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Type 'q()' to quit R. > y <- c(15,13,8,7,3,3,4,4,0,-4,-14,-18,-8,-1,1,2,0,1,0,-1,-3,-3,-3,-4,-8,-9,-13,-18,-11,-9,-10,-13,-11,-5,-15,-6,-6,-3,-1,-3,-4,-6,0,-4,-2,-2,-6,-7,-6,-6,-3,-2,-5,-11,-11,-11,-10,-14,-8,-9,-5,-1,-2,-5,-4,-6,-2,-2,-2,-2,2,1,-8,-1,1,-1,2,2,1,-1,-2,-2,-1,-8,-4,-6,-3,-3,-7,-9,-11,-13,-11,-9,-17,-22,-25) > x <- c(4.75,4.75,4.75,4.75,4.75,4.58,4.5,4.5,4.49,4.03,3.75,3.39,3.25,3.25,3.25,3.25,3.25,3.25,3.25,3.25,3.25,3.25,3.25,3.25,2.85,2.75,2.75,2.55,2.5,2.5,2.1,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2.21,2.25,2.25,2.45,2.5,2.5,2.64,2.75,2.93,3,3.17,3.25,3.39,3.5,3.5,3.65,3.75,3.75,3.9,4,4,4,4,4,4,4,4,4,4,4,4,4.18,4.25,4.25,3.97,3.42,3.34) > 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] 3.75 3.75 3.75 3.75 3.75 3.58 3.50 3.50 3.49 3.03 2.75 2.39 2.25 2.25 2.25 [16] 2.25 2.25 2.25 2.25 2.25 2.25 2.25 2.25 2.25 1.85 1.75 1.75 1.55 1.50 1.50 [31] 1.10 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 [46] 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 [61] 1.21 1.25 1.25 1.45 1.50 1.50 1.64 1.75 1.93 2.00 2.17 2.25 2.39 2.50 2.50 [76] 2.65 2.75 2.75 2.90 3.00 3.00 3.00 3.00 3.00 3.00 3.00 3.00 3.00 3.00 3.00 [91] 3.00 3.18 3.25 3.25 2.97 2.42 2.34 > y [1] 14 12 7 6 2 2 3 3 -1 -5 -15 -19 -9 -2 0 1 -1 0 -1 [20] -2 -4 -4 -4 -5 -9 -10 -14 -19 -12 -10 -11 -14 -12 -6 -16 -7 -7 -4 [39] -2 -4 -5 -7 -1 -5 -3 -3 -7 -8 -7 -7 -4 -3 -6 -12 -12 -12 -11 [58] -15 -9 -10 -6 -2 -3 -6 -5 -7 -3 -3 -3 -3 1 0 -9 -2 0 -2 [77] 1 1 0 -2 -3 -3 -2 -9 -5 -7 -4 -4 -8 -10 -12 -14 -12 -10 -18 [96] -23 -26 > postscript(file="/var/www/html/rcomp/tmp/12dh71229953859.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 -0.119 -0.093 -0.074 -0.065 -0.081 -0.118 -0.137 -0.136 -0.120 -0.084 -0.048 -5 -4 -3 -2 -1 0 1 2 3 4 5 -0.024 0.007 0.056 0.131 0.245 0.357 0.397 0.416 0.424 0.423 0.414 6 7 8 9 10 11 12 13 14 15 16 0.398 0.372 0.335 0.290 0.254 0.225 0.214 0.205 0.200 0.186 0.170 > 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/2lrpr1229953859.tab") > > system("convert tmp/12dh71229953859.ps tmp/12dh71229953859.png") > > > proc.time() user system elapsed 0.381 0.177 0.456