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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_cross.wasp
Title produced by softwareCross Correlation Function
Date of computationTue, 02 Dec 2008 14:34:04 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/02/t1228253733n783prlcr0o8yo8.htm/, Retrieved Tue, 29 Sep 2026 09:22:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28481, Retrieved Tue, 29 Sep 2026 09:22:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact591
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [Q6 - 3e methode -...] [2008-12-02 20:05:14] [7a664918911e34206ce9d0436dd7c1c8]
- RMPD  [Variance Reduction Matrix] [Q8 - eerste reeks...] [2008-12-02 21:03:48] [7a664918911e34206ce9d0436dd7c1c8]
F RMPD      [Cross Correlation Function] [Q9 - cross correl...] [2008-12-02 21:34:04] [98255691c21504803b38711776845ae0] [Current]
Feedback Forum
2008-12-06 14:13:05 [Natalie De Wilde] [reply] 
Ik heb ook geen idee wat je fout gedaan zou kunnen hebben. Misschien heeft het te maken met de waarde die je aan de box cox transformation parameters hebt gegeven.

Post a new message
Dataseries X:
-19
0
-18
-17
0
-16
-1
-11
7
-2
-9
-8
4
-7
2
1
3
5
0
11
5
-1
17
0
4
13
0
-7
19
9
2
9
8
-2
-6
-5
11
Dataseries Y:
-1
4
9
18
13
9
5
9
9
17
7
4
8
1
4
2
1
5
15
11
4
11
2
3
7
6
4
5
3
2
1
1
0
9
3
4
-3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132
R Engine error message
Error in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : 
  missing values in object
Calls: ccf -> na.action -> na.fail.default
Execution halted

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
R Engine error message & 
Error in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : 
  missing values in object
Calls: ccf -> na.action -> na.fail.default
Execution halted
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=28481&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[ROW][C]R Engine error message[/C][C]
Error in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : 
  missing values in object
Calls: ccf -> na.action -> na.fail.default
Execution halted
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=28481&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28481&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132
R Engine error message
Error in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : 
  missing values in object
Calls: ccf -> na.action -> na.fail.default
Execution halted



Parameters (Session):
par1 = -2.0 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 0.1 ; par6 = 0 ; par7 = 0 ;
Parameters (R input):
par1 = -2.0 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 0.1 ; par6 = 0 ; par7 = 0 ;
R code (references can be found in the software module):
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
y
bitmap(file='test1.png')
(r <- ccf(x,y,main='Cross Correlation Function',ylab='CCF',xlab='Lag (k)'))
dev.off()
load(file='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='mytable.tab')