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Type 'q()' to quit R. > y <- c(2718,2646,2551,2712,2606,2365,3533,3509,2912,3599,2719,2869,4085,2686,2545,3071,3388,2652,3190,2884,3295,3818,3226,3953,3810,2877,3515,3708,3450,3360,4110,4384,3729,4263,3505,3674,3911,2951,3317,3417,3498,2768,2899,3179,3011,3481,3015,2606,3530,2827,3120,2557,3645,2865,2587,2887,3429,2956,3098,2934,3269) > x <- c(1515,1510,1225,1577,1417,1224,1693,1633,1639,1914,1586,1552,2081,1500,1437,1470,1849,1387,1592,1589,1798,1935,1887,2027,2080,1556,1682,1785,1869,1781,2082,2570,1862,1936,1504,1765,1607,1577,1493,1615,1700,1335,1523,1623,1540,1637,1524,1419,1821,1593,1357,1263,1750,1405,1393,1639,1679,1551,1744,1429,1784) > par7 = '0' > par6 = '1' > par5 = '1' > par4 = '12' > par3 = '0' > 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] -5 -285 352 -160 -193 469 -60 6 275 -328 -34 529 -581 -63 33 [16] 379 -462 205 -3 209 137 -48 140 53 -524 126 103 84 -88 301 [31] 488 -708 74 -432 261 -158 -30 -84 122 85 -365 188 100 -83 97 [46] -113 -105 402 -228 -236 -94 487 -345 -12 246 40 -128 193 -315 355 > y [1] -72 -95 161 -106 -241 1168 -24 -597 687 -880 150 1216 [13] -1399 -141 526 317 -736 538 -306 411 523 -592 727 -143 [25] -933 638 193 -258 -90 750 274 -655 534 -758 169 237 [37] -960 366 100 81 -730 131 280 -168 470 -466 -409 924 [49] -703 293 -563 1088 -780 -278 300 542 -473 142 -164 335 > postscript(file="/var/www/html/rcomp/tmp/1mapv1228062004.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 -0.058 -0.166 0.290 -0.121 -0.147 0.161 0.080 -0.130 0.020 -0.032 -0.084 -3 -2 -1 0 1 2 3 4 5 6 7 0.274 -0.141 -0.403 0.803 -0.307 -0.146 0.078 0.115 -0.120 -0.010 -0.021 8 9 10 11 12 13 14 -0.015 0.075 0.101 -0.321 0.300 -0.058 -0.162 > 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/23dwq1228062004.tab") > > system("convert tmp/1mapv1228062004.ps tmp/1mapv1228062004.png") > > > proc.time() user system elapsed 0.400 0.166 0.469