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Type 'q()' to quit R. > y <- c(-12.7,-2.4,7.1,-3.9,9.5,5,-16.1,-10.8,7,13.6,8.1,-8.1,4.9,-0.8,4.3,4,1.5,5.4,-11.3,-16.4,-2,8.9,-7.2,-18,1.3,6.3,-6,2.8,2,5.1,-7.6,-18.6,5.8,20.3,0.7,-11.2,-5.7,-0.1,3.4,3.3,-1.2,4.2,-8.8,-25.3,8.5,14.5,-3.1,-10.4,-2.9,0.3,22.6,15.4,9,29.1,2.8,-3.8,27.7,28.9,26.5,19.8,13.2,14.1,34.1,30,21.8,32.1,5.3,3,17.1,26.3,38.1,19.5,38,35.5,78.6,62.2,76.9,104.9,32.2,42.5,64.3,74.9,75.4,43,58.7,55.4,76.6,63.3,78.9,82.7) > x <- c(7.3,7.2,7.1,6.9,6.8,6.7,6.8,6.8,6.7,6.8,6.8,6.7,6.3,6.2,6.2,6.5,6.5,6.4,6.2,6.2,6.3,7.5,7.4,7.4,7.4,7.4,7.4,7.2,7.2,7.2,7.5,7.4,7.5,8.0,8.0,8.0,8.1,8.1,8.1,7.9,7.9,8.0,8.2,8.1,8.2,8.5,8.5,8.6,8.4,8.4,8.4,7.7,7.8,7.9,8.8,8.8,8.9,8.5,8.5,8.5,8.4,8.5,8.4,8.3,8.4,8.4,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.5,8.3,8.3,8.3,8.2,8.1,8.1,8.2,8.0,7.9,7.9,7.8,7.7,7.9,7.7,7.6) > 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: 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] 6.3 6.2 6.1 5.9 5.8 5.7 5.8 5.8 5.7 5.8 5.8 5.7 5.3 5.2 5.2 5.5 5.5 5.4 5.2 [20] 5.2 5.3 6.5 6.4 6.4 6.4 6.4 6.4 6.2 6.2 6.2 6.5 6.4 6.5 7.0 7.0 7.0 7.1 7.1 [39] 7.1 6.9 6.9 7.0 7.2 7.1 7.2 7.5 7.5 7.6 7.4 7.4 7.4 6.7 6.8 6.9 7.8 7.8 7.9 [58] 7.5 7.5 7.5 7.4 7.5 7.4 7.3 7.4 7.4 7.5 7.5 7.5 7.5 7.5 7.5 7.5 7.5 7.5 7.3 [77] 7.3 7.3 7.2 7.1 7.1 7.2 7.0 6.9 6.9 6.8 6.7 6.9 6.7 6.6 > y [1] -13.7 -3.4 6.1 -4.9 8.5 4.0 -17.1 -11.8 6.0 12.6 7.1 -9.1 [13] 3.9 -1.8 3.3 3.0 0.5 4.4 -12.3 -17.4 -3.0 7.9 -8.2 -19.0 [25] 0.3 5.3 -7.0 1.8 1.0 4.1 -8.6 -19.6 4.8 19.3 -0.3 -12.2 [37] -6.7 -1.1 2.4 2.3 -2.2 3.2 -9.8 -26.3 7.5 13.5 -4.1 -11.4 [49] -3.9 -0.7 21.6 14.4 8.0 28.1 1.8 -4.8 26.7 27.9 25.5 18.8 [61] 12.2 13.1 33.1 29.0 20.8 31.1 4.3 2.0 16.1 25.3 37.1 18.5 [73] 37.0 34.5 77.6 61.2 75.9 103.9 31.2 41.5 63.3 73.9 74.4 42.0 [85] 57.7 54.4 75.6 62.3 77.9 81.7 > postscript(file="/var/www/html/rcomp/tmp/1xppv1199655170.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 0.647 0.646 0.613 0.590 0.589 0.590 0.562 0.553 0.558 0.536 0.515 -5 -4 -3 -2 -1 0 1 2 3 4 5 0.483 0.482 0.470 0.419 0.378 0.357 0.329 0.284 0.254 0.243 0.222 6 7 8 9 10 11 12 13 14 15 16 0.185 0.145 0.130 0.112 0.081 0.053 0.033 0.017 -0.021 -0.053 -0.056 > dev.off() null device 1 > 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/26qcp1199655170.tab") > > system("convert tmp/1xppv1199655170.ps tmp/1xppv1199655170.png") > > > proc.time() user system elapsed 1.170 0.290 1.234