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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 computationTue, 15 Dec 2009 09:05:16 -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/15/t126089317434tf78n0qg8c63s.htm/, Retrieved Wed, 08 May 2024 17:50:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68015, Retrieved Wed, 08 May 2024 17:50:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact115

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-21 16:05:06] [005278dde49cfd8c32bf201feaeb19d6]
- RMPD  [Cross Correlation Function] [Cross Correlation...] [2008-12-23 16:39:50] [005278dde49cfd8c32bf201feaeb19d6]
-  M        [Cross Correlation Function] [] [2009-12-15 16:05:16] [cb3e966d7bf80cd999a0432e97d174a7] [Current]
-   PD        [Cross Correlation Function] [] [2009-12-18 15:41:38] [1c68450965e88b7c1ed117c35898acdf]
-   PD          [Cross Correlation Function] [] [2009-12-20 13:45:29] [1c68450965e88b7c1ed117c35898acdf]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
67.8
66.9
71.5
75.9
71.9
70.7
73.5
76.1
82.5
87.1
83.2
86.1
85.9
77.4
74.4
69.9
73.8
69.2
69.7
71
71.2
75.8
73
66.4
58.6
55.5
52.6
54.9
54.6
51.2
50.9
49.6
53.4
52
47.5
42.1
44.5
43.2
51.4
59.4
60.3
61.4
68.8
73.6
81.8
79.6
85.8
88.1
89.1
95
96.2
84.2
96.9
103.1
99.3
103.5
112.4
111.1
113.7
92
93
98.4
92.6
94.6
99.5
97.6
91.3
93.6
93.1
78.4
70.2
69.3
71.1
73.5
85.9
91.5
91.8
88.3
91.3
94
99.3
96.7
88
96.7
106.8
114.3
105.7
90.1
91.6
97.7
100.8
104.6
95.9
102.7
104
107.9
113.8
113.8
123.1
125.1
137.6
134
140.3
152.1
150.6
167.3
153.2
142
154.4
158.5
180.9
181.3
172.4
192
199.3
215.4
214.3
201.5
190.5
196
215.7
209.4
214.1
237.8
239
237.8
251.5
248.8
215.4
201.2
203.1
214.2
188.9
203
213.3
228.5
228.2
240.9
258.8
248.5
269.2
289.6
323.4
317.2
322.8
340.9
368.2
388.5
441.2
474.3
483.9
417.9
365.9
263
199.4
Dataseries Y:
Download CSV
Histogram 
621
604
584
574
555
545
599
620
608
590
579
580
579
572
560
551
537
541
588
607
599
578
563
566
561
554
540
526
512
505
554
584
569
540
522
526
527
516
503
489
479
475
524
552
532
511
492
492
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502

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=68015&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=68015&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68015&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 series-0.1
Degree of non-seasonal differencing (d) of X series2
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 series1
krho(Y[t],X[t+k])
-18-0.0474773366735374
-17-0.0980551967523267
-16-0.0733339670296092
-150.048679472446131
-140.0490763913516959
-13-0.0125129652904135
-12-0.0666058453278374
-110.104025173511909
-10-0.0445440622375652
-90.0117073253090145
-80.0175839490545237
-7-0.0782644548611893
-6-0.0556311184383451
-50.144820971143159
-4-0.0229774492732120
-3-0.0751589781857867
-20.0157877132088247
-10.0891423296525816
0-0.0306069681019897
10.00441098855938275
2-0.0247209073404499
30.124397151120903
4-0.076800500500832
5-0.0889698742954368
60.0316138363237228
70.0366121356193526
8-0.042732255182027
9-0.00789824945405895
100.120367659215667
11-0.158997567071170
120.0687793785416732
130.00864601515370195
14-0.0024949932805035
15-0.111470869811586
16-0.0166201293431789
170.0489528768914314
180.129718265686407

