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Type 'q()' to quit R. > y <- c(7.6,7.7,7.6,8.2,8,8.1,8.3,8.2,8.1,7.7,7.6,7.7,8.2,8.4,8.4,8.6,8.4,8.5,8.7,8.7,8.6,7.4,7.3,7.4,9,9.2,9.2,8.5,8.3,8.3,8.6,8.6,8.5,8.1,8.1,8,8.6,8.7,8.7,8.6,8.4,8.4,8.7,8.7,8.5,8.3,8.3,8.3,8.1,8.2,8.1,8.1,7.9,7.7,8.1,8,7.7,7.8,7.6,7.4,7.7) > x <- c(15023.6,12083,15761.3,16943,15070.3,13659.6,14768.9,14725.1,15998.1,15370.6,14956.9,15469.7,15101.8,11703.7,16283.6,16726.5,14968.9,14861,14583.3,15305.8,17903.9,16379.4,15420.3,17870.5,15912.8,13866.5,17823.2,17872,17420.4,16704.4,15991.2,16583.6,19123.5,17838.7,17209.4,18586.5,16258.1,15141.6,19202.1,17746.5,19090.1,18040.3,17515.5,17751.8,21072.4,17170,19439.5,19795.4,17574.9,16165.4,19464.6,19932.1,19961.2,17343.4,18924.2,18574.1,21350.6,18840.1,20304.8,21132.4,19753.9) > par7 = '1' > 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] 78.2 -379.3 522.3 -216.5 -101.4 1201.4 -185.6 580.7 1905.8 1008.8 [11] 463.4 2400.8 811.0 2162.8 1539.6 1145.5 2451.5 1843.4 1407.9 1277.8 [21] 1219.6 1459.3 1789.1 716.0 345.3 1275.1 1378.9 -125.5 1669.7 1335.9 [31] 1524.3 1168.2 1948.9 -668.7 2230.1 1208.9 1316.8 1023.8 262.5 2185.6 [41] 871.1 -696.9 1408.7 822.3 278.2 1670.1 865.3 1337.0 2179.0 > y [1] 1.000000e-01 1.000000e-01 -4.000000e-01 0.000000e+00 0.000000e+00 [6] -1.776357e-15 1.000000e-01 0.000000e+00 -8.000000e-01 0.000000e+00 [11] 0.000000e+00 1.100000e+00 -1.776357e-15 0.000000e+00 -9.000000e-01 [16] 0.000000e+00 -1.000000e-01 1.000000e-01 0.000000e+00 0.000000e+00 [21] 8.000000e-01 1.000000e-01 -2.000000e-01 -1.000000e+00 -1.000000e-01 [26] 0.000000e+00 6.000000e-01 0.000000e+00 0.000000e+00 0.000000e+00 [31] 0.000000e+00 -1.000000e-01 2.000000e-01 0.000000e+00 1.000000e-01 [36] -8.000000e-01 0.000000e+00 -1.000000e-01 1.000000e-01 0.000000e+00 [41] -2.000000e-01 1.000000e-01 -1.000000e-01 -1.000000e-01 3.000000e-01 [46] -2.000000e-01 -2.000000e-01 5.000000e-01 > postscript(file="/var/www/html/rcomp/tmp/1ufdk1229606202.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 0.198 0.076 -0.039 -0.055 -0.033 0.106 -0.032 -0.169 -0.044 0.208 -0.170 -2 -1 0 1 2 3 4 5 6 7 8 0.247 -0.186 0.038 0.041 0.129 -0.114 0.048 0.048 0.091 -0.171 -0.002 9 10 11 12 13 -0.051 0.197 -0.006 -0.113 -0.030 > 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/2zf9l1229606202.tab") > > system("convert tmp/1ufdk1229606202.ps tmp/1ufdk1229606202.png") > > > proc.time() user system elapsed 0.383 0.193 0.491