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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, 09 Dec 2010 09:22:26 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/09/t1291886498yeym6olfzcyuo1q.htm/, Retrieved Fri, 17 May 2024 08:33:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107143, Retrieved Fri, 17 May 2024 08:33:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact227

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Bivariate Data Series] [Bivariate dataset] [2008-01-05 23:51:08] [74be16979710d4c4e7c6647856088456]
- RMPD  [Bivariate Explorative Data Analysis] [Ws4 part 1.1 s090...] [2009-10-27 21:56:53] [e0fc65a5811681d807296d590d5b45de]
-  M D    [Bivariate Explorative Data Analysis] [Paper; bivariate ...] [2009-12-19 19:10:37] [e0fc65a5811681d807296d590d5b45de]
- RMPD      [Cross Correlation Function] [cross correlation...] [2010-12-08 19:50:23] [74be16979710d4c4e7c6647856088456]
-   PD          [Cross Correlation Function] [] [2010-12-09 09:22:26] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]
-    D            [Cross Correlation Function] [workshop 10] [2010-12-12 14:17:25] [717f3d787904f94c39256c5c1fc72d4c]
-   PD            [Cross Correlation Function] [workshop 10] [2010-12-12 14:24:39] [717f3d787904f94c39256c5c1fc72d4c]
- R PD            [Cross Correlation Function] [CCF 3] [2010-12-14 17:53:52] [04d4386fa51dbd2ef12d0f1f80644886]
-    D            [Cross Correlation Function] [] [2010-12-19 19:14:52] [de55ccbf69577500a5f46ed42a101114]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3030.29
2803.47
2767.63
2882.6
2863.36
2897.06
3012.61
3142.95
3032.93
3045.78
3110.52
3013.24
2987.1
2995.55
2833.18
2848.96
2794.83
2845.26
2915.03
2892.63
2604.42
2641.65
2659.81
2638.53
2720.25
2745.88
2735.7
2811.7
2799.43
2555.28
2304.98
2214.95
2065.81
1940.49
2042
1995.37
1946.81
1765.9
1635.25
1833.42
1910.43
1959.67
1969.6
2061.41
2093.48
2120.88
2174.56
2196.72
2350.44
2440.25
2408.64
2472.81
2407.6
2454.62
2448.05
2497.84
2645.64
2756.76
2849.27
2921.44
2981.85
3080.58
3106.22
3119.31
3061.26
3097.31
3161.69
3257.16
3277.01
3295.32
3363.99
3494.17
3667.03
3813.06
3917.96
3895.51
3801.06
3570.12
3701.61
3862.27
3970.1
4138.52
4199.75
4290.89
4443.91
4502.64
4356.98
4591.27
4696.96
4621.4
4562.84
4202.52
4296.49
4435.23
4105.18
4116.68
3844.49
3720.98
3674.4
3857.62
3801.06
3504.37
3032.6
3047.03
2962.34
2197.82
2014.45
1862.83
1905.41
Dataseries Y:
Download CSV
Histogram 
25.64
27.97
27.62
23.31
29.07
29.58
28.63
29.92
32.68
31.54
32.43
26.54
25.85
27.6
25.71
25.38
28.57
27.64
25.36
25.9
26.29
21.74
19.2
19.32
19.82
20.36
24.31
25.97
25.61
24.67
25.59
26.09
28.37
27.34
24.46
27.46
30.23
32.33
29.87
24.87
25.48
27.28
28.24
29.58
26.95
29.08
28.76
29.59
30.7
30.52
32.67
33.19
37.13
35.54
37.75
41.84
42.94
49.14
44.61
40.22
44.23
45.85
53.38
53.26
51.8
55.3
57.81
63.96
63.77
59.15
56.12
57.42
63.52
61.71
63.01
68.18
72.03
69.75
74.41
74.33
64.24
60.03
59.44
62.5
55.04
58.34
61.92
67.65
67.68
70.3
75.26
71.44
76.36
81.71
92.6
90.6
92.23
94.09
102.79
109.65
124.05
132.69
135.81
116.07
101.42
75.73
55.48
43.8
45.29

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'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107143&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107143&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107143&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'RServer@AstonUniversity' @ vre.aston.ac.uk






Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
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 series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-170.00339981296686457
-160.0678304734725833
-15-0.00763329717961744
-140.0850327977709008
-130.084928477976418
-12-0.0190169047527647
-110.0791172302276742
-100.0718937353018167
-90.19651310411263
-80.0332010799577878
-70.0591099816179357
-60.0562088140058766
-50.0824522724660633
-40.120886969178372
-30.0602041422226485
-20.296337265900915
-10.411433330695418
00.168911864645812
10.0932908840764701
20.100614820400274
3-0.0114045314430714
4-0.129251514144432
5-0.068266732423517
6-0.0489621630964338
7-0.0870687668235326
80.0571602347768459
90.0534777689280426
10-0.00993321834215747
110.0203099249333334
12-0.041844326892195
13-0.0212229975321519
140.0743804290879527
15-0.029998426565661
160.0357478209041184
170.082573104214973

