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Type 'q()' to quit R. > y <- c(104.2,103.2,112.7,106.4,102.6,110.6,95.2,89.0,112.5,116.8,107.2,113.6,101.8,102.6,122.7,110.3,110.5,121.6,100.3,100.7,123.4,127.1,124.1,131.2,111.6,114.2,130.1,125.9,119.0,133.8,107.5,113.5,134.4,126.8,135.6,139.9,129.8,131.0,153.1,134.1,144.1,155.9,123.3,128.1,144.3,153.0,149.9,150.9,141.0,138.9,157.4,142.9,151.7,161.0,138.5,135.9,151.5,164.0,159.1,157.0,142.1,144.8,152.1,154.6,148.7,157.7,146.7) > x <- c(97.4,97.0,105.4,102.7,98.1,104.5,87.4,89.9,109.8,111.7,98.6,96.9,95.1,97.0,112.7,102.9,97.4,111.4,87.4,96.8,114.1,110.3,103.9,101.6,94.6,95.9,104.7,102.8,98.1,113.9,80.9,95.7,113.2,105.9,108.8,102.3,99.0,100.7,115.5,100.7,109.9,114.6,85.4,100.5,114.8,116.5,112.9,102.0,106.0,105.3,118.8,106.1,109.3,117.2,92.5,104.2,112.5,122.4,113.3,100.0,110.7,112.8,109.8,117.3,109.1,115.9,95.7) > 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] 96.4 96.0 104.4 101.7 97.1 103.5 86.4 88.9 108.8 110.7 97.6 95.9 [13] 94.1 96.0 111.7 101.9 96.4 110.4 86.4 95.8 113.1 109.3 102.9 100.6 [25] 93.6 94.9 103.7 101.8 97.1 112.9 79.9 94.7 112.2 104.9 107.8 101.3 [37] 98.0 99.7 114.5 99.7 108.9 113.6 84.4 99.5 113.8 115.5 111.9 101.0 [49] 105.0 104.3 117.8 105.1 108.3 116.2 91.5 103.2 111.5 121.4 112.3 99.0 [61] 109.7 111.8 108.8 116.3 108.1 114.9 94.7 > y [1] 103.2 102.2 111.7 105.4 101.6 109.6 94.2 88.0 111.5 115.8 106.2 112.6 [13] 100.8 101.6 121.7 109.3 109.5 120.6 99.3 99.7 122.4 126.1 123.1 130.2 [25] 110.6 113.2 129.1 124.9 118.0 132.8 106.5 112.5 133.4 125.8 134.6 138.9 [37] 128.8 130.0 152.1 133.1 143.1 154.9 122.3 127.1 143.3 152.0 148.9 149.9 [49] 140.0 137.9 156.4 141.9 150.7 160.0 137.5 134.9 150.5 163.0 158.1 156.0 [61] 141.1 143.8 151.1 153.6 147.7 156.7 145.7 > postscript(file="/var/www/html/freestat/rcomp/tmp/1l3an1228049254.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 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 0.091 0.070 0.222 0.410 0.052 -0.013 0.256 0.186 0.316 0.464 0.244 -4 -3 -2 -1 0 1 2 3 4 5 6 0.179 0.326 0.286 0.465 0.701 0.234 0.150 0.361 0.271 0.395 0.501 7 8 9 10 11 12 13 14 15 0.230 0.151 0.229 0.169 0.334 0.481 0.113 0.045 0.198 > 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/20x621228049254.tab") > > system("convert tmp/1l3an1228049254.ps tmp/1l3an1228049254.png") > > > proc.time() user system elapsed 0.550 0.214 0.598