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Type 'q()' to quit R. > y <- c(72.5,72.0,98.8,75.2,81.2,88.0,54.6,68.6,101.5,93.4,84.5,91.4,64.5,64.5,117.3,73.5,79.7,102.6,57.9,73.1,102.4,82.3,89.1,84.7,81.4,67.5,113.9,83.8,73.9,103.9,67.9,62.5,125.4,79.1,106.3,96.2,94.3,85.6,117.4,88.5,124.2,119.3,76.8,70.6,122.1,109.5,119.9,102.3,79.6,78.2,103.6,77.8,99.1,105.7,84.1,88.7,108.0,98.1,101.0,82.0) > x <- c(93.0,99.2,112.2,112.1,103.3,108.2,90.4,72.8,111.0,117.9,111.3,110.5,94.8,100.4,132.1,114.6,101.9,130.2,84.0,86.4,122.3,120.9,110.2,112.6,102.0,105.0,130.5,115.5,103.7,130.9,89.1,93.8,123.8,111.9,118.3,116.9,103.6,116.6,141.3,107.0,125.2,136.4,91.6,95.3,132.3,130.6,131.9,118.6,114.3,111.3,126.5,112.1,119.3,142.4,101.1,97.4,129.1,136.9,129.8,123.9) > par7 = '1' > par6 = '0' > par5 = '-1.6' > par4 = '12' > par3 = '1' > par2 = '0' > par1 = '2.0' > #'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] 169.020 119.760 2430.785 283.375 -143.640 2622.400 -558.080 [8] 1082.560 1318.145 358.200 -121.825 234.255 708.480 472.420 [15] -210.080 103.545 185.040 91.385 441.405 666.740 184.575 [22] -1047.600 925.425 493.425 164.480 1285.280 1467.720 -945.625 [29] 2460.675 735.075 225.875 141.825 1088.425 2267.375 1701.360 [36] 200.175 1165.765 -603.935 -1981.720 558.705 -721.275 836.400 [43] 915.325 202.335 -418.240 842.625 -274.785 642.625 > y [1] -1.357090e-04 -1.283639e-04 9.654531e-05 -2.318499e-05 -1.666412e-05 [6] 1.053655e-04 9.306333e-05 6.966466e-05 5.400686e-06 -9.869699e-05 [11] 4.198386e-05 -5.898749e-05 2.472712e-04 5.580294e-05 -1.472092e-05 [16] 1.221608e-04 -7.285436e-05 7.548420e-06 2.127175e-04 -1.854648e-04 [21] 1.051256e-04 -3.528135e-05 1.167005e-04 9.479363e-05 1.149538e-04 [26] 2.338612e-04 1.513716e-05 4.374601e-05 3.610116e-04 7.359137e-05 [31] 1.310442e-04 1.481883e-04 -1.196787e-05 2.327995e-04 6.265990e-05 [36] 3.930706e-05 -1.349196e-04 -7.871867e-05 -6.757470e-05 -1.097874e-04 [41] -1.212988e-04 -6.353634e-05 8.134880e-05 2.105717e-04 -6.215309e-05 [46] -6.559003e-05 -9.315561e-05 -1.614652e-04 > postscript(file="/var/www/html/rcomp/tmp/1vkyq1229690433.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 -0.031 -0.283 -0.209 0.151 0.056 -0.059 -0.001 -0.145 0.039 -0.196 0.045 -2 -1 0 1 2 3 4 5 6 7 8 0.108 0.056 0.400 0.118 0.046 0.130 0.020 0.049 0.122 -0.139 0.175 9 10 11 12 13 -0.224 -0.007 0.072 -0.125 -0.064 > 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/269ug1229690433.tab") > > system("convert tmp/1vkyq1229690433.ps tmp/1vkyq1229690433.png") > > > proc.time() user system elapsed 0.406 0.177 0.507