R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> y <- c(-67.48769
+ ,-64.93435
+ ,-62.09455
+ ,-59.24374
+ ,-56.24434
+ ,-53.29357
+ ,-50.24352
+ ,-47.21371
+ ,-44.31956
+ ,-41.40615
+ ,-38.67882
+ ,-36.07201
+ ,-33.53312
+ ,-31.24318
+ ,-29.06622
+ ,-27.10601
+ ,-25.44346
+ ,-23.95676
+ ,-22.79198
+ ,-21.83444
+ ,-21.21284
+ ,-20.82125
+ ,-20.76539
+ ,-20.99605
+ ,-21.44044
+ ,-22.24562
+ ,-23.3189
+ ,-24.66141
+ ,-26.26336
+ ,-28.08825
+ ,-30.15747
+ ,-32.43541
+ ,-34.91399
+ ,-37.57035
+ ,-40.37001
+ ,-43.2971
+ ,-46.32778
+ ,-49.41776
+ ,-52.56352
+ ,-55.74308
+ ,-58.90207
+ ,-62.03418
+ ,-65.11547
+ ,-68.08083
+ ,-70.93258
+ ,-73.63394
+ ,-76.16604
+ ,-78.49364
+ ,-80.59772
+ ,-82.46155
+ ,-84.05849
+ ,-85.37479
+ ,-86.38548
+ ,-87.08258
+ ,-87.44406
+ ,-87.47346
+ ,-87.14482
+ ,-86.47578
+ ,-85.43721
+ ,-84.05641
+ ,-82.30603
+ ,-80.19695
+ ,-77.77158
+ ,-74.98702
+ ,-71.90565
+ ,-68.5277
+ ,-64.824
+ ,-60.87651
+ ,-56.64985
+ ,-52.18774
+ ,-47.56321
+ ,-42.72731
+ ,-37.76972
+ ,-32.66815
+ ,-27.50522
+ ,-22.30677
+ ,-17.01678
+ ,-11.75518
+ ,-6.494408
+ ,-1.300473
+ ,3.773934
+ ,8.736804
+ ,13.53007
+ ,18.14927
+ ,22.54604
+ ,26.70576
+ ,30.59934
+ ,34.20228
+ ,37.48168
+ ,40.43245
+ ,43.04378
+ ,45.2574
+ ,47.12449
+ ,48.55617
+ ,49.63199
+ ,50.30155
+ ,50.50163
+ ,50.3484
+ ,49.71404
+ ,48.66773
+ ,47.20958
+ ,45.52402
+ ,43.37497
+ ,40.76828
+ ,37.89896
+ ,34.59856
+ ,31.07775
+ ,27.26912
+ ,23.08356
+ ,18.6522
+ ,14.00902
+ ,9.275627
+ ,4.388309
+ ,-0.7375945
+ ,-5.85959
+ ,-11.15065
+ ,-16.37748
+ ,-21.49657
+ ,-26.80144
+ ,-32.05593
+ ,-37.20892
+ ,-42.15165
+ ,-46.9585
+ ,-51.67009
+ ,-56.10513
+ ,-60.32025
+ ,-64.29823
+ ,-68.01822
+ ,-71.50566
+ ,-74.64172
+ ,-77.55137
+ ,-80.04708
+ ,-82.2119
+ ,-84.0584
+ ,-85.54139
+ ,-86.68427
+ ,-87.47647
+ ,-87.92064
+ ,-88.03718
+ ,-87.83202
+ ,-87.28342
+ ,-86.42725
+ ,-85.27068
+ ,-83.88298
+ ,-82.24538
+ ,-80.32531)
> x <- c(0.1358
+ ,0.1387
+ ,0.1363
+ ,0.1377
+ ,0.1407
+ ,0.1422
+ ,0.1431
+ ,0.1446
+ ,0.1461
+ ,0.1466
+ ,0.1471
+ ,0.1475
+ ,0.1475
+ ,0.1485
+ ,0.1475
+ ,0.148
+ ,0.148
+ ,0.1485
+ ,0.1475
+ ,0.148
+ ,0.148
+ ,0.1485
+ ,0.1485
+ ,0.148
+ ,0.149
+ ,0.1485
+ ,0.148
+ ,0.1475
+ ,0.1471
+ ,0.1471
+ ,0.1456
+ ,0.1456
+ ,0.1451
+ ,0.1451
+ ,0.1446
+ ,0.1446
+ ,0.1446
+ ,0.1451
+ ,0.1441
+ ,0.1441
+ ,0.1436
+ ,0.1436
+ ,0.1436
+ ,0.1431
+ ,0.1431
+ ,0.1436
+ ,0.1431
+ ,0.1426
+ ,0.1431
+ ,0.1431
