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Type 'q()' to quit R. > y <- c(6,6,6,6,5,6,5,6,5,7,4,5,6,6,5,3,2,3,3,2,0,4,4,5,6,6,5,5,3,5,5,5,3,6,6,4,6,5,4,5,5,4,3,2,3,2,-1,0,-2,1,-2,-2,-2,-6,-4,-2,0,-5,-4,-5,-1,-2,-4,-1,1,1,-2,1,1,3,3,1,1) > x <- c(10570,10297,10635,10872,10296,10383,10431,10574,10653,10805,10872,10625,10407,10463,10556,10646,10702,11353,11346,11451,11964,12574,13031,13812,14544,14931,14886,16005,17064,15168,16050,15839,15137,14954,15648,15305,15579,16348,15928,16171,15937,15713,15594,15683,16438,17032,17696,17745,19394,20148,20108,18584,18441,18391,19178,18079,18483,19644,19195,19650,20830,23595,22937,21814,21928,21777,21383,21467,22052,22680,24320,24977,25204) > 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] 10569 10296 10634 10871 10295 10382 10430 10573 10652 10804 10871 10624 [13] 10406 10462 10555 10645 10701 11352 11345 11450 11963 12573 13030 13811 [25] 14543 14930 14885 16004 17063 15167 16049 15838 15136 14953 15647 15304 [37] 15578 16347 15927 16170 15936 15712 15593 15682 16437 17031 17695 17744 [49] 19393 20147 20107 18583 18440 18390 19177 18078 18482 19643 19194 19649 [61] 20829 23594 22936 21813 21927 21776 21382 21466 22051 22679 24319 24976 [73] 25203 > y [1] 5 5 5 5 4 5 4 5 4 6 3 4 5 5 4 2 1 2 2 1 -1 3 3 4 5 [26] 5 4 4 2 4 4 4 2 5 5 3 5 4 3 4 4 3 2 1 2 1 -2 -1 -3 0 [51] -3 -3 -3 -7 -5 -3 -1 -6 -5 -6 -2 -3 -5 -2 0 0 -3 0 0 2 2 0 0 > postscript(file="/var/www/html/rcomp/tmp/1lm3s1292941292.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 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -0.250 -0.277 -0.303 -0.327 -0.349 -0.365 -0.401 -0.415 -0.440 -0.457 -0.508 -4 -3 -2 -1 0 1 2 3 4 5 6 -0.529 -0.548 -0.582 -0.624 -0.652 -0.642 -0.659 -0.681 -0.702 -0.687 -0.691 7 8 9 10 11 12 13 14 15 -0.677 -0.688 -0.676 -0.650 -0.609 -0.564 -0.535 -0.468 -0.407 > 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/2an041292941292.tab") > try(system("convert tmp/1lm3s1292941292.ps tmp/1lm3s1292941292.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.389 0.184 0.836