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Type 'q()' to quit R. > y <- c(6.7,6.7,6.5,6.3,6.3,6.3,6.5,6.6,6.5,6.3,6.3,6.5,7,7.1,7.3,7.3,7.4,7.4,7.3,7.4,7.5,7.7,7.7,7.7,7.7,7.7,7.8,8,8.1,8.1,8.2,8.2,8.2,8.1,8.1,8.2,8.3,8.3,8.4,8.5,8.5,8.4,8,7.9,8.1,8.5,8.8,8.8,8.6,8.3,8.3,8.3,8.4,8.4,8.5,8.6,8.6,8.6,8.6,8.6,8.5,8.4,8.4,8.4,8.5,8.5,8.6,8.6,8.4,8.2,8,8,8,8,7.9,7.9,7.8,7.8,8,7.8,7.4,7.2,7,7,7.2,7.2,7.2,7,6.9,6.8,6.8,6.8,6.9,7.2,7.2,7.2,7.1,7.2,7.3,7.5,7.6,7.7,7.7,7.7,7.8,8,8.1,8.1,8,8.1,8.2,8.3,8.4,8.4,8.4,8.5,8.5,8.6,8.6,8.5,8.5) > x <- c(15,14.4,13,13.7,13.6,15.2,12.9,14,14.1,13.2,11.3,13.3,14.4,13.3,11.6,13.2,13.1,14.6,14,14.3,13.8,13.7,11,14.4,15.6,13.7,12.6,13.2,13.3,14.3,14,13.4,13.9,13.7,10.5,14.5,15,13.5,13.5,13.2,13.8,16.2,14.7,13.9,16,14.4,12.3,15.9,15.9,15.5,15.1,14.5,15.1,17.4,16.2,15.6,17.2,14.9,13.8,17.5,16.2,17.5,16.6,16.2,16.6,19.6,15.9,18,18.3,16.3,14.9,18.2,18.4,18.5,16,17.4,17.2,19.6,17.2,18.3,19.3,18.1,16.2,18.4,20.5,19,16.5,18.7,19,19.2,20.5,19.3,20.6,20.1,16.1,20.4,19.7,15.6,14.4,13.7,14.1,15,14.2,13.6,15.4,14.8,12.5,16.2,16.1,16,15.8,15.2,15.7,18.9,17.4,17,19.8,17.7,16,19.6,19.7) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '0' > par6 = '0' > par5 = '1' > par4 = '12' > par3 = '0' > par2 = '0' > par1 = '1' > ylab = '' > xlab = '' > main = '' > #'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#output/ > #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] 14.0 13.4 12.0 12.7 12.6 14.2 11.9 13.0 13.1 12.2 10.3 12.3 13.4 12.3 10.6 [16] 12.2 12.1 13.6 13.0 13.3 12.8 12.7 10.0 13.4 14.6 12.7 11.6 12.2 12.3 13.3 [31] 13.0 12.4 12.9 12.7 9.5 13.5 14.0 12.5 12.5 12.2 12.8 15.2 13.7 12.9 15.0 [46] 13.4 11.3 14.9 14.9 14.5 14.1 13.5 14.1 16.4 15.2 14.6 16.2 13.9 12.8 16.5 [61] 15.2 16.5 15.6 15.2 15.6 18.6 14.9 17.0 17.3 15.3 13.9 17.2 17.4 17.5 15.0 [76] 16.4 16.2 18.6 16.2 17.3 18.3 17.1 15.2 17.4 19.5 18.0 15.5 17.7 18.0 18.2 [91] 19.5 18.3 19.6 19.1 15.1 19.4 18.7 14.6 13.4 12.7 13.1 14.0 13.2 12.6 14.4 [106] 13.8 11.5 15.2 15.1 15.0 14.8 14.2 14.7 17.9 16.4 16.0 18.8 16.7 15.0 18.6 [121] 18.7 > y [1] 5.7 5.7 5.5 5.3 5.3 5.3 5.5 5.6 5.5 5.3 5.3 5.5 6.0 6.1 6.3 6.3 6.4 6.4 [19] 6.3 6.4 6.5 6.7 6.7 6.7 6.7 6.7 6.8 7.0 7.1 7.1 7.2 7.2 7.2 7.1 7.1 7.2 [37] 7.3 7.3 7.4 7.5 7.5 7.4 7.0 6.9 7.1 7.5 7.8 7.8 7.6 7.3 7.3 7.3 7.4 7.4 [55] 7.5 7.6 7.6 7.6 7.6 7.6 7.5 7.4 7.4 7.4 7.5 7.5 7.6 7.6 7.4 7.2 7.0 7.0 [73] 7.0 7.0 6.9 6.9 6.8 6.8 7.0 6.8 6.4 6.2 6.0 6.0 6.2 6.2 6.2 6.0 5.9 5.8 [91] 5.8 5.8 5.9 6.2 6.2 6.2 6.1 6.2 6.3 6.5 6.6 6.7 6.7 6.7 6.8 7.0 7.1 7.1 [109] 7.0 7.1 7.2 7.3 7.4 7.4 7.4 7.5 7.5 7.6 7.6 7.5 7.5 > postscript(file="/var/www/html/rcomp/tmp/1l6vl1293203754.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 -17 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -0.304 -0.305 -0.314 -0.325 -0.322 -0.314 -0.291 -0.273 -0.263 -0.249 -0.216 -6 -5 -4 -3 -2 -1 0 1 2 3 4 -0.182 -0.143 -0.096 -0.059 -0.029 0.020 0.073 0.111 0.144 0.164 0.187 5 6 7 8 9 10 11 12 13 14 15 0.216 0.255 0.278 0.307 0.336 0.347 0.360 0.381 0.403 0.422 0.423 16 17 0.432 0.446 > 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/2kgr01293203754.tab") > > try(system("convert tmp/1l6vl1293203754.ps tmp/1l6vl1293203754.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.396 0.173 0.869