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Type 'q()' to quit R. > y <- c(2220.6,2161.5,1863.6,1955.1,1907.4,1889.4,2246.3,2213,1965,2285.6,1983.8,1872.4,2371.4,2287,2198.2,2330.4,2014.4,2066.1,2355.8,2232.5,2091.7,2376.5,1931.9,2025.7,2404.9,2316.1,2368.1,2282.5,2158.6,2174.8,2594.1,2281.4,2547.9,2606.3,2190.8,2262.3,2423.8,2520.4,2482.9,2215.9,2441.9,2333.8,2670.2,2431,2559.3,2661.4,2404.6,2378.3,2489.2,2941,2700.9,2335.6,2770,2764.2,2784.9,2898.8,2853.4,3022.6,2851.4,2630.8) > x <- c(16283.6,16726.5,14968.9,14861,14583.3,15305.8,17903.9,16379.4,15420.3,17870.5,15912.8,13866.5,17823.2,17872,17420.4,16704.4,15991.2,16583.6,19123.5,17838.7,17209.4,18586.5,16258.1,15141.6,19202.1,17746.5,19090.1,18040.3,17515.5,17751.8,21072.4,17170,19439.5,19795.4,17574.9,16165.4,19464.6,19932.1,19961.2,17343.4,18924.2,18574.1,21350.6,18594.6,19823.1,20844.4,19640.2,17735.4,19813.6,22160,20664.3,17877.4,21211.2,21423.1,21688.7,23243.2,21490.2,22925.8,23184.8,18562.2) > 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] 16282.6 16725.5 14967.9 14860.0 14582.3 15304.8 17902.9 16378.4 15419.3 [10] 17869.5 15911.8 13865.5 17822.2 17871.0 17419.4 16703.4 15990.2 16582.6 [19] 19122.5 17837.7 17208.4 18585.5 16257.1 15140.6 19201.1 17745.5 19089.1 [28] 18039.3 17514.5 17750.8 21071.4 17169.0 19438.5 19794.4 17573.9 16164.4 [37] 19463.6 19931.1 19960.2 17342.4 18923.2 18573.1 21349.6 18593.6 19822.1 [46] 20843.4 19639.2 17734.4 19812.6 22159.0 20663.3 17876.4 21210.2 21422.1 [55] 21687.7 23242.2 21489.2 22924.8 23183.8 18561.2 > y [1] 2219.6 2160.5 1862.6 1954.1 1906.4 1888.4 2245.3 2212.0 1964.0 2284.6 [11] 1982.8 1871.4 2370.4 2286.0 2197.2 2329.4 2013.4 2065.1 2354.8 2231.5 [21] 2090.7 2375.5 1930.9 2024.7 2403.9 2315.1 2367.1 2281.5 2157.6 2173.8 [31] 2593.1 2280.4 2546.9 2605.3 2189.8 2261.3 2422.8 2519.4 2481.9 2214.9 [41] 2440.9 2332.8 2669.2 2430.0 2558.3 2660.4 2403.6 2377.3 2488.2 2940.0 [51] 2699.9 2334.6 2769.0 2763.2 2783.9 2897.8 2852.4 3021.6 2850.4 2629.8 > postscript(file="/var/www/html/rcomp/tmp/1j1701229941887.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 0.180 0.238 0.405 0.280 0.200 0.317 0.387 0.394 0.481 0.456 0.500 0.594 0.544 -1 0 1 2 3 4 5 6 7 8 9 10 11 0.653 0.957 0.648 0.489 0.555 0.449 0.452 0.482 0.331 0.335 0.319 0.157 0.203 12 13 14 0.355 0.199 0.095 > 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/2zh0b1229941887.tab") > > system("convert tmp/1j1701229941887.ps tmp/1j1701229941887.png") > > > proc.time() user system elapsed 1.176 0.286 1.232