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Type 'q()' to quit R. > y <- c(92,95.9,108.8,103.4,102.1,110.1,83.2,82.7,106.8,113.7,102.5,96.6,92.1,95.6,102.3,98.6,98.2,104.5,84,73.8,103.9,106,97.2,102.6,89,93.8,116.7,106.8,98.5,118.7,90,91.9,113.3,113.1,104.1,108.7,96.7,101,116.9,105.8,99,129.4,83,88.9,115.9,104.2,113.4,112.2,100.8,107.3,126.6,102.9,117.9,128.8,87.5,93.8,122.7,126.2,124.6,116.7,115.2,111.1,129.9,113.3,118.5,137.9,103.6,101.7,127.4,137.5,128.3,118.2,117.1) > x <- c(100.8,105.3,116.1,112.8,114.5,117.2,77.1,80.1,120.3,133.4,109.4,93.2,91.2,99.2,108.2,101.5,106.9,104.4,77.9,60,99.5,95,105.6,102.5,93.3,97.3,127,111.7,96.4,133,72.2,95.8,124.1,127.6,110.7,104.6,112.7,115.3,139.4,119,97.4,154,81.5,88.8,127.7,105.1,114.9,106.4,104.5,121.6,141.4,99,126.7,134.1,81.3,88.6,132.7,132.9,134.4,103.7,119.7,115,132.9,108.5,113.9,142,97.7,92.2,128.8,134.9,128.2,114.8,117.9) > 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] -9.6 -6.1 -7.9 -11.3 -7.6 -12.8 0.8 -20.1 -20.8 -38.4 -3.8 9.3 [13] 2.1 -1.9 18.8 10.2 -10.5 28.6 -5.7 35.8 24.6 32.6 5.1 2.1 [25] 19.4 18.0 12.4 7.3 1.0 21.0 9.3 -7.0 3.6 -22.5 4.2 1.8 [37] -8.2 6.3 2.0 -20.0 29.3 -19.9 -0.2 -0.2 5.0 27.8 19.5 -2.7 [49] 15.2 -6.6 -8.5 9.5 -12.8 7.9 16.4 3.6 -3.9 2.0 -6.2 11.1 [61] -1.8 > y [1] 0.1 -0.3 -6.5 -4.8 -3.9 -5.6 0.8 -8.9 -2.9 -7.7 -5.3 6.0 -3.1 -1.8 14.4 [16] 8.2 0.3 14.2 6.0 18.1 9.4 7.1 6.9 6.1 7.7 7.2 0.2 -1.0 0.5 10.7 [31] -7.0 -3.0 2.6 -8.9 9.3 3.5 4.1 6.3 9.7 -2.9 18.9 -0.6 4.5 4.9 6.8 [46] 22.0 11.2 4.5 14.4 3.8 3.3 10.4 0.6 9.1 16.1 7.9 4.7 11.3 3.7 1.5 [61] 1.9 > postscript(file="/var/www/html/freestat/rcomp/tmp/11rwm1228844281.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 -0.165 -0.187 -0.316 -0.106 -0.159 -0.097 0.122 -0.160 -0.014 0.122 0.037 -3 -2 -1 0 1 2 3 4 5 6 7 0.275 0.239 0.086 0.783 0.183 0.322 0.316 0.074 0.239 0.347 -0.040 8 9 10 11 12 13 14 0.157 -0.020 -0.138 0.011 -0.356 -0.198 -0.246 > 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/280th1228844282.tab") > > system("convert tmp/11rwm1228844281.ps tmp/11rwm1228844281.png") > > > proc.time() user system elapsed 0.545 0.217 0.729