R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(9.4,9.5,9.1,9,9.3,9.9,9.8,9.4,8.3,8,8.5,10.4,11.1,10.9,9.9,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9,9,9,9.8,10,9.9,9.3,9,9,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.8,7.9,7.9,8,7.9,7.5,7.2,6.9,6.6,6.7,7.3)
> x <- c(7.5,7.6,7.9,7.9,8.1,8.2,8,7.5,6.8,6.5,6.6,7.6,8,8,7.7,7.5,7.6,7.7,7.9,7.8,7.5,7.5,7.1,7.5,7.5,7.6,7.7,7.7,7.9,8.1,8.2,8.2,8.1,7.9,7.3,6.9,6.6,6.7,6.9,7,7.1,7.2,7.1,6.9,7,6.8,6.4,6.7,6.7,6.4,6.3,6.2,6.5,6.8,6.8,6.5,6.3,5.9,5.9,6.4)
> 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: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> 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) x <- diff(y,lag=par4,difference=par7)
> x
 [1] 6.5 6.6 6.9 6.9 7.1 7.2 7.0 6.5 5.8 5.5 5.6 6.6 7.0 7.0 6.7 6.5 6.6 6.7 6.9
[20] 6.8 6.5 6.5 6.1 6.5 6.5 6.6 6.7 6.7 6.9 7.1 7.2 7.2 7.1 6.9 6.3 5.9 5.6 5.7
[39] 5.9 6.0 6.1 6.2 6.1 5.9 6.0 5.8 5.4 5.7 5.7 5.4 5.3 5.2 5.5 5.8 5.8 5.5 5.3
[58] 4.9 4.9 5.4
> y
 [1]  8.4  8.5  8.1  8.0  8.3  8.9  8.8  8.4  7.3  7.0  7.5  9.4 10.1  9.9  8.9
[16]  8.2  8.2  8.5  8.6  8.5  8.1  7.9  8.0  9.1  9.3  9.2  8.6  8.2  8.3  8.4
[31]  8.4  8.2  8.0  8.0  8.0  8.8  9.0  8.9  8.3  8.0  8.0  8.1  8.1  8.1  8.2
[46]  7.8  7.3  7.4  7.1  6.8  6.9  6.9  7.0  6.9  6.5  6.2  5.9  5.6  5.7  6.3
> postscript(file="/var/www/html/rcomp/tmp/13ex81229459088.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> (r <- ccf(x,y,main='Cross Correlation Function',xlab='Lag (k)'))

Autocorrelations of series 'X', by lag

  -14   -13   -12   -11   -10    -9    -8    -7    -6    -5    -4    -3    -2 
0.175 0.307 0.421 0.459 0.464 0.479 0.522 0.564 0.543 0.464 0.378 0.367 0.469 
   -1     0     1     2     3     4     5     6     7     8     9    10    11 
0.625 0.741 0.685 0.549 0.427 0.382 0.388 0.386 0.333 0.236 0.139 0.083 0.062 
   12    13    14 
0.067 0.045 0.021 
> 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/2l26u1229459088.tab") 
> 
> system("convert tmp/13ex81229459088.ps tmp/13ex81229459088.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.400   0.172   0.463