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(2341,2540,2371,2122,2301,2512,3145,2741,2548,1987,2281,2016,2434,2637,1831,1851,1839,2609,2417,2394,2372,2717,2998,2538,3007,2475,2175,2465,2279,2323,2746,2601,2486,2718,2646,2551,2712,2606,2365,3533,3509,2912,3599,2719,2869,4085,2686,2545,3071,3388,2652,3190,2884,3295,3818,3226,3953,3810,2877,3515,3708,3450,3360,4110,4384,3729,4263,3505,3674,3911,2951,3317,3417,3498,2768,2899,3171,3004,3481,3016,2595,3509,2833,3125,2556,3628,2876,2575,2903,3438,2926,3068,3015)
> x <- c(3353,3480,3098,2944,3389,3497,4404,3849,3734,3060,3507,3287,3215,3764,2734,2837,2766,3851,3289,3848,3348,3682,4058,3655,3811,3341,3032,3475,3353,3186,3902,4164,3499,4145,3796,3711,3949,3740,3243,4407,4814,3908,5250,3937,4004,5560,3922,3759,4138,4634,3996,4308,4142,4429,5219,4929,5754,5592,4163,4962,5208,4755,4491,5732,5730,5024,6056,4901,5353,5578,4618,4724,5011,5298,4143,4617,4727,4207,5112,4190,4098,5071,4177,4598,3757,5591,4218,3780,4336,4870,4422,4727,4459)
> 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] 3352 3479 3097 2943 3388 3496 4403 3848 3733 3059 3506 3286 3214 3763 2733
[16] 2836 2765 3850 3288 3847 3347 3681 4057 3654 3810 3340 3031 3474 3352 3185
[31] 3901 4163 3498 4144 3795 3710 3948 3739 3242 4406 4813 3907 5249 3936 4003
[46] 5559 3921 3758 4137 4633 3995 4307 4141 4428 5218 4928 5753 5591 4162 4961
[61] 5207 4754 4490 5731 5729 5023 6055 4900 5352 5577 4617 4723 5010 5297 4142
[76] 4616 4726 4206 5111 4189 4097 5070 4176 4597 3756 5590 4217 3779 4335 4869
[91] 4421 4726 4458
> y
 [1] 2340 2539 2370 2121 2300 2511 3144 2740 2547 1986 2280 2015 2433 2636 1830
[16] 1850 1838 2608 2416 2393 2371 2716 2997 2537 3006 2474 2174 2464 2278 2322
[31] 2745 2600 2485 2717 2645 2550 2711 2605 2364 3532 3508 2911 3598 2718 2868
[46] 4084 2685 2544 3070 3387 2651 3189 2883 3294 3817 3225 3952 3809 2876 3514
[61] 3707 3449 3359 4109 4383 3728 4262 3504 3673 3910 2950 3316 3416 3497 2767
[76] 2898 3170 3003 3480 3015 2594 3508 2832 3124 2555 3627 2875 2574 2902 3437
[91] 2925 3067 3014
> postscript(file="/var/www/html/rcomp/tmp/1pw561227726966.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    -5    -4 
0.195 0.306 0.317 0.290 0.457 0.385 0.392 0.518 0.446 0.461 0.502 0.504 0.507 
   -3    -2    -1     0     1     2     3     4     5     6     7     8     9 
0.627 0.549 0.581 0.964 0.618 0.591 0.648 0.562 0.527 0.548 0.513 0.437 0.554 
   10    11    12    13    14    15    16 
0.473 0.434 0.547 0.373 0.384 0.417 0.313 
> 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/2ruv11227726966.tab") 
> 
> system("convert tmp/1pw561227726966.ps tmp/1pw561227726966.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.393   0.165   0.482