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Type 'q()' to quit R. > y <- c(104.0,107.9,113.8,113.8,123.1,125.1,137.6,134.0,140.3,152.1,150.6,167.3,153.2,142.0,154.4,158.5,180.9,181.3,172.4,192.0,199.3,215.4,214.3,201.5,190.5,196.0,215.7,209.4,214.1,237.8,239.0,237.8,251.5,248.8,215.4,201.2,203.1,214.2,188.9,203.0,213.3,228.5,228.2,240.9,258.8,248.5,269.2,289.6,323.4,317.2,322.8,340.9,368.2,388.5,441.2,474.3,483.9,417.9,365.9,263.0) > x <- c(118.4,121.4,128.8,131.7,141.7,142.9,139.4,134.7,125.0,113.6,111.5,108.5,112.3,116.6,115.5,120.1,132.9,128.1,129.3,132.5,131.0,124.9,120.8,122.0,122.1,127.4,135.2,137.3,135.0,136.0,138.4,134.7,138.4,133.9,133.6,141.2,151.8,155.4,156.6,161.6,160.7,156.0,159.5,168.7,169.9,169.9,185.9,190.8,195.8,211.9,227.1,251.3,256.7,251.9,251.2,270.3,267.2,243.0,229.9,187.2) > par7 = '1' > par6 = '1' > par5 = '-0.2' > par4 = '12' > par3 = '1' > par2 = '1' > par1 = '-1.0' > #'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] 1.196765e-04 -5.549365e-04 1.606533e-04 2.660888e-04 -3.412092e-04 [6] 2.481497e-04 4.370861e-04 4.896771e-04 4.299996e-04 -1.059476e-04 [11] 3.294044e-04 -3.051572e-04 1.232446e-05 5.345232e-04 -2.184855e-04 [16] -9.260264e-04 3.364130e-04 5.505845e-05 -3.852537e-04 2.848894e-04 [21] 1.299910e-04 2.549705e-04 3.214526e-04 4.878246e-04 -1.881058e-04 [26] -4.035335e-04 8.444872e-05 8.942967e-05 -2.419473e-04 1.315628e-05 [31] 5.403816e-04 -1.566044e-04 2.428264e-04 5.233491e-04 -2.647310e-04 [36] -3.606998e-04 2.354363e-04 2.665502e-04 2.264617e-04 1.183662e-04 [41] 1.132497e-04 -1.517264e-04 -6.061153e-05 -8.478902e-05 -3.727114e-04 [46] -7.410700e-04 -1.130309e-03 > y [1] -0.042451370 0.010049633 0.009540387 0.017128901 -0.005364088 [6] -0.053791678 0.047960088 -0.004181296 -0.003068441 0.001882591 [11] -0.059352791 0.012366996 0.037895865 0.002196497 -0.019689526 [16] -0.039760087 0.034738089 0.019565001 -0.039716494 0.005657177 [21] -0.030311407 -0.046771626 -0.002264847 0.022786506 0.008355090 [26] -0.076522443 0.035204017 0.009412169 -0.012128663 -0.002127687 [31] 0.019867105 0.005114700 -0.009845443 0.074860946 0.047128511 [36] 0.031887899 -0.024393358 0.049033685 -0.007966905 0.006796275 [41] -0.007016021 0.038559960 0.003065464 -0.017930526 -0.029796373 [46] -0.066615173 -0.128522956 > postscript(file="/var/www/html/rcomp/tmp/1awre1228565914.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 -0.123 -0.114 0.149 0.167 -0.053 -0.215 0.029 0.024 -0.058 0.192 0.172 -2 -1 0 1 2 3 4 5 6 7 8 -0.144 0.273 0.475 0.119 -0.082 -0.008 0.126 -0.080 0.039 0.061 -0.236 9 10 11 12 13 -0.189 0.179 -0.174 -0.388 -0.159 > 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/22mz01228565915.tab") > > system("convert tmp/1awre1228565914.ps tmp/1awre1228565914.png") > > > proc.time() user system elapsed 0.400 0.169 0.476