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 0 \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 & 0 \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
-17 & 0.00339981296686457 \tabularnewline
-16 & 0.0678304734725833 \tabularnewline
-15 & -0.00763329717961744 \tabularnewline
-14 & 0.0850327977709008 \tabularnewline
-13 & 0.084928477976418 \tabularnewline
-12 & -0.0190169047527647 \tabularnewline
-11 & 0.0791172302276742 \tabularnewline
-10 & 0.0718937353018167 \tabularnewline
-9 & 0.19651310411263 \tabularnewline
-8 & 0.0332010799577878 \tabularnewline
-7 & 0.0591099816179357 \tabularnewline
-6 & 0.0562088140058766 \tabularnewline
-5 & 0.0824522724660633 \tabularnewline
-4 & 0.120886969178372 \tabularnewline
-3 & 0.0602041422226485 \tabularnewline
-2 & 0.296337265900915 \tabularnewline
-1 & 0.411433330695418 \tabularnewline
0 & 0.168911864645812 \tabularnewline
1 & 0.0932908840764701 \tabularnewline
2 & 0.100614820400274 \tabularnewline
3 & -0.0114045314430714 \tabularnewline
4 & -0.129251514144432 \tabularnewline
5 & -0.068266732423517 \tabularnewline
6 & -0.0489621630964338 \tabularnewline
7 & -0.0870687668235326 \tabularnewline
8 & 0.0571602347768459 \tabularnewline
9 & 0.0534777689280426 \tabularnewline
10 & -0.00993321834215747 \tabularnewline
11 & 0.0203099249333334 \tabularnewline
12 & -0.041844326892195 \tabularnewline
13 & -0.0212229975321519 \tabularnewline
14 & 0.0743804290879527 \tabularnewline
15 & -0.029998426565661 \tabularnewline
16 & 0.0357478209041184 \tabularnewline
17 & 0.082573104214973 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107143&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[/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]0[/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]-17[/C][C]0.00339981296686457[/C][/ROW]
[ROW][C]-16[/C][C]0.0678304734725833[/C][/ROW]
[ROW][C]-15[/C][C]-0.00763329717961744[/C][/ROW]
[ROW][C]-14[/C][C]0.0850327977709008[/C][/ROW]
[ROW][C]-13[/C][C]0.084928477976418[/C][/ROW]
[ROW][C]-12[/C][C]-0.0190169047527647[/C][/ROW]
[ROW][C]-11[/C][C]0.0791172302276742[/C][/ROW]
[ROW][C]-10[/C][C]0.0718937353018167[/C][/ROW]
[ROW][C]-9[/C][C]0.19651310411263[/C][/ROW]
[ROW][C]-8[/C][C]0.0332010799577878[/C][/ROW]
[ROW][C]-7[/C][C]0.0591099816179357[/C][/ROW]
[ROW][C]-6[/C][C]0.0562088140058766[/C][/ROW]
[ROW][C]-5[/C][C]0.0824522724660633[/C][/ROW]
[ROW][C]-4[/C][C]0.120886969178372[/C][/ROW]
[ROW][C]-3[/C][C]0.0602041422226485[/C][/ROW]
[ROW][C]-2[/C][C]0.296337265900915[/C][/ROW]
[ROW][C]-1[/C][C]0.411433330695418[/C][/ROW]
[ROW][C]0[/C][C]0.168911864645812[/C][/ROW]
[ROW][C]1[/C][C]0.0932908840764701[/C][/ROW]
[ROW][C]2[/C][C]0.100614820400274[/C][/ROW]
[ROW][C]3[/C][C]-0.0114045314430714[/C][/ROW]
[ROW][C]4[/C][C]-0.129251514144432[/C][/ROW]
[ROW][C]5[/C][C]-0.068266732423517[/C][/ROW]
[ROW][C]6[/C][C]-0.0489621630964338[/C][/ROW]
[ROW][C]7[/C][C]-0.0870687668235326[/C][/ROW]
[ROW][C]8[/C][C]0.0571602347768459[/C][/ROW]
[ROW][C]9[/C][C]0.0534777689280426[/C][/ROW]
[ROW][C]10[/C][C]-0.00993321834215747[/C][/ROW]
[ROW][C]11[/C][C]0.0203099249333334[/C][/ROW]
[ROW][C]12[/C][C]-0.041844326892195[/C][/ROW]
[ROW][C]13[/C][C]-0.0212229975321519[/C][/ROW]
[ROW][C]14[/C][C]0.0743804290879527[/C][/ROW]
[ROW][C]15[/C][C]-0.029998426565661[/C][/ROW]
[ROW][C]16[/C][C]0.0357478209041184[/C][/ROW]
[ROW][C]17[/C][C]0.082573104214973[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107143&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107143&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 series0
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 series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-170.00339981296686457
-160.0678304734725833
-15-0.00763329717961744
-140.0850327977709008
-130.084928477976418
-12-0.0190169047527647
-110.0791172302276742
-100.0718937353018167
-90.19651310411263
-80.0332010799577878
-70.0591099816179357
-60.0562088140058766
-50.0824522724660633
-40.120886969178372
-30.0602041422226485
-20.296337265900915
-10.411433330695418
00.168911864645812
10.0932908840764701
20.100614820400274
3-0.0114045314430714
4-0.129251514144432
5-0.068266732423517
6-0.0489621630964338
7-0.0870687668235326
80.0571602347768459
90.0534777689280426
10-0.00993321834215747
110.0203099249333334
12-0.041844326892195
13-0.0212229975321519
140.0743804290879527
15-0.029998426565661
160.0357478209041184
170.082573104214973


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 0.0 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 0.0 ; par6 = 1 ; par7 = 0 ;
Parameters (R input):
par1 = 0.0 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 0.0 ; 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')