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Type 'q()' to quit R. > y <- c(1.88,1.87,1.88,1.87,1.88,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.88,1.88,1.87,1.87,1.87,1.87,1.87,1.87,1.87,1.86,1.86,1.85,1.84,1.83,1.82,1.78,1.75,1.74,1.74,1.74,1.73,1.73,1.73,1.71,1.7,1.7,1.69,1.68,1.68,1.68,1.68,1.67,1.66,1.65,1.65,1.65) > x <- c(0.81,0.81,0.81,0.79,0.78,0.78,0.77,0.78,0.77,0.78,0.79,0.79,0.79,0.79,0.79,0.8,0.8,0.8,0.8,0.81,0.8,0.82,0.85,0.85,0.86,0.85,0.83,0.81,0.82,0.82,0.78,0.78,0.73,0.68,0.65,0.62,0.6,0.6,0.59,0.6,0.6,0.6,0.59,0.58,0.56,0.55,0.54,0.55,0.55,0.54,0.54,0.54,0.53,0.53,0.53,0.53) > par7 = '0' > par6 = '0' > 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] 0.00 0.00 -0.02 -0.01 0.00 -0.01 0.01 -0.01 0.01 0.01 0.00 0.00 [13] 0.00 0.00 0.01 0.00 0.00 0.00 0.01 -0.01 0.02 0.03 0.00 0.01 [25] -0.01 -0.02 -0.02 0.01 0.00 -0.04 0.00 -0.05 -0.05 -0.03 -0.03 -0.02 [37] 0.00 -0.01 0.01 0.00 0.00 -0.01 -0.01 -0.02 -0.01 -0.01 0.01 0.00 [49] -0.01 0.00 0.00 -0.01 0.00 0.00 0.00 > y [1] 0.88 0.87 0.88 0.87 0.88 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.87 [16] 0.87 0.87 0.87 0.87 0.87 0.88 0.88 0.87 0.87 0.87 0.87 0.87 0.87 0.87 0.86 [31] 0.86 0.85 0.84 0.83 0.82 0.78 0.75 0.74 0.74 0.74 0.73 0.73 0.73 0.71 0.70 [46] 0.70 0.69 0.68 0.68 0.68 0.68 0.67 0.66 0.65 0.65 0.65 > postscript(file="/var/www/html/rcomp/tmp/149i61292934906.ps",horizontal=F,onefile=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 0.323 0.347 0.375 0.398 0.386 0.377 0.326 0.313 0.310 0.271 0.235 -3 -2 -1 0 1 2 3 4 5 6 7 0.195 0.123 0.070 0.027 -0.015 -0.034 -0.034 -0.022 -0.032 -0.020 -0.035 8 9 10 11 12 13 14 -0.039 -0.067 -0.082 -0.092 -0.085 -0.088 -0.086 > 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/242fk1292934906.tab") > > try(system("convert tmp/149i61292934906.ps tmp/149i61292934906.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.378 0.184 0.826