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Type 'q()' to quit R. > y <- c(97.4,97,105.4,102.7,98.1,104.5,87.4,89.9,109.8,111.7,98.6,96.9,95.1,97,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102,106,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100,110.7,112.8,109.8,117.3,109.1) > x <- c(82.7,88.9,105.9,100.8,94,105,58.5,87.6,113.1,112.5,89.6,74.5,82.7,90.1,109.4,96,89.2,109.1,49.1,92.9,107.7,103.5,91.1,79.8,71.9,82.9,90.1,100.7,90.7,108.8,44.1,93.6,107.4,96.5,93.6,76.5,76.7,84,103.3,88.5,99,105.9,44.7,94,107.1,104.8,102.5,77.7,85.2,91.3,106.5,92.4,97.5,107,51.1,98.6,102.2,114.3,99.4,72.5,92.3,99.4,85.9,109.4,97.6) > par7 = '1' > par6 = '0' > par5 = '-2.0' > par4 = '12' > par3 = '1' > par2 = '0' > par1 = '2.0' > #'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] 0.000 107.400 376.775 -472.320 -439.680 438.905 -505.720 [8] 478.325 -596.160 -972.000 135.525 408.895 -834.840 -622.800 [15] -1925.175 462.245 134.925 -32.685 -233.000 65.275 -32.265 [22] -700.000 230.875 -257.895 356.640 91.795 1276.440 -1154.120 [29] 787.255 -311.315 26.640 37.520 -32.175 835.395 872.645 [36] 92.520 688.075 639.845 335.680 352.755 -147.375 117.095 [43] 306.560 442.980 -512.785 1040.725 -312.945 -390.520 630.125 [50] 772.335 -1981.720 1715.300 9.755 > y [1] -2.580178e-06 0.000000e+00 5.641823e-06 1.840990e-07 -7.494780e-07 [6] 5.496279e-06 0.000000e+00 8.505372e-06 3.067020e-06 -1.023749e-06 [11] 5.113120e-06 4.812751e-06 -5.859547e-07 -1.226067e-06 -6.245660e-06 [16] -9.191520e-08 7.494780e-07 1.749256e-06 -1.094076e-05 -1.233726e-06 [21] -6.131233e-07 -3.486065e-06 4.077976e-06 6.606122e-07 4.855963e-06 [26] 5.059395e-06 8.131183e-06 -1.993924e-06 1.055801e-05 4.693940e-07 [31] 7.839024e-06 5.090427e-06 1.080061e-06 7.744027e-06 3.012131e-06 [36] -2.814544e-07 6.515381e-06 4.213853e-06 2.053333e-06 4.891303e-06 [41] -4.557494e-07 1.670446e-06 1.012057e-05 3.453202e-06 -1.567142e-06 [46] 3.465959e-06 2.764871e-07 -1.941561e-06 3.698450e-06 5.797116e-06 [51] -6.045764e-06 8.076894e-06 -1.535900e-07 > postscript(file="/var/www/html/freestat/rcomp/tmp/16dr81228006152.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 -0.084 -0.027 -0.076 -0.009 0.013 0.131 0.088 -0.057 0.291 0.129 0.191 -3 -2 -1 0 1 2 3 4 5 6 7 0.028 0.137 -0.221 0.728 -0.237 0.017 0.229 -0.002 -0.034 0.209 -0.134 8 9 10 11 12 13 14 -0.018 0.322 -0.030 -0.017 0.059 0.022 -0.053 > 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/2o5vs1228006152.tab") > > system("convert tmp/16dr81228006152.ps tmp/16dr81228006152.png") > > > proc.time() user system elapsed 0.521 0.205 0.585