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(2.282,2.266,1.878,2.267,2.069,1.746,2.299,2.36,2.214,2.825,2.355,2.333,3.016,2.155,2.172,2.15,2.533,2.058,2.16,2.259,2.498,2.695,2.799,2.945,2.93,2.318,2.54,2.57,2.669,2.45,2.842,3.439,2.677,2.979,2.257,2.842,2.546,2.455,2.293,2.379,2.478,2.054,2.272,2.351,2.271,2.542,2.304,2.194,2.722,2.395,2.146,1.894,2.548,2.087,2.063,2.481,2.476,2.212,2.834,2.148,2.598)
> x <- c(507,569,580,578,565,547,555,562,561,555,544,537,543,594,611,613,611,594,595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478)
> 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] 506 568 579 577 564 546 554 561 560 554 543 536 542 593 610 612 610 593 594
[20] 590 588 583 572 566 568 620 628 627 611 594 596 592 589 579 573 572 572 619
[39] 625 619 587 565 556 560 548 531 525 510 498 554 564 541 526 509 513 516 507
[58] 492 489 468 477
> y
 [1] 1.282 1.266 0.878 1.267 1.069 0.746 1.299 1.360 1.214 1.825 1.355 1.333
[13] 2.016 1.155 1.172 1.150 1.533 1.058 1.160 1.259 1.498 1.695 1.799 1.945
[25] 1.930 1.318 1.540 1.570 1.669 1.450 1.842 2.439 1.677 1.979 1.257 1.842
[37] 1.546 1.455 1.293 1.379 1.478 1.054 1.272 1.351 1.271 1.542 1.304 1.194
[49] 1.722 1.395 1.146 0.894 1.548 1.087 1.063 1.481 1.476 1.212 1.834 1.148
[61] 1.598
> postscript(file="/var/www/html/freestat/rcomp/tmp/1eay71227981438.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

   -14    -13    -12    -11    -10     -9     -8     -7     -6     -5     -4 
 0.001 -0.015 -0.085  0.034  0.112  0.145  0.244  0.233  0.325  0.337  0.207 
    -3     -2     -1      0      1      2      3      4      5      6      7 
 0.201  0.170  0.089  0.090  0.176  0.233  0.316  0.392  0.390  0.455  0.381 
     8      9     10     11     12     13     14 
 0.220  0.160  0.023 -0.105 -0.163 -0.097 -0.083 
> 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/2i6bh1227981438.tab") 
> 
> system("convert tmp/1eay71227981438.ps tmp/1eay71227981438.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.552   0.220   0.625