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Type 'q()' to quit R. > y <- c(127.5,128.6,116.6,127.4,105,108.3,125,111.6,106.5,130.3,115,116.1,134,126.5,125.8,136.4,114.9,110.9,125.5,116.8,116.8,125.5,104.2,115.1,132.8,123.3,124.8,122,117.4,117.9,137.4,114.6,124.7,129.6,109.4,120.9,134.9,136.3,133.2,127.2,122.7,120.5,137.8,119.1,124.3,134.4,121.1,122.2,127.7,137.4,132.2,129.2,124.9,124.8,128.2,134.4,118.6,132.6,123.2,112.3) > x <- c(100.8,100.7,86.2,83.2,71.7,77.5,89.8,80.3,78.7,93.8,57.6,60.6,91,85.3,77.4,77.3,68.3,69.9,81.7,75.1,69.9,84,54.3,60,89.9,77,85.3,77.6,69.2,75.5,85.7,72.2,79.9,85.3,52.2,61.2,82.4,85.4,78.2,70.2,70.2,69.3,77.5,66.1,69,79.2,56.2,63.3,77.8,92,78.1,65.1,71.1,70.9,72,81.9,70.6,72.5,65.1,61.1) > par7 = '1' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '1' > 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#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] -9.8 -15.4 -8.8 -5.9 -3.4 -7.6 -8.1 -5.2 -8.8 -9.8 -3.3 -0.6 [13] -1.1 -8.3 7.9 0.3 0.9 5.6 4.0 -2.9 10.0 1.3 -2.1 1.2 [25] -7.5 8.4 -7.1 -7.4 1.0 -6.2 -8.2 -6.1 -10.9 -6.1 4.0 2.1 [37] -4.6 6.6 -0.1 -5.1 0.9 1.6 -5.5 15.8 1.6 -6.7 8.9 -2.2 > y [1] 6.5 -2.1 9.2 9.0 9.9 2.6 0.5 5.2 10.3 -4.8 -10.8 -1.0 [13] -1.2 -3.2 -1.0 -14.4 2.5 7.0 11.9 -2.2 7.9 4.1 5.2 5.8 [25] 2.1 13.0 8.4 5.2 5.3 2.6 0.4 4.5 -0.4 4.8 11.7 1.3 [37] -7.2 1.1 -1.0 2.0 2.2 4.3 -9.6 15.3 -5.7 -1.8 2.1 -9.9 > postscript(file="/var/www/html/rcomp/tmp/1fmd71228409039.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 0.048 0.072 0.086 0.076 0.314 0.189 0.010 0.334 0.141 -0.040 0.061 -2 -1 0 1 2 3 4 5 6 7 8 -0.026 -0.313 0.269 -0.310 -0.241 0.097 -0.267 -0.359 -0.222 -0.184 -0.174 9 10 11 12 13 0.077 -0.128 -0.065 0.213 0.012 > 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/2bc8y1228409040.tab") > > system("convert tmp/1fmd71228409039.ps tmp/1fmd71228409039.png") > > > proc.time() user system elapsed 0.388 0.163 0.452