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(1721,1476,1842,2171,1670,1540,1266,897,1266,1519,1074,1435,1385,1440,1883,1822,1661,1774,1133,1361,1688,2216,2896,1382,1330,1419,1662,2040,2126,1649,1610,1952,2102,1749,2091,3036,2414,2097,2705,2431,4192,3990,2854,1966,2431,2763,2831,2023,2934,2489,3252,3018,3193,3976,2584,2512,2169,2504,1843,1408,2179,3690,2372,2494,3872,2786,2312,1599,3167,3433,2648,1978,1947,3113,2856,3174,3507,4174,2978,4428,2832,2930,3681,3253,1660,2208,3139,3409,3445,2410,3262,2897,2526,3982,4097,3403,3362,2708,3129,3550,2696,2885,2945,3600,3808,3671,4005)
> x <- c(0.44,0.09,0.2,0.82,0.5,0.2,1,0.47,0.49,0.82,0.39,0.6,0.59,0.72,0.97,0.58,0.27,0.84,0.51,0.13,0.65,0.51,1.06,0.81,0.54,0.85,0.93,0.29,1.01,0.65,0.88,0.45,0.74,1.08,0.27,0.24,0.27,0.25,0.69,0.73,1.04,1.04,0.3,0.59,0.72,0.22,1.12,0.93,0.99,0.56,1,0.57,1,0.97,0.3,0.45,0.73,1.13,0.65,0.64,0.68,0.41,0.98,0.3,0.37,1.12,0.4,0.5,1.23,0.94,1.08,1.12,0.83,1.22,0.55,0.38,1.26,0.49,1.13,1.07,0.86,0.94,0.45,0.66,0.71,0.54,0.9,1.23,0.46,1.33,0.64,0.9,0.5,1.37,0.96,0.62,1.24,1.1,0.86,1.2,0.77,0.67,1.05,1.32,0.6,1.31,1.41)
> 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] -0.56 -0.91 -0.80 -0.18 -0.50 -0.80  0.00 -0.53 -0.51 -0.18 -0.61 -0.40
 [13] -0.41 -0.28 -0.03 -0.42 -0.73 -0.16 -0.49 -0.87 -0.35 -0.49  0.06 -0.19
 [25] -0.46 -0.15 -0.07 -0.71  0.01 -0.35 -0.12 -0.55 -0.26  0.08 -0.73 -0.76
 [37] -0.73 -0.75 -0.31 -0.27  0.04  0.04 -0.70 -0.41 -0.28 -0.78  0.12 -0.07
 [49] -0.01 -0.44  0.00 -0.43  0.00 -0.03 -0.70 -0.55 -0.27  0.13 -0.35 -0.36
 [61] -0.32 -0.59 -0.02 -0.70 -0.63  0.12 -0.60 -0.50  0.23 -0.06  0.08  0.12
 [73] -0.17  0.22 -0.45 -0.62  0.26 -0.51  0.13  0.07 -0.14 -0.06 -0.55 -0.34
 [85] -0.29 -0.46 -0.10  0.23 -0.54  0.33 -0.36 -0.10 -0.50  0.37 -0.04 -0.38
 [97]  0.24  0.10 -0.14  0.20 -0.23 -0.33  0.05  0.32 -0.40  0.31  0.41
> y
  [1] 1720 1475 1841 2170 1669 1539 1265  896 1265 1518 1073 1434 1384 1439 1882
 [16] 1821 1660 1773 1132 1360 1687 2215 2895 1381 1329 1418 1661 2039 2125 1648
 [31] 1609 1951 2101 1748 2090 3035 2413 2096 2704 2430 4191 3989 2853 1965 2430
 [46] 2762 2830 2022 2933 2488 3251 3017 3192 3975 2583 2511 2168 2503 1842 1407
 [61] 2178 3689 2371 2493 3871 2785 2311 1598 3166 3432 2647 1977 1946 3112 2855
 [76] 3173 3506 4173 2977 4427 2831 2929 3680 3252 1659 2207 3138 3408 3444 2409
 [91] 3261 2896 2525 3981 4096 3402 3361 2707 3128 3549 2695 2884 2944 3599 3807
[106] 3670 4004
> postscript(file="/var/www/html/freestat/rcomp/tmp/1g3ol1229549504.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

  -17   -16   -15   -14   -13   -12   -11   -10    -9    -8    -7    -6    -5 
0.180 0.041 0.117 0.116 0.124 0.214 0.154 0.172 0.244 0.258 0.305 0.225 0.217 
   -4    -3    -2    -1     0     1     2     3     4     5     6     7     8 
0.219 0.219 0.204 0.288 0.393 0.305 0.185 0.223 0.268 0.184 0.226 0.259 0.248 
    9    10    11    12    13    14    15    16    17 
0.174 0.213 0.220 0.306 0.054 0.063 0.151 0.184 0.239 
> 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/2rbua1229549504.tab") 
> 
> system("convert tmp/1g3ol1229549504.ps tmp/1g3ol1229549504.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.552   0.222   0.611