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Author

*The author of this computation has been verified*

R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Sun, 27 Dec 2009 05:26:38 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/27/t12619168665wv3vemassbmb1z.htm/, Retrieved Thu, 02 May 2024 15:13:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70869, Retrieved Thu, 02 May 2024 15:13:22 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

121

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [Toon Nauwelaerts] [2009-12-27 12:06:14] [28075c6928548bea087cb2be962cfe7e]
- RMP   [Spectral Analysis] [Toon Nauwelaerts] [2009-12-27 12:12:13] [28075c6928548bea087cb2be962cfe7e]
- RMPD      [Cross Correlation Function] [Toon Nauwelaerts] [2009-12-27 12:26:38] [b7e924d6f720297f82cd59f42434ec05] [Current]

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Dataseries X:

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Dataseries Y:

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Histogram

7.3
7.1
7.1
6.8
6.5
6.3
6.1
6.1
6.3
6.3
6
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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=70869&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=70869&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70869&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	-0.299034298912310
-15	-0.313049238354015
-14	-0.309712355727188
-13	-0.291196092681245
-12	-0.259605955969790
-11	-0.194694023697649
-10	-0.147362841700036
-9	-0.153857668520852
-8	-0.179297681103763
-7	-0.182134877122624
-6	-0.154799568543319
-5	-0.138979637023599
-4	-0.120754645283071
-3	-0.131130522837085
-2	-0.138891379163407
-1	-0.123507384752340
0	-0.0958706963323342
1	-0.0329817152879329
2	0.045191639610352
3	0.0878091040265895
4	0.105465476255876
5	0.143960813339697
6	0.188568949159921
7	0.213674953109511
8	0.262073756745905
9	0.269176618288772
10	0.291345277593977
11	0.341879358718379
12	0.380895998003068
13	0.430333605641966
14	0.493669125131395
15	0.501134040767951
16	0.483637551044346

\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
-16 & -0.299034298912310 \tabularnewline
-15 & -0.313049238354015 \tabularnewline
-14 & -0.309712355727188 \tabularnewline
-13 & -0.291196092681245 \tabularnewline
-12 & -0.259605955969790 \tabularnewline
-11 & -0.194694023697649 \tabularnewline
-10 & -0.147362841700036 \tabularnewline
-9 & -0.153857668520852 \tabularnewline
-8 & -0.179297681103763 \tabularnewline
-7 & -0.182134877122624 \tabularnewline
-6 & -0.154799568543319 \tabularnewline
-5 & -0.138979637023599 \tabularnewline
-4 & -0.120754645283071 \tabularnewline
-3 & -0.131130522837085 \tabularnewline
-2 & -0.138891379163407 \tabularnewline
-1 & -0.123507384752340 \tabularnewline
0 & -0.0958706963323342 \tabularnewline
1 & -0.0329817152879329 \tabularnewline
2 & 0.045191639610352 \tabularnewline
3 & 0.0878091040265895 \tabularnewline
4 & 0.105465476255876 \tabularnewline
5 & 0.143960813339697 \tabularnewline
6 & 0.188568949159921 \tabularnewline
7 & 0.213674953109511 \tabularnewline
8 & 0.262073756745905 \tabularnewline
9 & 0.269176618288772 \tabularnewline
10 & 0.291345277593977 \tabularnewline
11 & 0.341879358718379 \tabularnewline
12 & 0.380895998003068 \tabularnewline
13 & 0.430333605641966 \tabularnewline
14 & 0.493669125131395 \tabularnewline
15 & 0.501134040767951 \tabularnewline
16 & 0.483637551044346 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70869&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]-16[/C][C]-0.299034298912310[/C][/ROW]
[ROW][C]-15[/C][C]-0.313049238354015[/C][/ROW]
[ROW][C]-14[/C][C]-0.309712355727188[/C][/ROW]
[ROW][C]-13[/C][C]-0.291196092681245[/C][/ROW]
[ROW][C]-12[/C][C]-0.259605955969790[/C][/ROW]
[ROW][C]-11[/C][C]-0.194694023697649[/C][/ROW]
[ROW][C]-10[/C][C]-0.147362841700036[/C][/ROW]
[ROW][C]-9[/C][C]-0.153857668520852[/C][/ROW]
[ROW][C]-8[/C][C]-0.179297681103763[/C][/ROW]
[ROW][C]-7[/C][C]-0.182134877122624[/C][/ROW]
[ROW][C]-6[/C][C]-0.154799568543319[/C][/ROW]
[ROW][C]-5[/C][C]-0.138979637023599[/C][/ROW]
[ROW][C]-4[/C][C]-0.120754645283071[/C][/ROW]
[ROW][C]-3[/C][C]-0.131130522837085[/C][/ROW]
[ROW][C]-2[/C][C]-0.138891379163407[/C][/ROW]
[ROW][C]-1[/C][C]-0.123507384752340[/C][/ROW]
[ROW][C]0[/C][C]-0.0958706963323342[/C][/ROW]
[ROW][C]1[/C][C]-0.0329817152879329[/C][/ROW]
[ROW][C]2[/C][C]0.045191639610352[/C][/ROW]
[ROW][C]3[/C][C]0.0878091040265895[/C][/ROW]
[ROW][C]4[/C][C]0.105465476255876[/C][/ROW]
[ROW][C]5[/C][C]0.143960813339697[/C][/ROW]
[ROW][C]6[/C][C]0.188568949159921[/C][/ROW]
[ROW][C]7[/C][C]0.213674953109511[/C][/ROW]
[ROW][C]8[/C][C]0.262073756745905[/C][/ROW]
[ROW][C]9[/C][C]0.269176618288772[/C][/ROW]
[ROW][C]10[/C][C]0.291345277593977[/C][/ROW]
[ROW][C]11[/C][C]0.341879358718379[/C][/ROW]
[ROW][C]12[/C][C]0.380895998003068[/C][/ROW]
[ROW][C]13[/C][C]0.430333605641966[/C][/ROW]
[ROW][C]14[/C][C]0.493669125131395[/C][/ROW]
[ROW][C]15[/C][C]0.501134040767951[/C][/ROW]
[ROW][C]16[/C][C]0.483637551044346[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70869&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70869&T=1

As an alternative you can also use a QR Code:

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

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	-0.299034298912310
-15	-0.313049238354015
-14	-0.309712355727188
-13	-0.291196092681245
-12	-0.259605955969790
-11	-0.194694023697649
-10	-0.147362841700036
-9	-0.153857668520852
-8	-0.179297681103763
-7	-0.182134877122624
-6	-0.154799568543319
-5	-0.138979637023599
-4	-0.120754645283071
-3	-0.131130522837085
-2	-0.138891379163407
-1	-0.123507384752340
0	-0.0958706963323342
1	-0.0329817152879329
2	0.045191639610352
3	0.0878091040265895
4	0.105465476255876
5	0.143960813339697
6	0.188568949159921
7	0.213674953109511
8	0.262073756745905
9	0.269176618288772
10	0.291345277593977
11	0.341879358718379
12	0.380895998003068
13	0.430333605641966
14	0.493669125131395
15	0.501134040767951
16	0.483637551044346

Figure 1

PNG link

Postscript link

PDF link

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')

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