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Type 'q()' to quit R. > y <- c(118.3,127.3,112.3,114.9,108.2,105.4,122.1,113.5,110,125.3,114.3,115.6,127.1,123,122.2,126.4,112.7,105.8,120.9,116.3,115.7,127.9,108.3,121.1,128.6,123.1,127.7,126.6,118.4,110,129.6,115.8,125.9,128.4,114,125.6,128.5,136.6,133.1,124.6,123.5,117.2,135.5,124.8,127.8,133.1,125.7,128.4,131.9,146.3,140.6,129.5,132.4,125.9,126.9,135.8,129.5,130.2,133.8,123.3,140.6) > x <- c(8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8,6.9,6.8) > par7 = '1' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '1' > par2 = '2' > 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] 1.000000e-01 4.000000e-01 -3.552714e-15 3.000000e-01 3.000000e-01 [6] -1.000000e-01 -2.000000e-01 -6.000000e-01 -3.000000e-01 3.000000e-01 [11] 5.000000e-01 2.000000e-01 1.000000e-01 -4.000000e-01 1.776357e-15 [16] -1.000000e-01 0.000000e+00 4.000000e-01 -4.000000e-01 -1.776357e-15 [21] -4.000000e-01 3.000000e-01 1.000000e-01 2.000000e-01 -1.776357e-15 [26] -2.000000e-01 0.000000e+00 1.000000e-01 0.000000e+00 2.000000e-01 [31] -3.000000e-01 -2.000000e-01 5.000000e-01 -3.000000e-01 -2.000000e-01 [36] 5.000000e-01 -2.000000e-01 2.000000e-01 -2.000000e-01 -2.000000e-01 [41] 0.000000e+00 -1.000000e-01 2.000000e-01 6.000000e-01 -2.000000e-01 [46] 8.881784e-16 -1.000000e-01 > y [1] 8.8 -4.3 9.9 11.5 4.5 0.4 -1.2 2.8 5.7 2.6 -6.0 5.5 1.5 0.1 5.5 [16] 0.2 5.7 4.2 8.7 -0.5 10.2 0.5 5.7 4.5 -0.1 13.5 5.4 -2.0 5.1 7.2 [31] 5.9 9.0 1.9 4.7 11.7 2.8 3.4 9.7 7.5 4.9 8.9 8.7 -8.6 11.0 1.7 [46] -2.9 8.1 -5.1 8.7 > postscript(file="/var/www/html/rcomp/tmp/19vz61229596906.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 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -0.165 -0.034 0.107 -0.302 -0.018 0.233 -0.249 0.111 -0.083 -0.005 0.094 -2 -1 0 1 2 3 4 5 6 7 8 0.042 -0.006 -0.208 0.165 -0.032 0.113 -0.077 -0.198 0.181 0.121 -0.096 9 10 11 12 13 0.105 0.025 -0.183 0.200 -0.111 > 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/24wfj1229596906.tab") > > system("convert tmp/19vz61229596906.ps tmp/19vz61229596906.png") > > > proc.time() user system elapsed 0.394 0.178 0.457