R version 2.8.0 (2008-10-20)
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(99.5,93.5,104.6,95.3,102.8,103.3,100.2,107.9,107.5,119.8,112,102.1,105.3,101.3,108.4,107.4,109.1,109.5,111.4,110.1,117,129.6,113.5,113.3,110.1,107.4,110.1,112.5,106,117.6,117.8,113.5,121.2,130.4,115.2,117.9,110.7,107.6,124.3,115.1,112.5,127.9,117.4,119.3,130.4,126,125.4,130.5,115.9,108.7,124,119.4,118.6,131.3,111.1,124.8,132.3,126.7,131.7,130.9,122.1,113.2,133.6,119.2,129.4,131.4,117.1,130.5,132.3,140.8,137.5,128.6,126.7,120.8,139.3,128.6,131.3,136.3,128.8,133.2,136.3,151.1,145,134.4)
> x <- c(2648.9,2669.6,3042.3,2604.2,2732.1,2621.7,2483.7,2479.3,2684.6,2834.7,2566.1,2251.2,2350,2299.8,2542.8,2530.2,2508.1,2616.8,2534.1,2181.8,2578.9,2841.9,2529.9,2103.2,2326.2,2452.6,2782.1,2727.3,2648.2,2760.7,2613,2225.4,2713.9,2923.3,2707,2473.9,2521,2531.8,3068.8,2826.9,2674.2,2966.6,2798.8,2629.6,3124.6,3115.7,3083,2863.9,2728.7,2789.4,3225.7,3148.2,2836.5,3153.5,2656.9,2834.7,3172.5,2998.8,3103.1,2735.6,2818.1,2874.4,3438.5,2949.1,3306.8,3530,3003.8,3206.4,3514.6,3522.6,3525.5,2996.2,3231.1,3030,3541.7,3113.2,3390.8,3424.2,3079.8,3123.4,3317.1,3579.9,3317.9,2668.1)
> 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] 2647.9 2668.6 3041.3 2603.2 2731.1 2620.7 2482.7 2478.3 2683.6 2833.7
[11] 2565.1 2250.2 2349.0 2298.8 2541.8 2529.2 2507.1 2615.8 2533.1 2180.8
[21] 2577.9 2840.9 2528.9 2102.2 2325.2 2451.6 2781.1 2726.3 2647.2 2759.7
[31] 2612.0 2224.4 2712.9 2922.3 2706.0 2472.9 2520.0 2530.8 3067.8 2825.9
[41] 2673.2 2965.6 2797.8 2628.6 3123.6 3114.7 3082.0 2862.9 2727.7 2788.4
[51] 3224.7 3147.2 2835.5 3152.5 2655.9 2833.7 3171.5 2997.8 3102.1 2734.6
[61] 2817.1 2873.4 3437.5 2948.1 3305.8 3529.0 3002.8 3205.4 3513.6 3521.6
[71] 3524.5 2995.2 3230.1 3029.0 3540.7 3112.2 3389.8 3423.2 3078.8 3122.4
[81] 3316.1 3578.9 3316.9 2667.1
> y
 [1]  98.5  92.5 103.6  94.3 101.8 102.3  99.2 106.9 106.5 118.8 111.0 101.1
[13] 104.3 100.3 107.4 106.4 108.1 108.5 110.4 109.1 116.0 128.6 112.5 112.3
[25] 109.1 106.4 109.1 111.5 105.0 116.6 116.8 112.5 120.2 129.4 114.2 116.9
[37] 109.7 106.6 123.3 114.1 111.5 126.9 116.4 118.3 129.4 125.0 124.4 129.5
[49] 114.9 107.7 123.0 118.4 117.6 130.3 110.1 123.8 131.3 125.7 130.7 129.9
[61] 121.1 112.2 132.6 118.2 128.4 130.4 116.1 129.5 131.3 139.8 136.5 127.6
[73] 125.7 119.8 138.3 127.6 130.3 135.3 127.8 132.2 135.3 150.1 144.0 133.4
> postscript(file="/var/www/html/rcomp/tmp/1aaij1229017986.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 
0.180 0.237 0.323 0.365 0.496 0.361 0.241 0.388 0.380 0.473 0.553 0.540 0.464 
   -3    -2    -1     0     1     2     3     4     5     6     7     8     9 
0.529 0.556 0.609 0.793 0.522 0.427 0.537 0.472 0.584 0.609 0.531 0.476 0.499 
   10    11    12    13    14    15    16 
0.470 0.521 0.614 0.386 0.312 0.327 0.268 
> 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/26vv01229017986.tab") 
> 
> system("convert tmp/1aaij1229017986.ps tmp/1aaij1229017986.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.396   0.172   0.602