+ ,0.1426
+ ,0.1426
+ ,0.1422
+ ,0.1422
+ ,0.1422
+ ,0.1426
+ ,0.1426
+ ,0.1422
+ ,0.1417
+ ,0.1417
+ ,0.1422
+ ,0.1422
+ ,0.1426
+ ,0.1422
+ ,0.1422
+ ,0.1422
+ ,0.1422
+ ,0.1422
+ ,0.1431
+ ,0.1426
+ ,0.1426
+ ,0.1422
+ ,0.1422
+ ,0.1426
+ ,0.1422
+ ,0.1426
+ ,0.1426
+ ,0.1426
+ ,0.1426
+ ,0.1426
+ ,0.1422
+ ,0.1422
+ ,0.1426
+ ,0.1426
+ ,0.1422
+ ,0.1422
+ ,0.1426
+ ,0.1426
+ ,0.1422
+ ,0.1422
+ ,0.1426
+ ,0.1422
+ ,0.1426
+ ,0.1422
+ ,0.1422
+ ,0.1417
+ ,0.1422
+ ,0.1422
+ ,0.1417
+ ,0.1426
+ ,0.1417
+ ,0.1412
+ ,0.1422
+ ,0.1417
+ ,0.1407
+ ,0.1407
+ ,0.1402
+ ,0.1407
+ ,0.1407
+ ,0.1407
+ ,0.1402
+ ,0.1397
+ ,0.1397
+ ,0.1397
+ ,0.1397
+ ,0.1392
+ ,0.1387
+ ,0.1392
+ ,0.1387
+ ,0.1392
+ ,0.1382
+ ,0.1392
+ ,0.1377
+ ,0.1377
+ ,0.1382
+ ,0.1382
+ ,0.1382
+ ,0.1373
+ ,0.1373
+ ,0.1373
+ ,0.1377
+ ,0.1373
+ ,0.1373
+ ,0.1373
+ ,0.1368
+ ,0.1363
+ ,0.1368
+ ,0.1368
+ ,0.1363
+ ,0.1358
+ ,0.1353
+ ,0.1353
+ ,0.1343
+ ,0.1348
+ ,0.1343
+ ,0.1343)
> par8 = 'na.pass'
> par7 = '0'
> par6 = '0'
> par5 = '1'
> par4 = '1'
> par3 = '0'
> par2 = '0'
> par1 = '1'
> ylab = 'y'
> xlab = 'x'
> par8 <- 'na.pass'
> par7 <- '0'
> par6 <- '0'
> par5 <- '1'
> par4 <- '1'
> par3 <- '0'
> par2 <- '0'
> par1 <- '1'
> #'GNU S' R Code compiled by R2WASP v. 1.2.291 ()
> #Author: root
> #To cite this work: Wessa P., (2012), Cross Correlation Function (v1.0.8) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_cross.wasp/
> #Source of accompanying publication: 
> #
> par1 <- as.numeric(par1)
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> par6 <- as.numeric(par6)
> par7 <- as.numeric(par7)
> if (par8=='na.fail') par8 <- na.fail else par8 <- na.pass
> ccf <- function (x, y, lag.max = NULL, type = c('correlation', 'covariance'),  plot = TRUE, na.action = na.fail, ...) {
+ type <- match.arg(type)
+ if (is.matrix(x) || is.matrix(y))
+ stop('univariate time series only')
+ X <- na.action(ts.intersect(as.ts(x), as.ts(y)))
+ colnames(X) <- c(deparse(substitute(x))[1L], deparse(substitute(y))[1L])
+ acf.out <- acf(X, lag.max = lag.max, plot = FALSE, type = type, na.action=na.action)
+ lag <- c(rev(acf.out$lag[-1, 2, 1]), acf.out$lag[, 1, 2])
+ y <- c(rev(acf.out$acf[-1, 2, 1]), acf.out$acf[, 1, 2])
+ acf.out$acf <- array(y, dim = c(length(y), 1L, 1L))
+ acf.out$lag <- array(lag, dim = c(length(y), 1L, 1L))
+ acf.out$snames <- paste(acf.out$snames, collapse = ' & ')
+ if (plot) {
+ plot(acf.out, ...)
