R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(108.9,110.5,111.0,110.7,110.0,111.4,107.7,110.4,110.5,106.4,107.5,108.8,107.1,107.9,107.2,106.3,106.7,105.4,109.4,106.7,105.2,107.0,105.4,106.1,105.8,104.2,102.7,102.7,104.9,102.3,104.0,101.2,102.2,101.4,101.1,97.2,99.7,99.4,98.0,103.1,99.4,100.8,96.4,99.7,100.9,101.3,102.6,105.6,107.2,104.0,108.7,104.9,105.3,105.0,106.1,103.7,102.1,97.2,99.5,102.9)
> x <- c(137.0,135.9,138.1,137.1,135.1,139.6,131.8,136.7,128.9,131.3,129.5,129.0,129.8,125.4,128.6,130.2,124.6,123.7,124.4,119.2,124.4,123.1,120.9,120.9,117.8,113.6,113.2,115.9,121.1,107.6,114.7,112.8,112.1,109.8,108.5,102.7,110.6,108.2,112.7,107.9,102.7,108.4,108.4,106.9,108.9,103.7,103.6,111.6,105.5,105.5,101.3,103.8,100.3,108.2,105.6,103.0,100.5,104.3,99.1,91.5)
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '1'
> par3 = '0'
> 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/
> #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] 136.0 134.9 137.1 136.1 134.1 138.6 130.8 135.7 127.9 130.3 128.5 128.0
[13] 128.8 124.4 127.6 129.2 123.6 122.7 123.4 118.2 123.4 122.1 119.9 119.9
[25] 116.8 112.6 112.2 114.9 120.1 106.6 113.7 111.8 111.1 108.8 107.5 101.7
[37] 109.6 107.2 111.7 106.9 101.7 107.4 107.4 105.9 107.9 102.7 102.6 110.6
[49] 104.5 104.5 100.3 102.8  99.3 107.2 104.6 102.0  99.5 103.3  98.1  90.5
> y
 [1] 107.9 109.5 110.0 109.7 109.0 110.4 106.7 109.4 109.5 105.4 106.5 107.8
[13] 106.1 106.9 106.2 105.3 105.7 104.4 108.4 105.7 104.2 106.0 104.4 105.1
[25] 104.8 103.2 101.7 101.7 103.9 101.3 103.0 100.2 101.2 100.4 100.1  96.2
[37]  98.7  98.4  97.0 102.1  98.4  99.8  95.4  98.7  99.9 100.3 101.6 104.6
[49] 106.2 103.0 107.7 103.9 104.3 104.0 105.1 102.7 101.1  96.2  98.5 101.9
> postscript(file="/var/www/html/freestat/rcomp/tmp/1v7xo1228827634.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    -3    -2 
0.092 0.154 0.195 0.251 0.260 0.329 0.374 0.441 0.480 0.509 0.534 0.622 0.657 
   -1     0     1     2     3     4     5     6     7     8     9    10    11 
0.712 0.746 0.704 0.689 0.617 0.579 0.535 0.520 0.514 0.497 0.470 0.504 0.429 
   12    13    14 
0.449 0.462 0.452 
> 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/2395n1228827635.tab") 
> 
> system("convert tmp/1v7xo1228827634.ps tmp/1v7xo1228827634.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.544   0.227   0.633