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Description of Statistical Computation

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 computationSun, 13 Dec 2009 08:33:46 -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/2009/Dec/13/t1260718524w72n4b9e33na88c.htm/, Retrieved Sun, 19 Apr 2026 21:04:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67330, Retrieved Sun, 19 Apr 2026 21:04:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsETP(37)
Estimated Impact356

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Cross Correlation Function] [Cross Correlation...] [2009-12-13 15:33:46] [af31b947d6acaef3c71f428c4bb503e9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,43
1,43
1,43
1,43
1,43
1,43
1,44
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,57
1,58
1,58
1,58
1,58
1,59
1,6
1,6
1,61
1,61
1,61
1,62
1,63
1,63
1,64
1,64
1,64
1,64
1,64
1,65
1,65
1,65
1,65
Dataseries Y:
Download CSV
Histogram 
0,51
0,51
0,51
0,51
0,52
0,52
0,52
0,53
0,53
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,53
0,53
0,53
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,53
0,53
0,53
0,53
0,53
0,54
0,55
0,55
0,55
0,55
0,55
0,55
0,55
0,55
0,56
0,56
0,56
0,56
0,56
0,55
0,56
0,55
0,55
0,56
0,55
0,55
0,55
0,55

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67330&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67330&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67330&T=0

As an alternative you can also use a QR Code:  
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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.113692523526232
-130.173364046529449
-120.233035569532667
-110.287212377950411
-100.346336915791274
-90.403969675916624
-80.435695229715898
-70.470404338946199
-60.518067051339537
-50.565729763732875
-40.616376031557239
-30.68044829882122
-20.7445205660852
-10.817543499642259
00.872665100613162
10.846931520637864
20.81821438523154
30.786513694394191
40.74884589269479
50.689820806701628
60.659611893579791
70.633405917327915
80.60334618197763
90.590168397774566
100.558616884708768
110.525573593927457
120.491038525430633
130.455011679218296
140.418984833005959

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 1 \tabularnewline
Degree of non-seasonal differencing (d) of X series & 0 \tabularnewline
Degree of seasonal differencing (D) of X series & 0 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Box-Cox transformation parameter (lambda) of Y series & 1 \tabularnewline
Degree of non-seasonal differencing (d) of Y series & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & 0.113692523526232 \tabularnewline
-13 & 0.173364046529449 \tabularnewline
-12 & 0.233035569532667 \tabularnewline
-11 & 0.287212377950411 \tabularnewline
-10 & 0.346336915791274 \tabularnewline
-9 & 0.403969675916624 \tabularnewline
-8 & 0.435695229715898 \tabularnewline
-7 & 0.470404338946199 \tabularnewline
-6 & 0.518067051339537 \tabularnewline
-5 & 0.565729763732875 \tabularnewline
-4 & 0.616376031557239 \tabularnewline
-3 & 0.68044829882122 \tabularnewline
-2 & 0.7445205660852 \tabularnewline
-1 & 0.817543499642259 \tabularnewline
0 & 0.872665100613162 \tabularnewline
1 & 0.846931520637864 \tabularnewline
2 & 0.81821438523154 \tabularnewline
3 & 0.786513694394191 \tabularnewline
4 & 0.74884589269479 \tabularnewline
5 & 0.689820806701628 \tabularnewline
6 & 0.659611893579791 \tabularnewline
7 & 0.633405917327915 \tabularnewline
8 & 0.60334618197763 \tabularnewline
9 & 0.590168397774566 \tabularnewline
10 & 0.558616884708768 \tabularnewline
11 & 0.525573593927457 \tabularnewline
12 & 0.491038525430633 \tabularnewline
13 & 0.455011679218296 \tabularnewline
14 & 0.418984833005959 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67330&T=1

[TABLE]
[ROW][C]Cross Correlation Function[/C][/ROW]
[ROW][C]Parameter[/C][C]Value[/C][/ROW]
[ROW][C]Box-Cox transformation parameter (lambda) of X series[/C][C]1[/C][/ROW]
[ROW][C]Degree of non-seasonal differencing (d) of X series[/C][C]0[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of X series[/C][C]0[/C][/ROW]
[ROW][C]Seasonal Period (s)[/C][C]12[/C][/ROW]
[ROW][C]Box-Cox transformation parameter (lambda) of Y series[/C][C]1[/C][/ROW]
[ROW][C]Degree of non-seasonal differencing (d) of Y series[/C][C]0[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of Y series[/C][C]0[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-14[/C][C]0.113692523526232[/C][/ROW]
[ROW][C]-13[/C][C]0.173364046529449[/C][/ROW]
[ROW][C]-12[/C][C]0.233035569532667[/C][/ROW]
[ROW][C]-11[/C][C]0.287212377950411[/C][/ROW]
[ROW][C]-10[/C][C]0.346336915791274[/C][/ROW]
[ROW][C]-9[/C][C]0.403969675916624[/C][/ROW]
[ROW][C]-8[/C][C]0.435695229715898[/C][/ROW]
[ROW][C]-7[/C][C]0.470404338946199[/C][/ROW]
[ROW][C]-6[/C][C]0.518067051339537[/C][/ROW]
[ROW][C]-5[/C][C]0.565729763732875[/C][/ROW]
[ROW][C]-4[/C][C]0.616376031557239[/C][/ROW]
[ROW][C]-3[/C][C]0.68044829882122[/C][/ROW]
[ROW][C]-2[/C][C]0.7445205660852[/C][/ROW]
[ROW][C]-1[/C][C]0.817543499642259[/C][/ROW]
[ROW][C]0[/C][C]0.872665100613162[/C][/ROW]
[ROW][C]1[/C][C]0.846931520637864[/C][/ROW]
[ROW][C]2[/C][C]0.81821438523154[/C][/ROW]
[ROW][C]3[/C][C]0.786513694394191[/C][/ROW]
[ROW][C]4[/C][C]0.74884589269479[/C][/ROW]
[ROW][C]5[/C][C]0.689820806701628[/C][/ROW]
[ROW][C]6[/C][C]0.659611893579791[/C][/ROW]
[ROW][C]7[/C][C]0.633405917327915[/C][/ROW]
[ROW][C]8[/C][C]0.60334618197763[/C][/ROW]
[ROW][C]9[/C][C]0.590168397774566[/C][/ROW]
[ROW][C]10[/C][C]0.558616884708768[/C][/ROW]
[ROW][C]11[/C][C]0.525573593927457[/C][/ROW]
[ROW][C]12[/C][C]0.491038525430633[/C][/ROW]
[ROW][C]13[/C][C]0.455011679218296[/C][/ROW]
[ROW][C]14[/C][C]0.418984833005959[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67330&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67330&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.113692523526232
-130.173364046529449
-120.233035569532667
-110.287212377950411
-100.346336915791274
-90.403969675916624
-80.435695229715898
-70.470404338946199
-60.518067051339537
-50.565729763732875
-40.616376031557239
-30.68044829882122
-20.7445205660852
-10.817543499642259
00.872665100613162
10.846931520637864
20.81821438523154
30.786513694394191
40.74884589269479
50.689820806701628
60.659611893579791
70.633405917327915
80.60334618197763
90.590168397774566
100.558616884708768
110.525573593927457
120.491038525430633
130.455011679218296
140.418984833005959


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;
Parameters (R input):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 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')