+ return(invisible(acf.out))
+ }
+ else return(acf.out)
+ }
> 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] -0.8642 -0.8613 -0.8637 -0.8623 -0.8593 -0.8578 -0.8569 -0.8554 -0.8539
 [10] -0.8534 -0.8529 -0.8525 -0.8525 -0.8515 -0.8525 -0.8520 -0.8520 -0.8515
 [19] -0.8525 -0.8520 -0.8520 -0.8515 -0.8515 -0.8520 -0.8510 -0.8515 -0.8520
 [28] -0.8525 -0.8529 -0.8529 -0.8544 -0.8544 -0.8549 -0.8549 -0.8554 -0.8554
 [37] -0.8554 -0.8549 -0.8559 -0.8559 -0.8564 -0.8564 -0.8564 -0.8569 -0.8569
 [46] -0.8564 -0.8569 -0.8574 -0.8569 -0.8569 -0.8574 -0.8574 -0.8578 -0.8578
 [55] -0.8578 -0.8574 -0.8574 -0.8578 -0.8583 -0.8583 -0.8578 -0.8578 -0.8574
 [64] -0.8578 -0.8578 -0.8578 -0.8578 -0.8578 -0.8569 -0.8574 -0.8574 -0.8578
 [73] -0.8578 -0.8574 -0.8578 -0.8574 -0.8574 -0.8574 -0.8574 -0.8574 -0.8578
 [82] -0.8578 -0.8574 -0.8574 -0.8578 -0.8578 -0.8574 -0.8574 -0.8578 -0.8578
 [91] -0.8574 -0.8578 -0.8574 -0.8578 -0.8578 -0.8583 -0.8578 -0.8578 -0.8583
[100] -0.8574 -0.8583 -0.8588 -0.8578 -0.8583 -0.8593 -0.8593 -0.8598 -0.8593
[109] -0.8593 -0.8593 -0.8598 -0.8603 -0.8603 -0.8603 -0.8603 -0.8608 -0.8613
[118] -0.8608 -0.8613 -0.8608 -0.8618 -0.8608 -0.8623 -0.8623 -0.8618 -0.8618
[127] -0.8618 -0.8627 -0.8627 -0.8627 -0.8623 -0.8627 -0.8627 -0.8627 -0.8632
[136] -0.8637 -0.8632 -0.8632 -0.8637 -0.8642 -0.8647 -0.8647 -0.8657 -0.8652
[145] -0.8657 -0.8657
> y
  [1] -68.487690 -65.934350 -63.094550 -60.243740 -57.244340 -54.293570
  [7] -51.243520 -48.213710 -45.319560 -42.406150 -39.678820 -37.072010
 [13] -34.533120 -32.243180 -30.066220 -28.106010 -26.443460 -24.956760
 [19] -23.791980 -22.834440 -22.212840 -21.821250 -21.765390 -21.996050
 [25] -22.440440 -23.245620 -24.318900 -25.661410 -27.263360 -29.088250
 [31] -31.157470 -33.435410 -35.913990 -38.570350 -41.370010 -44.297100
 [37] -47.327780 -50.417760 -53.563520 -56.743080 -59.902070 -63.034180
 [43] -66.115470 -69.080830 -71.932580 -74.633940 -77.166040 -79.493640
 [49] -81.597720 -83.461550 -85.058490 -86.374790 -87.385480 -88.082580
 [55] -88.444060 -88.473460 -88.144820 -87.475780 -86.437210 -85.056410
 [61] -83.306030 -81.196950 -78.771580 -75.987020 -72.905650 -69.527700
 [67] -65.824000 -61.876510 -57.649850 -53.187740 -48.563210 -43.727310
 [73] -38.769720 -33.668150 -28.505220 -23.306770 -18.016780 -12.755180
 [79]  -7.494408  -2.300473   2.773934   7.736804  12.530070  17.149270
 [85]  21.546040  25.705760  29.599340  33.202280  36.481680  39.432450
 [91]  42.043780  44.257400  46.124490  47.556170  48.631990  49.301550
 [97]  49.501630  49.348400  48.714040  47.667730  46.209580  44.524020
[103]  42.374970  39.768280  36.898960  33.598560  30.077750  26.269120
[109]  22.083560  17.652200  13.009020   8.275627   3.388309  -1.737595
[115]  -6.859590 -12.150650 -17.377480 -22.496570 -27.801440 -33.055930
[121] -38.208920 -43.151650 -47.958500 -52.670090 -57.105130 -61.320250
[127] -65.298230 -69.018220 -72.505660 -75.641720 -78.551370 -81.047080
[133] -83.211900 -85.058400 -86.541390 -87.684270 -88.476470 -88.920640
[139] -89.037180 -88.832020 -88.283420 -87.427250 -86.270680 -84.882980
[145] -83.245380 -81.325310
> postscript(file="/var/wessaorg/rcomp/tmp/1q67m1414747966.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> (r <- ccf(x,y,na.action=par8,main='Cross Correlation Function',ylab='CCF',xlab='Lag (k)'))

Autocorrelations of series 'X', by lag

   -18    -17    -16    -15    -14    -13    -12    -11    -10     -9     -8 
-0.011  0.012  0.033  0.054  0.075  0.094  0.113  0.132  0.150  0.166  0.180 
    -7     -6     -5     -4     -3     -2     -1      0      1      2      3 
 0.194  0.206  0.218  0.228  0.237  0.244  0.249  0.252  0.226  0.202  0.170 
     4      5      6      7      8      9     10     11     12     13     14 
 0.137  0.107  0.076  0.044  0.013 -0.017 -0.048 -0.078 -0.109 -0.140 -0.169 
    15     16     17     18 
-0.200 -0.230 -0.259 -0.287 
> dev.off()
null device 
          1 
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/2gcr11414747966.tab") 
> 
> try(system("convert tmp/1q67m1414747966.ps tmp/1q67m1414747966.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.616   0.075   0.694