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & -0.1 \tabularnewline
Degree of non-seasonal differencing (d) of X series & 2 \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 & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-18 & -0.0474773366735374 \tabularnewline
-17 & -0.0980551967523267 \tabularnewline
-16 & -0.0733339670296092 \tabularnewline
-15 & 0.048679472446131 \tabularnewline
-14 & 0.0490763913516959 \tabularnewline
-13 & -0.0125129652904135 \tabularnewline
-12 & -0.0666058453278374 \tabularnewline
-11 & 0.104025173511909 \tabularnewline
-10 & -0.0445440622375652 \tabularnewline
-9 & 0.0117073253090145 \tabularnewline
-8 & 0.0175839490545237 \tabularnewline
-7 & -0.0782644548611893 \tabularnewline
-6 & -0.0556311184383451 \tabularnewline
-5 & 0.144820971143159 \tabularnewline
-4 & -0.0229774492732120 \tabularnewline
-3 & -0.0751589781857867 \tabularnewline
-2 & 0.0157877132088247 \tabularnewline
-1 & 0.0891423296525816 \tabularnewline
0 & -0.0306069681019897 \tabularnewline
1 & 0.00441098855938275 \tabularnewline
2 & -0.0247209073404499 \tabularnewline
3 & 0.124397151120903 \tabularnewline
4 & -0.076800500500832 \tabularnewline
5 & -0.0889698742954368 \tabularnewline
6 & 0.0316138363237228 \tabularnewline
7 & 0.0366121356193526 \tabularnewline
8 & -0.042732255182027 \tabularnewline
9 & -0.00789824945405895 \tabularnewline
10 & 0.120367659215667 \tabularnewline
11 & -0.158997567071170 \tabularnewline
12 & 0.0687793785416732 \tabularnewline
13 & 0.00864601515370195 \tabularnewline
14 & -0.0024949932805035 \tabularnewline
15 & -0.111470869811586 \tabularnewline
16 & -0.0166201293431789 \tabularnewline
17 & 0.0489528768914314 \tabularnewline
18 & 0.129718265686407 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68015&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]-0.1[/C][/ROW]
[ROW][C]Degree of non-seasonal differencing (d) of X series[/C][C]2[/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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-18[/C][C]-0.0474773366735374[/C][/ROW]
[ROW][C]-17[/C][C]-0.0980551967523267[/C][/ROW]
[ROW][C]-16[/C][C]-0.0733339670296092[/C][/ROW]
[ROW][C]-15[/C][C]0.048679472446131[/C][/ROW]
[ROW][C]-14[/C][C]0.0490763913516959[/C][/ROW]
[ROW][C]-13[/C][C]-0.0125129652904135[/C][/ROW]
[ROW][C]-12[/C][C]-0.0666058453278374[/C][/ROW]
[ROW][C]-11[/C][C]0.104025173511909[/C][/ROW]
[ROW][C]-10[/C][C]-0.0445440622375652[/C][/ROW]
[ROW][C]-9[/C][C]0.0117073253090145[/C][/ROW]
[ROW][C]-8[/C][C]0.0175839490545237[/C][/ROW]
[ROW][C]-7[/C][C]-0.0782644548611893[/C][/ROW]
[ROW][C]-6[/C][C]-0.0556311184383451[/C][/ROW]
[ROW][C]-5[/C][C]0.144820971143159[/C][/ROW]
[ROW][C]-4[/C][C]-0.0229774492732120[/C][/ROW]
[ROW][C]-3[/C][C]-0.0751589781857867[/C][/ROW]
[ROW][C]-2[/C][C]0.0157877132088247[/C][/ROW]
[ROW][C]-1[/C][C]0.0891423296525816[/C][/ROW]
[ROW][C]0[/C][C]-0.0306069681019897[/C][/ROW]
[ROW][C]1[/C][C]0.00441098855938275[/C][/ROW]
[ROW][C]2[/C][C]-0.0247209073404499[/C][/ROW]
[ROW][C]3[/C][C]0.124397151120903[/C][/ROW]
[ROW][C]4[/C][C]-0.076800500500832[/C][/ROW]
[ROW][C]5[/C][C]-0.0889698742954368[/C][/ROW]
[ROW][C]6[/C][C]0.0316138363237228[/C][/ROW]
[ROW][C]7[/C][C]0.0366121356193526[/C][/ROW]
[ROW][C]8[/C][C]-0.042732255182027[/C][/ROW]
[ROW][C]9[/C][C]-0.00789824945405895[/C][/ROW]
[ROW][C]10[/C][C]0.120367659215667[/C][/ROW]
[ROW][C]11[/C][C]-0.158997567071170[/C][/ROW]
[ROW][C]12[/C][C]0.0687793785416732[/C][/ROW]
[ROW][C]13[/C][C]0.00864601515370195[/C][/ROW]
[ROW][C]14[/C][C]-0.0024949932805035[/C][/ROW]
[ROW][C]15[/C][C]-0.111470869811586[/C][/ROW]
[ROW][C]16[/C][C]-0.0166201293431789[/C][/ROW]
[ROW][C]17[/C][C]0.0489528768914314[/C][/ROW]
[ROW][C]18[/C][C]0.129718265686407[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68015&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68015&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 series-0.1
Degree of non-seasonal differencing (d) of X series2
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 series1
krho(Y[t],X[t+k])
-18-0.0474773366735374
-17-0.0980551967523267
-16-0.0733339670296092
-150.048679472446131
-140.0490763913516959
-13-0.0125129652904135
-12-0.0666058453278374
-110.104025173511909
-10-0.0445440622375652
-90.0117073253090145
-80.0175839490545237
-7-0.0782644548611893
-6-0.0556311184383451
-50.144820971143159
-4-0.0229774492732120
-3-0.0751589781857867
-20.0157877132088247
-10.0891423296525816
0-0.0306069681019897
10.00441098855938275
2-0.0247209073404499
30.124397151120903
4-0.076800500500832
5-0.0889698742954368
60.0316138363237228
70.0366121356193526
8-0.042732255182027
9-0.00789824945405895
100.120367659215667
11-0.158997567071170
120.0687793785416732
130.00864601515370195
14-0.0024949932805035
15-0.111470869811586
16-0.0166201293431789
170.0489528768914314
180.129718265686407


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = -0.1 ; par2 = 2 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ;
Parameters (R input):
par1 = -0.1 ; par2 = 2 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ;
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')