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Type 'q()' to quit R. > source('/home/pw/wessanet/cretab') > > > > myrfcuid = '' > > y <- c(0,2,1,3,4,2,2,1,3,3,2,2,9,1,1,3,6,3,0,2,0,5,3,2,12,5,2,2,0,0,3,0,0,1,5,1,3,5,9,5,1,0,1,3,1,0,0,4,3,0,1,7) > x <- 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) > 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) [1] 15 34 29 32 34 25 18 20 39 26 15 25 39 11 14 27 41 27 17 13 15 33 29 32 65 [26] 15 2 11 22 32 26 3 16 17 41 22 18 25 46 13 20 16 20 41 28 21 16 39 19 17 [51] 20 23 > print(y) [1] -1 1 0 2 3 1 1 0 2 2 1 1 8 0 0 2 5 2 -1 1 -1 4 2 1 11 [26] 4 1 1 -1 -1 2 -1 -1 0 4 0 2 4 8 4 0 -1 0 2 0 -1 -1 3 2 -1 [51] 0 6 > postscript(file="/home/pw/wessanet/rcomp/tmp/1j3pq1563464970.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 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 0.253 0.253 -0.186 -0.274 0.012 0.167 0.075 -0.180 -0.212 -0.078 0.148 -3 -2 -1 0 1 2 3 4 5 6 7 -0.045 -0.135 0.226 0.679 -0.204 -0.329 -0.159 0.096 0.088 -0.099 -0.129 8 9 10 11 12 13 14 0.087 0.050 -0.061 -0.112 0.113 0.223 -0.010 > dev.off() null device 1 > > 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/2jj141563464970.tab") > > try(system("convert /home/pw/wessanet/rcomp/tmp/1j3pq1563464970.ps /home/pw/wessanet/rcomp/tmp/1j3pq1563464970.png",intern=TRUE)) character(0) > > proc.time() user system elapsed 0.411 0.061 0.509