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Type 'q()' to quit R. > y <- c(101,88,108,116,104,110,105,107,124,109,102,125,102,101,116,114,115,119,108,110,120,113,111,121,99,104,117,108,122,122,111,111,131,108,118,119,104,105,118,124,123,114,119,116,129,112,123,124,117,110,118,135,127,117,137,130,132,142,122,126) > x <- c(106,82,114,118,105,105,103,107,123,112,104,122,108,94,120,118,117,113,106,108,122,115,110,120,104,96,121,111,120,114,107,108,127,105,119,121,106,97,119,122,121,106,114,112,127,109,118,123,115,105,116,131,121,104,127,126,124,132,117,123) > par7 = '1' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '1' > par2 = '1' > 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] 10 -6 -6 12 -4 -5 -2 -2 4 3 -8 -2 6 -1 -8 10 -2 0 -1 [20] 5 -15 19 -8 1 -1 -3 13 -10 -9 15 -3 -4 4 -5 3 7 -1 -11 [39] 12 -9 -2 15 1 -17 26 -24 1 > y [1] 12 -5 -10 13 -2 -6 0 -7 8 5 -13 1 6 -2 -7 13 -4 0 -2 [20] 10 -16 12 -9 7 -4 0 15 -15 -9 16 -3 -7 6 1 0 8 -8 -5 [39] 11 -7 -1 15 -4 -11 27 -31 3 > postscript(file="/var/www/html/freestat/rcomp/tmp/1awvl1227822709.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 -0.152 0.160 -0.043 -0.141 0.118 0.129 -0.288 0.246 -0.090 -0.152 0.263 -2 -1 0 1 2 3 4 5 6 7 8 -0.004 -0.606 0.943 -0.452 -0.165 0.334 -0.104 -0.191 0.276 -0.171 -0.059 9 10 11 12 13 0.209 -0.095 -0.116 0.184 -0.088 > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/283he1227822709.tab") > > system("convert tmp/1awvl1227822709.ps tmp/1awvl1227822709.png") > > > proc.time() user system elapsed 0.557 0.224 0.617