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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 computationThu, 17 Dec 2009 07:38:21 -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/17/t1261061034l94pay8f2coa0ij.htm/, Retrieved Tue, 30 Apr 2024 07:26:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68917, Retrieved Tue, 30 Apr 2024 07:26:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact109

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] [Autocorrelatiefun...] [2008-12-17 21:41:26] [74be16979710d4c4e7c6647856088456]
- RMPD  [Cross Correlation Function] [Crosscorrelation ...] [2008-12-22 13:05:12] [74be16979710d4c4e7c6647856088456]
-  M        [Cross Correlation Function] [] [2009-12-17 14:38:21] [efd540d63f04881f500eb7fad70c8699] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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4.214511881
0.420547929
3.033704781
-0.56052437
-2.838342909
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5.033758581
1.822352229
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0.265092469
0.981838958
0.684387041
0.745580981
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6.03224455
3.333000547
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0.909776697
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3.040076348
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0.269474159
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1.272592869
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2.246491982
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3.294160473
1.000168003
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Dataseries Y:
Download CSV
Histogram 
0.122359934
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1.468985837
1.055123159
0.944996502
1.068458953
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2.175325119
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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=68917&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=68917&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68917&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)1
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])
-220.04780686812062
-21-0.103955849894362
-20-0.0179581873680088
-190.0267031285767966
-18-0.00363055257096715
-170.0496123520048934
-16-0.079340077798884
-150.00436155691177215
-140.0405376662320892
-13-0.00154209395284212
-120.103511930744473
-11-0.0127223280677967
-10-0.0260460113028471
-90.0110132502387923
-80.017286738243917
-7-0.000829021122020023
-6-0.027190156987066
-50.0037986870240988
-40.0248473152230867
-30.0774419510570037
-20.460320086392228
-10.0998363035155033
0-0.0797986780766265
1-0.0188030692838735
20.0174889380254246
3-0.0249199879500393
40.0164616858751900
5-0.0308035089824870
60.0866480320293098
7-0.0430240016136555
8-0.0104262321102405
90.0836936194973023
10-0.0091577336698041
11-0.0614155079686347
12-0.0744946676235057
13-0.064685634537089
140.0316235327095051
150.0653422996835213
16-0.0590867711449469
170.0937402201333183
18-0.0287016170909336
19-0.0295281751135217
200.0563390287356663
21-0.0520094231223028
220.0175773940743573

