source('/home/pw/wessanet/cretab') myrfcuid = '' y <- c(16,35,30,33,35,26,19,21,40,27,16,26,40,12,15,28,42,28,18,14,16,34,30,33,66,16,3,12,23,33,27,4,17,18,42,23,19,26,47,14,21,17,21,42,29,22,17,40,20,18,21,24) x <- c(161,184,261,379,400,246,245,461,227,178,357,303,383,197,328,279,234,274,324,475,224,444,885,563,278,97,176,270,261,213,405,278,431,216,498,552,650,492,478,371,277,398,237,205,360,299,252,623,308,377,825,219) par8 = 'na.fail' par7 = '0' par6 = '0' par5 = '1' par4 = '1' par3 = '0' par2 = '0' par1 = '1' ylab = 'y' xlab = 'x' par8 <- 'na.fail' par7 <- '0' par6 <- '0' par5 <- '1' par4 <- '1' par3 <- '0' par2 <- '0' par1 <- '1' #'GNU S' R Code compiled by R2WASP v. 1.2.327 (Sat, 15 Jul 2017 00:28:46 +0200) #Author: root #To cite this work: Wessa P., (2017), Cross Correlation Function (v1.0.10) in Free Statistics Software (v$_version), Office for Research Development and Education, URL https://www.wessa.net/rwasp_cross.wasp/ #Source of accompanying publication: # par1 <- as.numeric(par1) par2 <- as.numeric(par2) par3 <- as.numeric(par3) par4 <- as.numeric(par4) par5 <- as.numeric(par5) par6 <- as.numeric(par6) par7 <- as.numeric(par7) if (par8=='na.fail') par8 <- na.fail else par8 <- na.pass ccf <- function (x, y, lag.max = NULL, type = c('correlation', 'covariance'), plot = TRUE, na.action = na.fail, ...) { type <- match.arg(type) if (is.matrix(x) || is.matrix(y)) stop('univariate time series only') X <- na.action(ts.intersect(as.ts(x), as.ts(y))) colnames(X) <- c(deparse(substitute(x))[1L], deparse(substitute(y))[1L]) acf.out <- acf(X, lag.max = lag.max, plot = FALSE, type = type, na.action=na.action) lag <- c(rev(acf.out$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) print(x) print(y) postscript(file="/home/pw/wessanet/rcomp/tmp/1vm901563398103.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)')) dev.off() 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="/home/pw/wessanet/rcomp/tmp/2jhcr1563398103.tab") try(system("convert /home/pw/wessanet/rcomp/tmp/1vm901563398103.ps /home/pw/wessanet/rcomp/tmp/1vm901563398103.png",intern=TRUE))