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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 08:36:55 -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/t1260718725e2od3az682cr8ai.htm/, Retrieved Sun, 28 Apr 2024 07:35:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67334, Retrieved Sun, 28 Apr 2024 07:35:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsETP(38)
Estimated Impact99

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 15:36:55] [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=67334&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=67334&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67334&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 series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.278407207772933
-13-0.0320970715728193
-120.105048525159796
-11-0.087149742941734
-10-0.00643666237451991
-90.212582338958719
-8-0.0786041132362204
-70.00395921376264687
-6-0.0328183540800742
-5-0.0867107014155792
-40.0231437604501625
-3-0.0427751886910855
-2-0.205832075494087
-10.286098274507895
00.286788196906138
10.0131869258391505
20.0124970034409072
30.0663893507764124
40.000940803270331797
5-0.235192977555693
6-0.0429947094541624
7-0.0191688666330100
8-0.00968243365716457
9-0.0478398462963711
10-0.0212386338277399
11-0.0219285562259838
12-0.0226184786242272
13-0.0505995358893443
14-0.0138219680466244

\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 & 1 \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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.278407207772933 \tabularnewline
-13 & -0.0320970715728193 \tabularnewline
-12 & 0.105048525159796 \tabularnewline
-11 & -0.087149742941734 \tabularnewline
-10 & -0.00643666237451991 \tabularnewline
-9 & 0.212582338958719 \tabularnewline
-8 & -0.0786041132362204 \tabularnewline
-7 & 0.00395921376264687 \tabularnewline
-6 & -0.0328183540800742 \tabularnewline
-5 & -0.0867107014155792 \tabularnewline
-4 & 0.0231437604501625 \tabularnewline
-3 & -0.0427751886910855 \tabularnewline
-2 & -0.205832075494087 \tabularnewline
-1 & 0.286098274507895 \tabularnewline
0 & 0.286788196906138 \tabularnewline
1 & 0.0131869258391505 \tabularnewline
2 & 0.0124970034409072 \tabularnewline
3 & 0.0663893507764124 \tabularnewline
4 & 0.000940803270331797 \tabularnewline
5 & -0.235192977555693 \tabularnewline
6 & -0.0429947094541624 \tabularnewline
7 & -0.0191688666330100 \tabularnewline
8 & -0.00968243365716457 \tabularnewline
9 & -0.0478398462963711 \tabularnewline
10 & -0.0212386338277399 \tabularnewline
11 & -0.0219285562259838 \tabularnewline
12 & -0.0226184786242272 \tabularnewline
13 & -0.0505995358893443 \tabularnewline
14 & -0.0138219680466244 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67334&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]1[/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]1[/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]-0.278407207772933[/C][/ROW]
[ROW][C]-13[/C][C]-0.0320970715728193[/C][/ROW]
[ROW][C]-12[/C][C]0.105048525159796[/C][/ROW]
[ROW][C]-11[/C][C]-0.087149742941734[/C][/ROW]
[ROW][C]-10[/C][C]-0.00643666237451991[/C][/ROW]
[ROW][C]-9[/C][C]0.212582338958719[/C][/ROW]
[ROW][C]-8[/C][C]-0.0786041132362204[/C][/ROW]
[ROW][C]-7[/C][C]0.00395921376264687[/C][/ROW]
[ROW][C]-6[/C][C]-0.0328183540800742[/C][/ROW]
[ROW][C]-5[/C][C]-0.0867107014155792[/C][/ROW]
[ROW][C]-4[/C][C]0.0231437604501625[/C][/ROW]
[ROW][C]-3[/C][C]-0.0427751886910855[/C][/ROW]
[ROW][C]-2[/C][C]-0.205832075494087[/C][/ROW]
[ROW][C]-1[/C][C]0.286098274507895[/C][/ROW]
[ROW][C]0[/C][C]0.286788196906138[/C][/ROW]
[ROW][C]1[/C][C]0.0131869258391505[/C][/ROW]
[ROW][C]2[/C][C]0.0124970034409072[/C][/ROW]
[ROW][C]3[/C][C]0.0663893507764124[/C][/ROW]
[ROW][C]4[/C][C]0.000940803270331797[/C][/ROW]
[ROW][C]5[/C][C]-0.235192977555693[/C][/ROW]
[ROW][C]6[/C][C]-0.0429947094541624[/C][/ROW]
[ROW][C]7[/C][C]-0.0191688666330100[/C][/ROW]
[ROW][C]8[/C][C]-0.00968243365716457[/C][/ROW]
[ROW][C]9[/C][C]-0.0478398462963711[/C][/ROW]
[ROW][C]10[/C][C]-0.0212386338277399[/C][/ROW]
[ROW][C]11[/C][C]-0.0219285562259838[/C][/ROW]
[ROW][C]12[/C][C]-0.0226184786242272[/C][/ROW]
[ROW][C]13[/C][C]-0.0505995358893443[/C][/ROW]
[ROW][C]14[/C][C]-0.0138219680466244[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67334&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67334&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 series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.278407207772933
-13-0.0320970715728193
-120.105048525159796
-11-0.087149742941734
-10-0.00643666237451991
-90.212582338958719
-8-0.0786041132362204
-70.00395921376264687
-6-0.0328183540800742
-5-0.0867107014155792
-40.0231437604501625
-3-0.0427751886910855
-2-0.205832075494087
-10.286098274507895
00.286788196906138
10.0131869258391505
20.0124970034409072
30.0663893507764124
40.000940803270331797
5-0.235192977555693
6-0.0429947094541624
7-0.0191688666330100
8-0.00968243365716457
9-0.0478398462963711
10-0.0212386338277399
11-0.0219285562259838
12-0.0226184786242272
13-0.0505995358893443
14-0.0138219680466244


Figures (Output of Computation)

Input Parameters & R Code

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