0014,1.0183,1.0622,1.0773,1.0807,1.0848,1.1582,1.1663,1.1372,1.1139,1.1222,1.1692,1.1702,1.2286,1.2613,1.2646,1.2262,1.1985,1.2007,1.2138,1.2266,1.2176,1.2218,1.249,1.2991,1.3408,1.3119,1.3014,1.3201,1.2938,1.2694,1.2165,1.2037,1.2292,1.2256,1.2015,1.1786,1.1856,1.2103,1.1938,1.202,1.2271,1.277,1.265,1.2684,1.2811,1.2727,1.2611,1.2881,1.3213,1.2999,1.3074,1.3242,1.3516,1.3511,1.3419,1.3716,1.3622,1.3896,1.4227,1.4684,1.457,1.4718)
par7 = '0'
par6 = '0'
par5 = '1'
par4 = '1'
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
y
postscript(file="/var/www/html/rcomp/tmp/1xqop1228293452.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)'))
dev.off()

#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/2abpp1228293452.tab") 

system("convert tmp/1xqop1228293452.ps tmp/1xqop1228293452.png")