R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(1530.9,2220.6,2161.5,1863.6,1955.1,1907.4,1889.4,2246.3,2213,1965,2285.6,1983.8,1872.4,2371.4,2287,2198.2,2330.4,2014.4,2066.1,2355.8,2232.5,2091.7,2376.5,1931.9,2025.7,2404.9,2316.1,2368.1,2282.5,2158.6,2174.8,2594.1,2281.4,2547.9,2606.3,2190.8,2262.3,2423.8,2520.4,2482.9,2215.9,2441.9,2333.8,2670.2,2431,2559.3,2661.4,2404.6,2378.3,2489.2,2959,2713.5,2341.3,2833.2,2849.7,2871.7,3058.3,2855.1,3083.6,2828.3)
> x <- c(1846.5,2796.3,2895.6,2472.2,2584.4,2630.4,2663.1,3176.2,2856.7,2551.4,3088.7,2628.3,2226.2,3023.6,3077.9,3084.1,2990.3,2949.6,3014.7,3517.7,3121.2,3067.4,3174.6,2676.3,2424,3195.1,3146.6,3506.7,3528.5,3365.1,3153,3843.3,3123.2,3361.1,3481.9,2970.5,2537,3257.6,3301.3,3391.6,2933.6,3283.2,3139.7,3486.4,3202.2,3294.4,3550.3,3279.3,2678.6,3451.4,3977.1,3814.8,3310.5,3971.8,4051.9,4057.6,4391.4,3628.9,4092.2,3822.5)
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '12'
> 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
 [1] 1845.5 2795.3 2894.6 2471.2 2583.4 2629.4 2662.1 3175.2 2855.7 2550.4
[11] 3087.7 2627.3 2225.2 3022.6 3076.9 3083.1 2989.3 2948.6 3013.7 3516.7
[21] 3120.2 3066.4 3173.6 2675.3 2423.0 3194.1 3145.6 3505.7 3527.5 3364.1
[31] 3152.0 3842.3 3122.2 3360.1 3480.9 2969.5 2536.0 3256.6 3300.3 3390.6
[41] 2932.6 3282.2 3138.7 3485.4 3201.2 3293.4 3549.3 3278.3 2677.6 3450.4
[51] 3976.1 3813.8 3309.5 3970.8 4050.9 4056.6 4390.4 3627.9 4091.2 3821.5
> y
 [1] 1529.9 2219.6 2160.5 1862.6 1954.1 1906.4 1888.4 2245.3 2212.0 1964.0
[11] 2284.6 1982.8 1871.4 2370.4 2286.0 2197.2 2329.4 2013.4 2065.1 2354.8
[21] 2231.5 2090.7 2375.5 1930.9 2024.7 2403.9 2315.1 2367.1 2281.5 2157.6
[31] 2173.8 2593.1 2280.4 2546.9 2605.3 2189.8 2261.3 2422.8 2519.4 2481.9
[41] 2214.9 2440.9 2332.8 2669.2 2430.0 2558.3 2660.4 2403.6 2377.3 2488.2
[51] 2958.0 2712.5 2340.3 2832.2 2848.7 2870.7 3057.3 2854.1 3082.6 2827.3
> postscript(file="/var/www/html/rcomp/tmp/1jfkr1228308937.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

  -14   -13   -12   -11   -10    -9    -8    -7    -6    -5    -4    -3    -2 
0.091 0.114 0.339 0.191 0.068 0.236 0.254 0.257 0.427 0.437 0.474 0.578 0.475 
   -1     0     1     2     3     4     5     6     7     8     9    10    11 
0.540 0.919 0.585 0.423 0.514 0.388 0.384 0.420 0.258 0.291 0.275 0.110 0.172 
   12    13    14 
0.340 0.166 0.041 
> 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/2o5ys1228308938.tab") 
> 
> system("convert tmp/1jfkr1228308937.ps tmp/1jfkr1228308937.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.387   0.164   0.453