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Type 'q()' to quit R. > y <- c(101.7,101.9,102,102.2,102.4,102.6,102.6,102.5,102.5,102.6,102.7,102.9,103.1,103.2,103.2,103,102.8,102.6,102.4,102.2,101.9,101.6,101.3,101.2,111.7,111.4,111.1,111.1,111.3,111.9,112.4,112.9,113,113,112.7,112.4,112.3,112.5,112.8,113.2,114,114.9,115.6,115.5,115,114.9,115.2,115.4,115,114.6,114.5,114.4,113.9,113.2,112.7,112.6,112.5,112.3,112,111.7,119.2) > x <- c(6.3,6.1,6.1,6.3,6.3,6,6.2,6.4,6.8,7.5,7.5,7.6,7.6,7.4,7.3,7.1,6.9,6.8,7.5,7.6,7.8,8,8.1,8.2,8.3,8.2,8,7.9,7.6,7.6,8.2,8.3,8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7) > par7 = '0' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '1' > par2 = '1' > 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] 8.881784e-16 -1.000000e-01 -4.000000e-01 -2.000000e-01 2.000000e-01 [6] 5.000000e-01 -1.000000e-01 -2.000000e-01 -5.000000e-01 1.000000e-01 [11] 0.000000e+00 1.000000e-01 1.000000e-01 -1.000000e-01 1.000000e-01 [16] -1.000000e-01 1.000000e-01 -1.000000e-01 1.776357e-15 -1.000000e-01 [21] -2.000000e-01 -1.000000e-01 1.000000e-01 2.000000e-01 1.776357e-15 [26] -3.000000e-01 -7.000000e-01 8.881784e-16 3.000000e-01 7.000000e-01 [31] 4.000000e-01 -1.000000e-01 -6.000000e-01 -5.000000e-01 -1.000000e-01 [36] -1.000000e-01 2.000000e-01 5.000000e-01 4.000000e-01 2.000000e-01 [41] -4.000000e-01 -7.000000e-01 -4.000000e-01 1.000000e-01 3.000000e-01 [46] 4.000000e-01 -1.776357e-15 0.000000e+00 > y [1] 0.2 0.1 0.2 0.2 0.2 0.0 -0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.0 -0.2 [16] -0.2 -0.2 -0.2 -0.2 -0.3 -0.3 -0.3 -0.1 10.5 -0.3 -0.3 0.0 0.2 0.6 0.5 [31] 0.5 0.1 0.0 -0.3 -0.3 -0.1 0.2 0.3 0.4 0.8 0.9 0.7 -0.1 -0.5 -0.1 [46] 0.3 0.2 -0.4 -0.4 -0.1 -0.1 -0.5 -0.7 -0.5 -0.1 -0.1 -0.2 -0.3 -0.3 7.5 > postscript(file="/var/www/html/rcomp/tmp/1k6id1229700770.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 -0.010 0.091 0.111 -0.004 0.061 -0.049 0.046 -0.058 -0.026 -0.069 -0.070 -2 -1 0 1 2 3 4 5 6 7 8 0.013 0.126 0.142 0.013 -0.168 -0.376 -0.039 0.136 0.368 0.254 0.013 9 10 11 12 13 -0.249 -0.232 -0.063 -0.075 0.067 > 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/2zrls1229700770.tab") > > system("convert tmp/1k6id1229700770.ps tmp/1k6id1229700770.png") > > > proc.time() user system elapsed 0.394 0.175 0.489