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Type 'q()' to quit R. > y <- c(6.4,6.8,7.5,7.5,7.6,7.6,7.4,7.3,7.1,6.9,6.8,7.5,7.6,7.8,8,8.1,8.2,8.3,8.2,8,7.9,7.6,7.6,8.2,8.3,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8) > x <- c(97.8,107.4,117.5,105.6,97.4,99.5,98,104.3,100.6,101.1,103.9,96.9,95.5,108.4,117,103.8,100.8,110.6,104,112.6,107.3,98.9,109.8,104.9,102.2,123.9,124.9,112.7,121.9,100.6,104.3,120.4,107.5,102.9,125.6,107.5,108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5,115.7,113.6,129.7,112,116.8,127,112.1,114.2,121.1,131.6,125,120.4,117.7,117.5,120.6,127.5,112.3,124.5,115.2) > 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] 96.8 106.4 116.5 104.6 96.4 98.5 97.0 103.3 99.6 100.1 102.9 95.9 [13] 94.5 107.4 116.0 102.8 99.8 109.6 103.0 111.6 106.3 97.9 108.8 103.9 [25] 101.2 122.9 123.9 111.7 120.9 99.6 103.3 119.4 106.5 101.9 124.6 106.5 [37] 107.8 127.4 120.1 118.5 127.7 107.7 104.5 118.8 110.3 109.6 119.1 96.5 [49] 106.7 126.3 116.2 118.8 115.2 110.0 111.4 129.6 108.1 117.8 122.9 100.6 [61] 111.8 127.0 128.6 124.8 118.5 114.7 112.6 128.7 111.0 115.8 126.0 111.1 [73] 113.2 120.1 130.6 124.0 119.4 116.7 116.5 119.6 126.5 111.3 123.5 114.2 > y [1] 5.4 5.8 6.5 6.5 6.6 6.6 6.4 6.3 6.1 5.9 5.8 6.5 6.6 6.8 7.0 7.1 7.2 7.3 7.2 [20] 7.0 6.9 6.6 6.6 7.2 7.3 7.4 7.4 7.4 7.6 7.9 7.8 7.3 6.5 6.2 6.5 7.8 8.3 8.3 [39] 7.7 7.2 7.3 7.5 7.6 7.6 7.2 7.1 7.0 7.6 7.7 7.8 7.5 7.4 7.5 7.7 7.7 7.6 7.5 [58] 7.3 7.1 7.2 7.1 7.1 6.9 6.9 6.9 7.0 7.0 6.9 7.0 6.7 6.2 6.5 6.3 6.0 6.0 6.0 [77] 6.2 6.3 6.1 5.8 5.6 5.2 5.2 5.8 > postscript(file="/var/www/html/rcomp/tmp/1m6ht1229160158.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 -0.193 -0.223 -0.236 -0.232 -0.210 -0.110 -0.051 -0.153 -0.275 -0.283 -0.214 -5 -4 -3 -2 -1 0 1 2 3 4 5 -0.102 0.013 0.003 -0.004 0.026 0.044 0.094 0.166 0.144 0.066 0.056 6 7 8 9 10 11 12 13 14 15 16 0.090 0.153 0.280 0.257 0.228 0.266 0.239 0.272 0.321 0.252 0.132 > 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/2ezhf1229160159.tab") > > system("convert tmp/1m6ht1229160158.ps tmp/1m6ht1229160158.png") > > > proc.time() user system elapsed 0.417 0.177 0.500