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Type 'q()' to quit R. > y <- c(27,25,20,19,19,17,12,13,13,11,4,8,1,5,4,3,4,2,8,-2,1,0,1,7,1,0,-3,0,3,1,3,2,6,2,3,9,12,8,7,9,11,13,9,9,13,14,16,20,19,18,18,19,16,10,11,17,3,14,15,17,20,19,21,17,15,18,19,16,21,26,23,24,23,19,25,21,19,20,20,17,25,19,13,15,15,13,11,9,2,-2,-4,-2) > x <- c(25,27,25,23,24,24,26,25,24,24,22,22,22,27,24,24,22,23,25,23,21,21,22,20,22,22,20,21,20,21,21,21,19,21,21,22,19,24,22,22,22,24,22,23,24,21,20,22,23,23,22,20,21,21,20,20,17,18,19,19,20,21,20,21,19,22,20,18,16,17,18,19,18,20,21,18,19,19,19,21,19,19,17,16,16,17,16,15,16,16,16,18) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '0' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '0' > par2 = '0' > par1 = '1' > ylab = '' > xlab = '' > main = '' > #'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] 24 26 24 22 23 23 25 24 23 23 21 21 21 26 23 23 21 22 24 22 20 20 21 19 21 [26] 21 19 20 19 20 20 20 18 20 20 21 18 23 21 21 21 23 21 22 23 20 19 21 22 22 [51] 21 19 20 20 19 19 16 17 18 18 19 20 19 20 18 21 19 17 15 16 17 18 17 19 20 [76] 17 18 18 18 20 18 18 16 15 15 16 15 14 15 15 15 17 > y [1] 26 24 19 18 18 16 11 12 12 10 3 7 0 4 3 2 3 1 7 -3 0 -1 0 6 0 [26] -1 -4 -1 2 0 2 1 5 1 2 8 11 7 6 8 10 12 8 8 12 13 15 19 18 17 [51] 17 18 15 9 10 16 2 13 14 16 19 18 20 16 14 17 18 15 20 25 22 23 22 18 24 [76] 20 18 19 19 16 24 18 12 14 14 12 10 8 1 -3 -5 -3 > postscript(file="/var/www/html/freestat/rcomp/tmp/1l4sr1229611400.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 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -0.321 -0.347 -0.331 -0.370 -0.394 -0.352 -0.327 -0.326 -0.286 -0.228 -0.233 -5 -4 -3 -2 -1 0 1 2 3 4 5 -0.193 -0.175 -0.137 -0.121 -0.079 -0.035 -0.077 -0.131 -0.199 -0.218 -0.239 6 7 8 9 10 11 12 13 14 15 16 -0.279 -0.321 -0.325 -0.359 -0.360 -0.318 -0.292 -0.271 -0.286 -0.323 -0.324 > 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/2fdwd1229611400.tab") > > system("convert tmp/1l4sr1229611400.ps tmp/1l4sr1229611400.png") > > > proc.time() user system elapsed 0.550 0.227 0.786