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Type 'q()' to quit R. > y <- c(519164,517009,509933,509127,500857,506971,569323,579714,577992,565464,547344,554788,562325,560854,555332,543599,536662,542722,593530,610763,612613,611324,594167,595454,590865,589379,584428,573100,567456,569028,620735,628884,628232,612117,595404,597141,593408,590072,579799,574205,572775,572942,619567,625809,619916,587625,565742,557274,560576,548854,531673,525919,511038,498662,555362,564591,541657,527070,509846,514258) > x <- c(345,334,345,333,336,324,320,330,313,301,288,294,302,294,293,290,283,286,293,334,329,411,416,418,408,402,401,400,389,371,364,350,332,323,316,312,315,314,313,314,317,308,312,306,304,297,284,278,273,265,259,252,245,235,232,229,219,218,215,211) > par7 = '1' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '0' > par2 = '1' > 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] -11 11 -12 3 -12 -4 10 -17 -12 -13 6 8 -8 -1 -3 -7 3 7 41 [20] -5 82 5 2 -10 -6 -1 -1 -11 -18 -7 -14 -18 -9 -7 -4 3 -1 -1 [39] 1 3 -9 4 -6 -2 -7 -13 -6 -5 -8 -6 -7 -7 -10 -3 -3 -10 -1 [58] -3 -4 > y [1] 684 1554 -10927 1333 -54 -11544 6842 3572 11239 963 [11] -6157 -12126 -15 571 405 1293 -4488 899 -9084 -2502 [21] -14826 444 450 856 -1850 -5322 5734 4214 -1405 -5082 [31] -1907 -5241 -16176 -5170 -10205 7035 -8386 -6908 -160 -13451 [41] -12543 10075 2987 -17041 17704 4659 12880 > postscript(file="/var/www/html/rcomp/tmp/1dq5e1228640758.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 -0.105 -0.188 -0.008 -0.004 0.111 0.079 0.117 0.183 0.054 -0.031 0.161 -2 -1 0 1 2 3 4 5 6 7 8 -0.022 -0.002 -0.271 -0.141 -0.105 0.099 -0.056 0.055 0.031 -0.042 0.051 9 10 11 12 13 -0.111 0.094 0.122 0.320 0.101 > 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/2qqud1228640759.tab") > > system("convert tmp/1dq5e1228640758.ps tmp/1dq5e1228640758.png") > > > proc.time() user system elapsed 1.169 0.284 1.230