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Type 'q()' to quit R. > y <- c(99.2,99.5,99.3,99.9,100,100.3,100.5,100.7,100.9,100.8,100.9,101,100.3,100.1,99.8,99.9,99.9,100.2,99.7,100.4,100.9,101.3,101.4,101.3,100.9,100.9,100.9,101.1,101.1,101.3,101.8,102.9,103.2,103.3,104.5,105,104.9,104.9,105.4,106,105.7,105.9,106.2,106.4,106.9,107.3,107.9,109.2,110.2,110.2,110.5,110.6,110.8,111.3,111.1,111.2,111.2,111.1,111.5,112.1,111.4) > x <- c(109,109,109.2,113.3,112.3,112.3,116.3,118.3,119.4,119.4,119.4,120.1,121.7,123.7,123.7,128.5,127.1,122.6,119.8,122.7,123.4,123.8,121.8,121.2,121.2,121.2,121.2,129.6,131,131,129.8,129.8,134.9,131.2,127.1,130.5,130.5,131.7,131.7,131.7,131.7,128.7,125,124.5,123,122.8,123.1,124.8,126.9,131.7,136.8,143.7,150.1,152.7,152.6,150.5,154.9,158,158.1,160.6,160.6) > par7 = '0' > 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] 0.0 0.2 4.1 -1.0 0.0 4.0 2.0 1.1 0.0 0.0 0.7 1.6 2.0 0.0 4.8 [16] -1.4 -4.5 -2.8 2.9 0.7 0.4 -2.0 -0.6 0.0 0.0 0.0 8.4 1.4 0.0 -1.2 [31] 0.0 5.1 -3.7 -4.1 3.4 0.0 1.2 0.0 0.0 0.0 -3.0 -3.7 -0.5 -1.5 -0.2 [46] 0.3 1.7 2.1 4.8 5.1 6.9 6.4 2.6 -0.1 -2.1 4.4 3.1 0.1 2.5 0.0 > y [1] 0.3 -0.2 0.6 0.1 0.3 0.2 0.2 0.2 -0.1 0.1 0.1 -0.7 -0.2 -0.3 0.1 [16] 0.0 0.3 -0.5 0.7 0.5 0.4 0.1 -0.1 -0.4 0.0 0.0 0.2 0.0 0.2 0.5 [31] 1.1 0.3 0.1 1.2 0.5 -0.1 0.0 0.5 0.6 -0.3 0.2 0.3 0.2 0.5 0.4 [46] 0.6 1.3 1.0 0.0 0.3 0.1 0.2 0.5 -0.2 0.1 0.0 -0.1 0.4 0.6 -0.7 > postscript(file="/var/www/html/freestat/rcomp/tmp/1ioa61228770632.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 -0.144 -0.175 0.006 -0.064 -0.076 -0.231 -0.096 0.165 -0.113 -0.257 -0.123 -3 -2 -1 0 1 2 3 4 5 6 7 -0.133 0.046 -0.167 0.023 0.085 0.020 -0.017 0.264 0.273 0.187 -0.033 8 9 10 11 12 13 14 0.064 0.028 0.039 -0.077 0.059 -0.048 -0.081 > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/2v6gn1228770632.tab") > > system("convert tmp/1ioa61228770632.ps tmp/1ioa61228770632.png") > > > proc.time() user system elapsed 0.542 0.229 0.595