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

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> y <- c(9.9,9.8,9.4,8.3,8,8.5,10.4,11.1,10.9,9.9,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9,9,9,9.8,10,9.9,9.3,9,9,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.8,7.9,7.9,8)
> x <- c(8.2,8,7.5,6.8,6.5,6.6,7.6,8,8,7.7,7.5,7.6,7.7,7.9,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.1,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.7,6.4,6.3,6.2,6.5)
> par7 = '2'
> par6 = '2'
> 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] -0.2 -0.5 -0.7 -0.3  0.1  1.0  0.4  0.0 -0.3 -0.2  0.1  0.1  0.2 -0.1 -0.3
[16]  0.0 -0.4  0.4  0.0  0.1  0.1  0.0  0.2  0.2  0.1  0.0 -0.1 -0.2 -0.6 -0.4
[31] -0.3  0.1  0.2  0.1  0.1  0.1 -0.1 -0.2  0.1 -0.2 -0.4  0.3  0.0 -0.3 -0.1
[46] -0.1  0.3
> y
 [1] -1.000000e-01 -1.000000e-01  6.000000e-01  2.000000e-01  2.000000e-01
 [6] -5.329071e-15 -6.000000e-01 -3.000000e-01  2.000000e-01 -1.776357e-15
[11]  4.000000e-01 -1.000000e-01  2.000000e-01 -2.000000e-01 -7.000000e-01
[16]  2.000000e-01 -1.776357e-15 -1.000000e-01  3.000000e-01  9.000000e-01
[21] -5.000000e-01  0.000000e+00
> postscript(file="/var/www/html/rcomp/tmp/1552b1229005431.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

   -10     -9     -8     -7     -6     -5     -4     -3     -2     -1      0 
-0.103 -0.293 -0.251  0.056  0.156  0.260  0.255 -0.134 -0.232 -0.425 -0.137 
     1      2      3      4      5      6      7      8      9     10 
 0.115  0.404  0.203 -0.102 -0.125 -0.250  0.091  0.104  0.118  0.064 
> 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/2cang1229005431.tab") 
> 
> system("convert tmp/1552b1229005431.ps tmp/1552b1229005431.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.175   0.284   1.227