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Type 'q()' to quit R. > y <- c(87.00,96.30,107.1,115.2,106.1,89.50,91.30,97.60,100.7,104.6,94.70,101.8,102.5,105.3,110.3,109.8,117.3,118.8,131.3,125.9,133.1,147.0,145.8,164.4,149.8,137.7,151.7,156.8,180.0,180.4,170.4,191.6,199.5,218.2,217.5,205.0,194.0,199.3,219.3,211.1,215.2,240.2,242.2,240.7,255.4,253.0,218.2,203.7,205.6,215.6) > x <- c(17409,11514,31514,27071,29462,26105,22397,23843,21705,18089,20764,25316,17704,15548,28029,29383,36438,32034,22679,24319,18004,17537,20366,22782,19169,13807,29743,25591,29096,26482,22405,27044,17970,18730,19684,19785,18479,10698,31956,29506,34506,27165,26736,23691,18157,17328,18205,20995,17382,9367) > par7 = '0' > par6 = '1' > 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] 295 4034 -3485 2312 6976 5929 282 476 -3701 -552 -398 -2534 [13] 1465 -1741 1714 -3792 -7342 -5552 -274 2725 -34 1193 -682 -2997 [25] -690 -3109 2213 3915 5410 683 4331 -3353 187 -1402 -1479 1210 [37] -1097 -1331 > y [1] 9.3 10.8 8.1 -9.1 -16.6 1.8 6.3 3.1 3.9 -9.9 7.1 0.7 [13] 2.8 5.0 -0.5 7.5 1.5 12.5 -5.4 7.2 13.9 -1.2 18.6 -14.6 [25] -12.1 14.0 5.1 23.2 0.4 -10.0 21.2 7.9 18.7 -0.7 -12.5 -11.0 [37] 5.3 20.0 -8.2 4.1 25.0 2.0 -1.5 14.7 -2.4 -34.8 -14.5 1.9 [49] 10.0 > postscript(file="/var/www/html/rcomp/tmp/1rt9x1229527118.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 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 0.049 -0.011 -0.004 -0.054 0.038 0.003 -0.067 -0.190 -0.140 0.006 0.032 -1 0 1 2 3 4 5 6 7 8 9 0.114 -0.064 -0.168 0.108 0.028 0.024 0.044 -0.052 0.068 0.175 -0.048 10 11 12 -0.009 0.048 0.091 > 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/2cwgr1229527118.tab") > > system("convert tmp/1rt9x1229527118.ps tmp/1rt9x1229527118.png") > > > proc.time() user system elapsed 0.389 0.173 0.449