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Type 'q()' to quit R. > y <- c(97.4,97,105.4,102.7,98.1,104.5,87.4,89.9,109.8,111.7,98.6,96.9,95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1) > x <- c(82.7,88.9,105.9,100.8,94,105,58.5,87.6,113.1,112.5,89.6,74.5,82.7,90.1,109.4,96,89.2,109.1,49.1,92.9,107.7,103.5,91.1,79.8,71.9,82.9,90.1,100.7,90.7,108.8,44.1,93.6,107.4,96.5,93.6,76.5,76.7,84,103.3,88.5,99,105.9,44.7,94,107.1,104.8,102.5,77.7,85.2,91.3,106.5,92.4,97.5,107,51.1,98.6,102.2,114.3,99.4,72.5,92.3,99.4,85.9,109.4,97.6) > par7 = '0' > par6 = '0' > par5 = '-0.3' > 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] 81.7 87.9 104.9 99.8 93.0 104.0 57.5 86.6 112.1 111.5 88.6 73.5 [13] 81.7 89.1 108.4 95.0 88.2 108.1 48.1 91.9 106.7 102.5 90.1 78.8 [25] 70.9 81.9 89.1 99.7 89.7 107.8 43.1 92.6 106.4 95.5 92.6 75.5 [37] 75.7 83.0 102.3 87.5 98.0 104.9 43.7 93.0 106.1 103.8 101.5 76.7 [49] 84.2 90.3 105.5 91.4 96.5 106.0 50.1 97.6 101.2 113.3 98.4 71.5 [61] 91.3 98.4 84.9 108.4 96.6 > y [1] 2.489394 2.488352 2.509145 2.502703 2.491205 2.507022 2.461516 2.468862 [9] 2.519195 2.523375 2.492489 2.488090 2.483322 2.488352 2.525538 2.503188 [17] 2.489394 2.522721 2.461516 2.487828 2.528524 2.520304 2.505593 2.500016 [25] 2.481977 2.485456 2.507496 2.502946 2.491205 2.528100 2.441068 2.484925 [33] 2.526610 2.510314 2.516958 2.501730 2.493510 2.497788 2.531463 2.497788 [41] 2.519418 2.529579 2.455441 2.497290 2.529999 2.533534 2.525967 2.500997 [49] 2.510547 2.508910 2.538211 2.510780 2.518080 2.534970 2.476224 2.506309 [57] 2.525107 2.545300 2.526823 2.496038 2.521187 2.525752 2.519195 2.535174 [65] 2.517632 > postscript(file="/var/www/html/freestat/rcomp/tmp/1r2cu1229098351.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 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -0.189 -0.207 0.055 0.624 -0.139 -0.265 -0.149 -0.179 0.237 0.313 0.139 -4 -3 -2 -1 0 1 2 3 4 5 6 -0.181 -0.203 -0.272 0.127 0.856 -0.192 -0.259 -0.106 -0.187 0.310 0.320 7 8 9 10 11 12 13 14 15 0.090 -0.111 -0.177 -0.227 0.187 0.643 -0.147 -0.139 -0.110 > 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/2j77x1229098351.tab") > > system("convert tmp/1r2cu1229098351.ps tmp/1r2cu1229098351.png") > > > proc.time() user system elapsed 0.558 0.231 0.646