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Type 'q()' to quit R. > y <- c(119.5,125,145,105.3,116.9,120.1,88.9,78.4,114.6,113.3,117,99.6,99.4,101.9,115.2,108.5,113.8,121,92.2,90.2,101.5,126.6,93.9,89.8,93.4,101.5,110.4,105.9,108.4,113.9,86.1,69.4,101.2,100.5,98,106.6,90.1,96.9,125.9,112,100,123.9,79.8,83.4,113.6,112.9,104,109.9,99,106.3,128.9,111.1,102.9,130,87,87.5,117.6,103.4,110.8,112.6,102.5,112.4,135.6,105.1,127.7,137,91,90.5,122.4,123.3,124.3,120,118.1,119,142.7,123.6,129.6,151.6,110.4,99.2,130.5,136.2,129.7,128) > x <- c(98.6,98,106.8,96.6,100.1,107.7,91.5,97.8,107.4,117.5,105.6,97.4,99.5,98,104.3,100.6,101.1,103.9,96.9,95.5,108.4,117,103.8,100.8,110.6,104,112.6,107.3,98.9,109.8,104.9,102.2,123.9,124.9,112.7,121.9,100.6,104.3,120.4,107.5,102.9,125.6,107.5,108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5,115.7,113.6,129.7,112,116.8,127,112.1,114.2,121.1,131.6,125,120.4) > par7 = '1' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '1' > 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] 0.9 0.0 -2.5 4.0 1.0 -3.8 5.4 -2.3 1.0 -0.5 -1.8 3.4 [13] 11.1 6.0 8.3 6.7 -2.2 5.9 8.0 6.7 15.5 7.9 8.9 21.1 [25] -10.0 0.3 7.8 0.2 4.0 15.8 2.6 6.6 4.5 -3.8 6.8 6.8 [37] 8.1 1.2 -0.6 3.8 7.7 -5.5 -10.0 -1.1 -1.1 -3.9 0.3 -12.5 [49] 2.3 6.9 10.8 -2.2 8.2 3.8 4.1 5.1 0.7 12.4 6.0 3.3 [61] 4.7 1.2 -0.9 2.9 -2.0 3.1 10.5 1.4 -6.9 2.0 -0.8 0.9 > y [1] -20.1 -23.1 -29.8 3.2 -3.1 0.9 3.3 11.8 -13.1 13.3 -23.1 -9.8 [13] -6.0 -0.4 -4.8 -2.6 -5.4 -7.1 -6.1 -20.8 -0.3 -26.1 4.1 16.8 [25] -3.3 -4.6 15.5 6.1 -8.4 10.0 -6.3 14.0 12.4 12.4 6.0 3.3 [37] 8.9 9.4 3.0 -0.9 2.9 6.1 7.2 4.1 4.0 -9.5 6.8 2.7 [49] 3.5 6.1 6.7 -6.0 24.8 7.0 4.0 3.0 4.8 19.9 13.5 7.4 [61] 15.6 6.6 7.1 18.5 1.9 14.6 19.4 8.7 8.1 12.9 5.4 8.0 > postscript(file="/var/www/html/rcomp/tmp/1fjnn1229179932.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 -0.044 0.142 0.040 0.127 0.093 0.003 0.094 0.111 -0.117 0.098 -0.075 -4 -3 -2 -1 0 1 2 3 4 5 6 0.020 0.209 -0.053 -0.091 0.190 -0.254 -0.214 0.108 -0.241 -0.037 0.012 7 8 9 10 11 12 13 14 15 -0.118 -0.053 -0.098 -0.383 -0.240 -0.267 -0.169 0.077 -0.267 > 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/2c84e1229179932.tab") > > system("convert tmp/1fjnn1229179932.ps tmp/1fjnn1229179932.png") > > > proc.time() user system elapsed 0.411 0.182 0.937