R version 2.7.0 (2008-04-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> y <- c(100,100,100,100.1,100,100,99.8,100,99.9,99.2,98.7,98.7,98.9,99.2,99.8,100.5,100.1,100.5,98.4,98.6,99,99.1,98.9,98.5,96.9,96.8,97,97,96.9,97.1,97.2,97.9,98.9,99.2,99.5,99.3,99.9,100,100.3,100.5,100.7,100.9,100.8,100.9,101,100.3,100.1,99.8,99.9,99.9,100.2,99.7,100.4,100.9,101.3,101.4,101.3,100.9,100.9,100.9,101.1,101.1,101.3,101.8,102.9,103.2,103.3,104.5,105,104.9,104.9,105.4,106,105.7,105.9,106.2,106.4,106.9,107.3,107.9,109.2,110.2,110.2,110.5,110.6,110.8,111.3,111.1,111.2,111.2,111.1,111.5,112.1,111.4)
> x <- c(101.8,103.4,104.9,105.1,105.6,104.5,105.5,105.1,106.9,106.6,106.6,106.5,109.7,109.5,109.2,109.1,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109,109.2,113.3,112.3,112.3,116.3,118.3,119.4,119.4,119.4,120.1,121.7,123.7,123.7,128.5,127.1,122.6,119.8,122.7,123.4,123.8,121.8,121.2,121.2,121.2,121.2,129.6,131,131,129.8,129.8,134.9,131.2,127.1,130.5,130.5,131.7,131.7,131.7,131.7,128.7,125,124.5,123,122.8,123.1,124.8,126.9,131.7,136.8,143.7,150.1,152.7,152.6,150.5,154.9,158,158.1,160.6,160.6)
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '12'
> 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] 100.8 102.4 103.9 104.1 104.6 103.5 104.5 104.1 105.9 105.6 105.6 105.5
[13] 108.7 108.5 108.2 108.1 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0
[25] 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.0 108.2
[37] 112.3 111.3 111.3 115.3 117.3 118.4 118.4 118.4 119.1 120.7 122.7 122.7
[49] 127.5 126.1 121.6 118.8 121.7 122.4 122.8 120.8 120.2 120.2 120.2 120.2
[61] 128.6 130.0 130.0 128.8 128.8 133.9 130.2 126.1 129.5 129.5 130.7 130.7
[73] 130.7 130.7 127.7 124.0 123.5 122.0 121.8 122.1 123.8 125.9 130.7 135.8
[85] 142.7 149.1 151.7 151.6 149.5 153.9 157.0 157.1 159.6 159.6
> y
 [1]  99.0  99.0  99.0  99.1  99.0  99.0  98.8  99.0  98.9  98.2  97.7  97.7
[13]  97.9  98.2  98.8  99.5  99.1  99.5  97.4  97.6  98.0  98.1  97.9  97.5
[25]  95.9  95.8  96.0  96.0  95.9  96.1  96.2  96.9  97.9  98.2  98.5  98.3
[37]  98.9  99.0  99.3  99.5  99.7  99.9  99.8  99.9 100.0  99.3  99.1  98.8
[49]  98.9  98.9  99.2  98.7  99.4  99.9 100.3 100.4 100.3  99.9  99.9  99.9
[61] 100.1 100.1 100.3 100.8 101.9 102.2 102.3 103.5 104.0 103.9 103.9 104.4
[73] 105.0 104.7 104.9 105.2 105.4 105.9 106.3 106.9 108.2 109.2 109.2 109.5
[85] 109.6 109.8 110.3 110.1 110.2 110.2 110.1 110.5 111.1 110.4
> postscript(file="/var/www/html/rcomp/tmp/1o3v11228934918.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

  -16   -15   -14   -13   -12   -11   -10    -9    -8    -7    -6    -5    -4 
0.460 0.451 0.443 0.441 0.443 0.453 0.471 0.498 0.533 0.572 0.608 0.641 0.682 
   -3    -2    -1     0     1     2     3     4     5     6     7     8     9 
0.726 0.771 0.818 0.864 0.841 0.810 0.783 0.757 0.725 0.688 0.648 0.605 0.562 
   10    11    12    13    14    15    16 
0.518 0.473 0.428 0.384 0.345 0.314 0.286 
> 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/27kds1228934918.tab") 
> 
> system("convert tmp/1o3v11228934918.ps tmp/1o3v11228934918.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.162   0.296   1.235