R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> 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 = '0'
> par5 = '1'
> par4 = '12'
> par3 = '0'
> 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] 5.3 5.1 5.1 5.3 5.3 5.0 5.2 5.4 5.8 6.5 6.5 6.6 6.6 6.4 6.3 6.1 5.9 5.8 6.5
[20] 6.6 6.8 7.0 7.1 7.2 7.3 7.2 7.0 6.9 6.6 6.6 7.2 7.3 7.4 7.4 7.4 7.6 7.9 7.8
[39] 7.3 6.5 6.2 6.5 7.8 8.3 8.3 7.7 7.2 7.3 7.5 7.6 7.6 7.2 7.1 7.0 7.6 7.7 7.8
[58] 7.5 7.4 7.5 7.7
> y
 [1] 100.7 100.9 101.0 101.2 101.4 101.6 101.6 101.5 101.5 101.6 101.7 101.9
[13] 102.1 102.2 102.2 102.0 101.8 101.6 101.4 101.2 100.9 100.6 100.3 100.2
[25] 110.7 110.4 110.1 110.1 110.3 110.9 111.4 111.9 112.0 112.0 111.7 111.4
[37] 111.3 111.5 111.8 112.2 113.0 113.9 114.6 114.5 114.0 113.9 114.2 114.4
[49] 114.0 113.6 113.5 113.4 112.9 112.2 111.7 111.6 111.5 111.3 111.0 110.7
[61] 118.2
> postscript(file="/var/www/html/rcomp/tmp/1dkih1229702268.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

  -14   -13   -12   -11   -10    -9    -8    -7    -6    -5    -4    -3    -2 
0.456 0.474 0.495 0.516 0.544 0.561 0.590 0.624 0.685 0.707 0.725 0.723 0.722 
   -1     0     1     2     3     4     5     6     7     8     9    10    11 
0.731 0.746 0.682 0.633 0.587 0.545 0.513 0.473 0.418 0.363 0.315 0.287 0.263 
   12    13    14 
0.234 0.189 0.135 
> 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/2f7mm1229702268.tab") 
> 
> system("convert tmp/1dkih1229702268.ps tmp/1dkih1229702268.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.384   0.192   0.461