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(7.6,7.9,7.9,8.1,8.2,8,7.5,6.8,6.5,6.6,7.6,8,8,7.7,7.5,7.6,7.7,7.9,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.1,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.7,6.4,6.3,6.2,6.5,6.8,6.8,6.5,6.3,5.9,5.9,6.4,6.4,6.5) > x <- c(8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8,6.9,6.8) > par7 = '0' > par6 = '1' > par5 = '1.8' > par4 = '12' > par3 = '1' > par2 = '2' > par1 = '-0.8' > #'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#output/ > #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] 7.672989e-04 8.731926e-03 2.975298e-04 5.785124e-03 6.437409e-03 [6] 2.278820e-04 -4.753194e-03 -1.660864e-02 -6.001651e-03 9.189586e-03 [11] 9.448187e-03 3.315822e-03 3.261001e-03 -8.686953e-03 -8.539627e-05 [16] -1.921271e-03 4.352401e-05 8.637364e-03 -8.628053e-03 -1.408978e-04 [21] -8.833566e-03 6.674655e-03 2.332636e-03 3.452834e-03 7.089359e-04 [26] -4.292405e-03 3.825329e-04 1.763670e-03 -3.375598e-04 4.834054e-03 [31] -7.511016e-03 -5.928314e-03 1.493092e-02 -9.148628e-03 -5.539691e-03 [36] 1.343747e-02 -4.737236e-03 5.872694e-03 -5.440418e-03 -6.158942e-03 [41] -1.034338e-03 -2.153195e-03 2.100140e-03 2.028816e-02 -1.066272e-03 [46] -3.825112e-03 -3.014153e-03 > y [1] 1.5436836 0.0000000 1.0556019 0.5357049 -1.0661449 -2.5727602 [7] -3.3768760 -1.3657546 0.4497719 4.7967734 2.0688455 0.0000000 [13] -1.5595983 -1.0131619 0.5039147 0.5092472 1.0344364 -0.5198706 [19] -1.5277277 0.0000000 -1.9620478 1.9620478 0.0000000 0.5039147 [25] 0.5092472 0.0000000 1.0344364 1.0556019 0.5357049 0.0000000 [31] -0.5357049 -1.0556019 -3.0393735 -1.9189227 -1.3821607 0.4552570 [37] 0.9269037 0.4716146 0.4770355 0.4824411 -0.4824411 -0.9486501 [43] 0.4716146 -0.9377927 -1.8100247 1.3492991 0.0000000 -1.3492991 [49] -0.4387511 -0.4332148 1.3162360 1.3657546 0.0000000 -1.3657546 [55] -0.8830212 -1.6994618 0.0000000 2.1382129 0.0000000 0.4442701 > postscript(file="/var/www/html/rcomp/tmp/1flgb1228311766.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 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 0.171 0.031 -0.005 0.082 -0.168 -0.092 0.083 0.066 0.145 0.014 -0.294 -2 -1 0 1 2 3 4 5 6 7 8 -0.184 -0.193 0.246 0.417 0.180 -0.136 -0.289 -0.130 0.033 0.150 0.216 9 10 11 12 13 -0.117 -0.162 -0.163 -0.013 0.135 > 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/2onyv1228311766.tab") > > system("convert tmp/1flgb1228311766.ps tmp/1flgb1228311766.png") > > > proc.time() user system elapsed 0.391 0.176 0.476