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Type 'q()' to quit R. > y <- c(9.5,9.1,9,9.3,9.9,9.8,9.4,8.3,8,8.5,10.4,11.1,10.9,9.9,9.2,9.2,9.5,9.6,9.5,9.1,8.9,9,10.1,10.3,10.2,9.6,9.2,9.3,9.4,9.4,9.2,9,9,9,9.8,10,9.9,9.3,9,9,9.1,9.1,9.1,9.2,8.8,8.3,8.4,8.1,7.8,7.9,7.9,8,7.9,7.5,7.2,6.9,6.6,6.7,7.3,7.5) > x <- c(8.4,8.4,8.4,8.6,8.9,8.8,8.3,7.5,7.2,7.5,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.6,8.2,8.1,8,8.6,8.7,8.8,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8.1,8.2,8.1,8.1,7.9,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.6,6.2,6.2,6.8,6.9) > par7 = '1' > par6 = '2' > par5 = '1' > par4 = '12' > par3 = '1' > par2 = '2' > 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] 1.000000e-01 4.000000e-01 -3.552714e-15 3.000000e-01 3.000000e-01 [6] -1.000000e-01 -2.000000e-01 -6.000000e-01 -3.000000e-01 3.000000e-01 [11] 5.000000e-01 2.000000e-01 1.000000e-01 -4.000000e-01 1.776357e-15 [16] -1.000000e-01 0.000000e+00 4.000000e-01 -4.000000e-01 -1.776357e-15 [21] -4.000000e-01 3.000000e-01 1.000000e-01 2.000000e-01 -1.776357e-15 [26] -2.000000e-01 0.000000e+00 1.000000e-01 0.000000e+00 2.000000e-01 [31] -3.000000e-01 -2.000000e-01 5.000000e-01 -3.000000e-01 -2.000000e-01 [36] 5.000000e-01 -2.000000e-01 2.000000e-01 -2.000000e-01 -2.000000e-01 [41] 0.000000e+00 -1.000000e-01 2.000000e-01 6.000000e-01 -2.000000e-01 [46] 8.881784e-16 > y [1] -1.776357e-15 3.000000e-01 1.776357e-15 5.000000e-01 1.000000e-01 [6] 4.000000e-01 -6.000000e-01 -5.000000e-01 -4.000000e-01 3.000000e-01 [11] 6.000000e-01 3.000000e-01 -1.000000e-01 -2.000000e-01 -3.000000e-01 [16] 1.000000e-01 -1.776357e-15 3.000000e-01 -1.776357e-15 -3.000000e-01 [21] -2.000000e-01 3.000000e-01 3.552714e-15 -1.776357e-15 1.000000e-01 [26] -2.000000e-01 1.000000e-01 0.000000e+00 2.000000e-01 1.000000e-01 [31] -7.000000e-01 -1.000000e-01 -2.000000e-01 2.000000e-01 3.000000e-01 [36] 9.000000e-01 -4.000000e-01 -2.000000e-01 -3.000000e-01 -2.000000e-01 [41] 1.000000e-01 -1.000000e-01 5.000000e-01 5.000000e-01 -1.000000e-01 [46] 8.881784e-16 > postscript(file="/var/www/html/rcomp/tmp/15rxf1228074535.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 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -0.051 0.174 0.094 -0.057 -0.204 0.040 0.157 0.149 0.011 -0.327 -0.220 -2 -1 0 1 2 3 4 5 6 7 8 -0.114 0.111 0.660 0.257 -0.137 -0.270 -0.261 -0.146 0.160 0.101 0.195 9 10 11 12 13 -0.041 -0.165 0.088 0.085 -0.119 > 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/2asuc1228074535.tab") > > system("convert tmp/15rxf1228074535.ps tmp/15rxf1228074535.png") > > > proc.time() user system elapsed 0.397 0.179 0.457