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(6.2,6.1,5.9,5.6,5.5,5.5,5.6,5.7,5.6,5.4,5.3,5.3,5.4,5.5,5.6,5.7,5.8,5.8,5.7,5.9,6.1,6.4,6.4,6.3,6.2,6.2,6.3,6.5,6.6,6.6,6.7,6.6,6.7,7,7.2,7.3,7.5,7.6,7.7,7.8,7.8,7.7,7.6,7.6,7.7,7.8,7.8,7.8,7.7,7.6,7.4,7.1,7.1,7.3,7.6,7.8,7.7,7.6,7.5,7.5,7.5,7.6,7.6,7.7,7.8,7.7,7.6,7.6,7.6,7.7,7.8,7.8,7.9,7.9,7.8,7.8,7.7,7.5,7.1,6.9,7.1,7.1,7.1,7,6.9,6.8,6.7,6.8,6.8,6.7,6.8,6.7,6.6,6.4,6.4,6.4,6.5,6.5,6.4,6.3,6.2,6.3)
> x <- c(7.4,7.2,7.1,6.9,6.8,6.8,6.8,6.9,6.7,6.6,6.5,6.4,6.3,6.3,6.3,6.5,6.6,6.5,6.4,6.5,6.7,7.1,7.1,7.2,7.2,7.3,7.3,7.3,7.3,7.4,7.6,7.6,7.6,7.7,7.8,7.9,8.1,8.1,8.1,8.2,8.2,8.2,8.2,8.2,8.2,8.3,8.3,8.4,8.4,8.4,8.3,8,8,8.2,8.6,8.7,8.7,8.5,8.4,8.4,8.4,8.5,8.5,8.5,8.5,8.5,8.4,8.4,8.4,8.5,8.6,8.6,8.6,8.6,8.5,8.4,8.4,8.3,8.2,8.1,8.2,8.1,8,7.9,7.8,7.7,7.7,7.9,7.8,7.6,7.4,7.3,7.1,7.1,7,7,7,6.9,6.8,6.7,6.6,6.6)
> par7 = '0'
> par6 = '0'
> par5 = '0.0'
> par4 = '12'
> par3 = '0'
> par2 = '0'
> par1 = '0.0'
> #'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] 2.001480 1.974081 1.960095 1.931521 1.916923 1.916923 1.916923 1.931521
  [9] 1.902108 1.887070 1.871802 1.856298 1.840550 1.840550 1.840550 1.871802
 [17] 1.887070 1.871802 1.856298 1.871802 1.902108 1.960095 1.960095 1.974081
 [25] 1.974081 1.987874 1.987874 1.987874 1.987874 2.001480 2.028148 2.028148
 [33] 2.028148 2.041220 2.054124 2.066863 2.091864 2.091864 2.091864 2.104134
 [41] 2.104134 2.104134 2.104134 2.104134 2.104134 2.116256 2.116256 2.128232
 [49] 2.128232 2.128232 2.116256 2.079442 2.079442 2.104134 2.151762 2.163323
 [57] 2.163323 2.140066 2.128232 2.128232 2.128232 2.140066 2.140066 2.140066
 [65] 2.140066 2.140066 2.128232 2.128232 2.128232 2.140066 2.151762 2.151762
 [73] 2.151762 2.151762 2.140066 2.128232 2.128232 2.116256 2.104134 2.091864
 [81] 2.104134 2.091864 2.079442 2.066863 2.054124 2.041220 2.041220 2.066863
 [89] 2.054124 2.028148 2.001480 1.987874 1.960095 1.960095 1.945910 1.945910
 [97] 1.945910 1.931521 1.916923 1.902108 1.887070 1.887070
> y
  [1] 1.824549 1.808289 1.774952 1.722767 1.704748 1.704748 1.722767 1.740466
  [9] 1.722767 1.686399 1.667707 1.667707 1.686399 1.704748 1.722767 1.740466
 [17] 1.757858 1.757858 1.740466 1.774952 1.808289 1.856298 1.856298 1.840550
 [25] 1.824549 1.824549 1.840550 1.871802 1.887070 1.887070 1.902108 1.887070
 [33] 1.902108 1.945910 1.974081 1.987874 2.014903 2.028148 2.041220 2.054124
 [41] 2.054124 2.041220 2.028148 2.028148 2.041220 2.054124 2.054124 2.054124
 [49] 2.041220 2.028148 2.001480 1.960095 1.960095 1.987874 2.028148 2.054124
 [57] 2.041220 2.028148 2.014903 2.014903 2.014903 2.028148 2.028148 2.041220
 [65] 2.054124 2.041220 2.028148 2.028148 2.028148 2.041220 2.054124 2.054124
 [73] 2.066863 2.066863 2.054124 2.054124 2.041220 2.014903 1.960095 1.931521
 [81] 1.960095 1.960095 1.960095 1.945910 1.931521 1.916923 1.902108 1.916923
 [89] 1.916923 1.902108 1.916923 1.902108 1.887070 1.856298 1.856298 1.856298
 [97] 1.871802 1.871802 1.856298 1.840550 1.824549 1.840550
> postscript(file="/var/www/html/rcomp/tmp/170mw1227879514.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

  -17   -16   -15   -14   -13   -12   -11   -10    -9    -8    -7    -6    -5 
0.209 0.256 0.304 0.349 0.392 0.437 0.485 0.536 0.588 0.637 0.684 0.725 0.764 
   -4    -3    -2    -1     0     1     2     3     4     5     6     7     8 
0.801 0.840 0.881 0.921 0.951 0.950 0.933 0.914 0.894 0.876 0.855 0.828 0.794 
    9    10    11    12    13    14    15    16    17 
0.750 0.701 0.650 0.600 0.551 0.505 0.454 0.397 0.340 
> 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/2kn8q1227879514.tab") 
> 
> system("convert tmp/170mw1227879514.ps tmp/170mw1227879514.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.394   0.177   0.455