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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, 20 Dec 2009 06:45:29 -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/20/t126131683124885fmkv6vxf1a.htm/, Retrieved Sat, 27 Apr 2024 13:16:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69881, Retrieved Sat, 27 Apr 2024 13:16:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119

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] [1c68450965e88b7c1ed117c35898acdf]
-   PD      [Cross Correlation Function] [] [2009-12-18 15:41:38] [1c68450965e88b7c1ed117c35898acdf]
-   PD          [Cross Correlation Function] [] [2009-12-20 13:45:29] [cb3e966d7bf80cd999a0432e97d174a7] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
89.1
82.6
102.7
91.8
94.1
103.1
93.2
91
94.3
99.4
115.7
116.8
99.8
96
115.9
109.1
117.3
109.8
112.8
110.7
100
113.3
122.4
112.5
104.2
92.5
117.2
109.3
106.1
118.8
105.3
106
102
112.9
116.5
114.8
100.5
85.4
114.6
109.9
100.7
115.5
100.7
99
102.3
108.8
105.9
113.2
95.7
80.9
113.9
98.1
102.8
104.7
95.9
94.6
101.6
103.9
110.3
114.1
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=69881&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=69881&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69881&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 series2
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series1
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])
-13-0.236878816637471
-12-0.148649542651729
-11-0.0683785054810734
-10-0.272795446919219
-9-0.090497218932574
-8-0.111384503283099
-7-0.278667904968671
-6-0.0415440511683481
-5-0.133159230519465
-4-0.0881103432064386
-30.0694693532834479
-2-0.113598049590272
-10.126561923329477
00.368600245272370
1-0.087191622345313
20.367926530569552
30.296468944266615
40.172612194601608
50.311543510713682
60.283309453983304
70.0481449019127675
80.208902240642109
90.0858131619101266
100.133585227334953
110.0420894146963669
12-0.0753885228712512
130.0770471458123676

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 2 \tabularnewline
Degree of non-seasonal differencing (d) of X series & 0 \tabularnewline
Degree of seasonal differencing (D) of X series & 1 \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
-13 & -0.236878816637471 \tabularnewline
-12 & -0.148649542651729 \tabularnewline
-11 & -0.0683785054810734 \tabularnewline
-10 & -0.272795446919219 \tabularnewline
-9 & -0.090497218932574 \tabularnewline
-8 & -0.111384503283099 \tabularnewline
-7 & -0.278667904968671 \tabularnewline
-6 & -0.0415440511683481 \tabularnewline
-5 & -0.133159230519465 \tabularnewline
-4 & -0.0881103432064386 \tabularnewline
-3 & 0.0694693532834479 \tabularnewline
-2 & -0.113598049590272 \tabularnewline
-1 & 0.126561923329477 \tabularnewline
0 & 0.368600245272370 \tabularnewline
1 & -0.087191622345313 \tabularnewline
2 & 0.367926530569552 \tabularnewline
3 & 0.296468944266615 \tabularnewline
4 & 0.172612194601608 \tabularnewline
5 & 0.311543510713682 \tabularnewline
6 & 0.283309453983304 \tabularnewline
7 & 0.0481449019127675 \tabularnewline
8 & 0.208902240642109 \tabularnewline
9 & 0.0858131619101266 \tabularnewline
10 & 0.133585227334953 \tabularnewline
11 & 0.0420894146963669 \tabularnewline
12 & -0.0753885228712512 \tabularnewline
13 & 0.0770471458123676 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69881&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]2[/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]1[/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]-13[/C][C]-0.236878816637471[/C][/ROW]
[ROW][C]-12[/C][C]-0.148649542651729[/C][/ROW]
[ROW][C]-11[/C][C]-0.0683785054810734[/C][/ROW]
[ROW][C]-10[/C][C]-0.272795446919219[/C][/ROW]
[ROW][C]-9[/C][C]-0.090497218932574[/C][/ROW]
[ROW][C]-8[/C][C]-0.111384503283099[/C][/ROW]
[ROW][C]-7[/C][C]-0.278667904968671[/C][/ROW]
[ROW][C]-6[/C][C]-0.0415440511683481[/C][/ROW]
[ROW][C]-5[/C][C]-0.133159230519465[/C][/ROW]
[ROW][C]-4[/C][C]-0.0881103432064386[/C][/ROW]
[ROW][C]-3[/C][C]0.0694693532834479[/C][/ROW]
[ROW][C]-2[/C][C]-0.113598049590272[/C][/ROW]
[ROW][C]-1[/C][C]0.126561923329477[/C][/ROW]
[ROW][C]0[/C][C]0.368600245272370[/C][/ROW]
[ROW][C]1[/C][C]-0.087191622345313[/C][/ROW]
[ROW][C]2[/C][C]0.367926530569552[/C][/ROW]
[ROW][C]3[/C][C]0.296468944266615[/C][/ROW]
[ROW][C]4[/C][C]0.172612194601608[/C][/ROW]
[ROW][C]5[/C][C]0.311543510713682[/C][/ROW]
[ROW][C]6[/C][C]0.283309453983304[/C][/ROW]
[ROW][C]7[/C][C]0.0481449019127675[/C][/ROW]
[ROW][C]8[/C][C]0.208902240642109[/C][/ROW]
[ROW][C]9[/C][C]0.0858131619101266[/C][/ROW]
[ROW][C]10[/C][C]0.133585227334953[/C][/ROW]
[ROW][C]11[/C][C]0.0420894146963669[/C][/ROW]
[ROW][C]12[/C][C]-0.0753885228712512[/C][/ROW]
[ROW][C]13[/C][C]0.0770471458123676[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69881&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69881&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 series2
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series1
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])
-13-0.236878816637471
-12-0.148649542651729
-11-0.0683785054810734
-10-0.272795446919219
-9-0.090497218932574
-8-0.111384503283099
-7-0.278667904968671
-6-0.0415440511683481
-5-0.133159230519465
-4-0.0881103432064386
-30.0694693532834479
-2-0.113598049590272
-10.126561923329477
00.368600245272370
1-0.087191622345313
20.367926530569552
30.296468944266615
40.172612194601608
50.311543510713682
60.283309453983304
70.0481449019127675
80.208902240642109
90.0858131619101266
100.133585227334953
110.0420894146963669
12-0.0753885228712512
130.0770471458123676


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 2.0 ; par2 = 0 ; par3 = 1 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ;
Parameters (R input):
par1 = 2.0 ; par2 = 0 ; par3 = 1 ; 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')