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Type 'q()' to quit R. > y <- c(544.5,619.8,777.6,640.4,633,722,860.1,495.1,692.8,766.7,648.5,640,681.6,752.5,1031.7,685.5,887.6,655.4,944.2,626.6,1221.8,939.6,886.6,811.3,774.7,910.6,911.6,697.7,829.8,824.3,885.6,538.9,686,878.7,812.7,640.4,773.9,795.9,836.3,876.1,851.7,692.4,877.3,536.8,705.9,951,755.7,695.5,744.8,672.1,666.6,760.8,756,604.4,883.9,527.9,756.2,812.9,655.6,707.6) > x <- c(1.1608,1.1208,1.0883,1.0704,1.0628,1.0378,1.0353,1.0604,1.0501,1.0706,1.0338,1.011,1.0137,0.9834,0.9643,0.947,0.906,0.9492,0.9397,0.9041,0.8721,0.8552,0.8564,0.8973,0.9383,0.9217,0.9095,0.892,0.8742,0.8532,0.8607,0.9005,0.9111,0.9059,0.8883,0.8924,0.8833,0.87,0.8758,0.8858,0.917,0.9554,0.9922,0.9778,0.9808,0.9811,1.0014,1.0183,1.0622,1.0773,1.0807,1.0848,1.1582,1.1663,1.1372,1.1139,1.1222,1.1692,1.1702,1.2286) > par7 = '1' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '0' > par2 = '1' > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > 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) x <- diff(y,lag=par4,difference=par7) > x [1] -4.4 121.4 -209.0 209.5 -321.2 150.7 47.4 397.5 -356.1 65.2 [11] -66.8 -78.2 65.0 -278.2 132.3 -70.0 226.7 -227.5 -29.1 -448.1 [21] 474.9 -13.0 -97.0 170.1 -113.9 39.4 253.7 -156.5 -153.8 123.6 [31] 6.2 22.0 52.4 -129.3 112.1 -84.2 -94.7 -45.9 54.4 19.6 [41] 7.7 94.6 -15.5 59.2 -188.4 38.0 112.2 > y [1] 75.3 157.8 -137.2 -7.4 89.0 138.1 -365.0 197.7 73.9 -118.2 [11] -8.5 41.6 70.9 279.2 -346.2 202.1 -232.2 288.8 -317.6 595.2 [21] -282.2 -53.0 -75.3 -36.6 135.9 1.0 -213.9 132.1 -5.5 61.3 [31] -346.7 147.1 192.7 -66.0 -172.3 133.5 22.0 40.4 39.8 -24.4 [41] -159.3 184.9 -340.5 169.1 245.1 -195.3 -60.2 49.3 -72.7 -5.5 [51] 94.2 -4.8 -151.6 279.5 -356.0 228.3 56.7 -157.3 52.0 > postscript(file="/var/www/html/rcomp/tmp/1ofzy1230128457.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 -0.222 0.440 -0.260 0.134 -0.096 -0.008 0.004 0.041 0.005 -0.099 0.155 -2 -1 0 1 2 3 4 5 6 7 8 -0.120 0.245 -0.430 0.144 0.038 0.087 -0.112 0.063 -0.125 0.184 -0.071 9 10 11 12 13 -0.044 0.047 0.016 -0.128 0.197 > 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/2chf81230128457.tab") > > system("convert tmp/1ofzy1230128457.ps tmp/1ofzy1230128457.png") > > > proc.time() user system elapsed 0.387 0.192 0.459