\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) & 1 \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
-22 & 0.04780686812062 \tabularnewline
-21 & -0.103955849894362 \tabularnewline
-20 & -0.0179581873680088 \tabularnewline
-19 & 0.0267031285767966 \tabularnewline
-18 & -0.00363055257096715 \tabularnewline
-17 & 0.0496123520048934 \tabularnewline
-16 & -0.079340077798884 \tabularnewline
-15 & 0.00436155691177215 \tabularnewline
-14 & 0.0405376662320892 \tabularnewline
-13 & -0.00154209395284212 \tabularnewline
-12 & 0.103511930744473 \tabularnewline
-11 & -0.0127223280677967 \tabularnewline
-10 & -0.0260460113028471 \tabularnewline
-9 & 0.0110132502387923 \tabularnewline
-8 & 0.017286738243917 \tabularnewline
-7 & -0.000829021122020023 \tabularnewline
-6 & -0.027190156987066 \tabularnewline
-5 & 0.0037986870240988 \tabularnewline
-4 & 0.0248473152230867 \tabularnewline
-3 & 0.0774419510570037 \tabularnewline
-2 & 0.460320086392228 \tabularnewline
-1 & 0.0998363035155033 \tabularnewline
0 & -0.0797986780766265 \tabularnewline
1 & -0.0188030692838735 \tabularnewline
2 & 0.0174889380254246 \tabularnewline
3 & -0.0249199879500393 \tabularnewline
4 & 0.0164616858751900 \tabularnewline
5 & -0.0308035089824870 \tabularnewline
6 & 0.0866480320293098 \tabularnewline
7 & -0.0430240016136555 \tabularnewline
8 & -0.0104262321102405 \tabularnewline
9 & 0.0836936194973023 \tabularnewline
10 & -0.0091577336698041 \tabularnewline
11 & -0.0614155079686347 \tabularnewline
12 & -0.0744946676235057 \tabularnewline
13 & -0.064685634537089 \tabularnewline
14 & 0.0316235327095051 \tabularnewline
15 & 0.0653422996835213 \tabularnewline
16 & -0.0590867711449469 \tabularnewline
17 & 0.0937402201333183 \tabularnewline
18 & -0.0287016170909336 \tabularnewline
19 & -0.0295281751135217 \tabularnewline
20 & 0.0563390287356663 \tabularnewline
21 & -0.0520094231223028 \tabularnewline
22 & 0.0175773940743573 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68917&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]1[/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]-22[/C][C]0.04780686812062[/C][/ROW]
[ROW][C]-21[/C][C]-0.103955849894362[/C][/ROW]
[ROW][C]-20[/C][C]-0.0179581873680088[/C][/ROW]
[ROW][C]-19[/C][C]0.0267031285767966[/C][/ROW]
[ROW][C]-18[/C][C]-0.00363055257096715[/C][/ROW]
[ROW][C]-17[/C][C]0.0496123520048934[/C][/ROW]
[ROW][C]-16[/C][C]-0.079340077798884[/C][/ROW]
[ROW][C]-15[/C][C]0.00436155691177215[/C][/ROW]
[ROW][C]-14[/C][C]0.0405376662320892[/C][/ROW]
[ROW][C]-13[/C][C]-0.00154209395284212[/C][/ROW]
[ROW][C]-12[/C][C]0.103511930744473[/C][/ROW]
[ROW][C]-11[/C][C]-0.0127223280677967[/C][/ROW]
[ROW][C]-10[/C][C]-0.0260460113028471[/C][/ROW]
[ROW][C]-9[/C][C]0.0110132502387923[/C][/ROW]
[ROW][C]-8[/C][C]0.017286738243917[/C][/ROW]
[ROW][C]-7[/C][C]-0.000829021122020023[/C][/ROW]
[ROW][C]-6[/C][C]-0.027190156987066[/C][/ROW]
[ROW][C]-5[/C][C]0.0037986870240988[/C][/ROW]
[ROW][C]-4[/C][C]0.0248473152230867[/C][/ROW]
[ROW][C]-3[/C][C]0.0774419510570037[/C][/ROW]
[ROW][C]-2[/C][C]0.460320086392228[/C][/ROW]
[ROW][C]-1[/C][C]0.0998363035155033[/C][/ROW]
[ROW][C]0[/C][C]-0.0797986780766265[/C][/ROW]
[ROW][C]1[/C][C]-0.0188030692838735[/C][/ROW]
[ROW][C]2[/C][C]0.0174889380254246[/C][/ROW]
[ROW][C]3[/C][C]-0.0249199879500393[/C][/ROW]
[ROW][C]4[/C][C]0.0164616858751900[/C][/ROW]
[ROW][C]5[/C][C]-0.0308035089824870[/C][/ROW]
[ROW][C]6[/C][C]0.0866480320293098[/C][/ROW]
[ROW][C]7[/C][C]-0.0430240016136555[/C][/ROW]
[ROW][C]8[/C][C]-0.0104262321102405[/C][/ROW]
[ROW][C]9[/C][C]0.0836936194973023[/C][/ROW]
[ROW][C]10[/C][C]-0.0091577336698041[/C][/ROW]
[ROW][C]11[/C][C]-0.0614155079686347[/C][/ROW]
[ROW][C]12[/C][C]-0.0744946676235057[/C][/ROW]
[ROW][C]13[/C][C]-0.064685634537089[/C][/ROW]
[ROW][C]14[/C][C]0.0316235327095051[/C][/ROW]
[ROW][C]15[/C][C]0.0653422996835213[/C][/ROW]
[ROW][C]16[/C][C]-0.0590867711449469[/C][/ROW]
[ROW][C]17[/C][C]0.0937402201333183[/C][/ROW]
[ROW][C]18[/C][C]-0.0287016170909336[/C][/ROW]
[ROW][C]19[/C][C]-0.0295281751135217[/C][/ROW]
[ROW][C]20[/C][C]0.0563390287356663[/C][/ROW]
[ROW][C]21[/C][C]-0.0520094231223028[/C][/ROW]
[ROW][C]22[/C][C]0.0175773940743573[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68917&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68917&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)1
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])
-220.04780686812062
-21-0.103955849894362
-20-0.0179581873680088
-190.0267031285767966
-18-0.00363055257096715
-170.0496123520048934
-16-0.079340077798884
-150.00436155691177215
-140.0405376662320892
-13-0.00154209395284212
-120.103511930744473
-11-0.0127223280677967
-10-0.0260460113028471
-90.0110132502387923
-80.017286738243917
-7-0.000829021122020023
-6-0.027190156987066
-50.0037986870240988
-40.0248473152230867
-30.0774419510570037
-20.460320086392228
-10.0998363035155033
0-0.0797986780766265
1-0.0188030692838735
20.0174889380254246
3-0.0249199879500393
40.0164616858751900
5-0.0308035089824870
60.0866480320293098
7-0.0430240016136555
8-0.0104262321102405
90.0836936194973023
10-0.0091577336698041
11-0.0614155079686347
12-0.0744946676235057
13-0.064685634537089
140.0316235327095051
150.0653422996835213
16-0.0590867711449469
170.0937402201333183
18-0.0287016170909336
19-0.0295281751135217
200.0563390287356663
21-0.0520094231223028
220.0175773940743573


Figures (Output of Computation)

Input Parameters & R Code

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