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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_cross.wasp
Title produced by softwareCross Correlation Function
Date of computationFri, 07 Dec 2007 06:58:21 -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/2007/Dec/07/t1197035184i0c5iw90w6juzww.htm/, Retrieved Sun, 28 Apr 2024 22:38:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2829, Retrieved Sun, 28 Apr 2024 22:38:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact172

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Cross Correlation Function] [Cross Correlation...] [2007-12-07 13:58:21] [9bb499d88394279c02e6a8b8cf177cf7] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
18.33
22.6
24.9
24.8
23.8
25.1
26
27.4
27.3
24.3
28.4
24.4
30.3
31.5
29.8
25.3
25.6
26.7
27.4
28.6
26.3
28.5
28.4
29.4
30.3
29.6
32.1
32.4
36.3
34.6
36.3
40.3
40.4
45.4
39
35.7
40.2
41.7
49.1
49.6
47
52
53.1
57.8
57.9
54.6
51.3
52.7
58.5
56.6
57.9
64.4
65.1
64.6
68.9
68.8
59.3
55
55.4
58
50.8
54.6
58.6
63.6
64.5
66.9
71.9
68.7
74.2
75.8
Dataseries Y:
Download CSV
Histogram 
0.8833
0.87
0.8758
0.8858
0.917
0.9554
0.9922
0.9778
0.9808
0.9811
1.0014
1.0183
1.0622
1.0773
1.0807
1.0848
1.1582
1.1663
1.1372
1.1139
1.1222
1.1692
1.1702
1.2286
1.2613
1.2646
1.2262
1.1985
1.2007
1.2138
1.2266
1.2176
1.2218
1.249
1.2991
1.3408
1.3119
1.3014
1.3201
1.2938
1.2694
1.2165
1.2037
1.2292
1.2256
1.2015
1.1786
1.1856
1.2103
1.1938
1.202
1.2271
1.277
1.265
1.2684
1.2811
1.2727
1.2611
1.2881
1.3213
1.2999
1.3074
1.3242
1.3516
1.3511
1.3419
1.3716
1.3622
1.3896
1.4227

Tables (Output of Computation)





Summary of compuational 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 compuational 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=2829&T=0

[TABLE]
[ROW][C]Summary of compuational 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=2829&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2829&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 compuational 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 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])
-150.105838861306777
-14-0.0568885109376842
-13-0.149234029791277
-12-0.0348923500240612
-110.337389925998379
-100.0221050907189917
-9-0.0616942845734719
-8-0.167943818900691
-70.0635204001259745
-6-0.103313520132549
-5-0.00152928407956463
-40.280485980771648
-3-0.0627436186809813
-2-0.00823498613900064
-1-0.169040004363811
00.0941681212404742
1-0.0978818837688227
2-0.0660265094579392
30.0589131122149417
4-0.0146080697793009
5-0.105799931845697
6-0.0540871060588894
70.173517281001736
80.115681847315996
9-0.0840770595483568
10-0.0161978949484427
11-0.142307250968819
12-0.0790680314320237
130.00105813606350635
140.0920942680188137
150.175435757871879

\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
-15 & 0.105838861306777 \tabularnewline
-14 & -0.0568885109376842 \tabularnewline
-13 & -0.149234029791277 \tabularnewline
-12 & -0.0348923500240612 \tabularnewline
-11 & 0.337389925998379 \tabularnewline
-10 & 0.0221050907189917 \tabularnewline
-9 & -0.0616942845734719 \tabularnewline
-8 & -0.167943818900691 \tabularnewline
-7 & 0.0635204001259745 \tabularnewline
-6 & -0.103313520132549 \tabularnewline
-5 & -0.00152928407956463 \tabularnewline
-4 & 0.280485980771648 \tabularnewline
-3 & -0.0627436186809813 \tabularnewline
-2 & -0.00823498613900064 \tabularnewline
-1 & -0.169040004363811 \tabularnewline
0 & 0.0941681212404742 \tabularnewline
1 & -0.0978818837688227 \tabularnewline
2 & -0.0660265094579392 \tabularnewline
3 & 0.0589131122149417 \tabularnewline
4 & -0.0146080697793009 \tabularnewline
5 & -0.105799931845697 \tabularnewline
6 & -0.0540871060588894 \tabularnewline
7 & 0.173517281001736 \tabularnewline
8 & 0.115681847315996 \tabularnewline
9 & -0.0840770595483568 \tabularnewline
10 & -0.0161978949484427 \tabularnewline
11 & -0.142307250968819 \tabularnewline
12 & -0.0790680314320237 \tabularnewline
13 & 0.00105813606350635 \tabularnewline
14 & 0.0920942680188137 \tabularnewline
15 & 0.175435757871879 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2829&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]-15[/C][C]0.105838861306777[/C][/ROW]
[ROW][C]-14[/C][C]-0.0568885109376842[/C][/ROW]
[ROW][C]-13[/C][C]-0.149234029791277[/C][/ROW]
[ROW][C]-12[/C][C]-0.0348923500240612[/C][/ROW]
[ROW][C]-11[/C][C]0.337389925998379[/C][/ROW]
[ROW][C]-10[/C][C]0.0221050907189917[/C][/ROW]
[ROW][C]-9[/C][C]-0.0616942845734719[/C][/ROW]
[ROW][C]-8[/C][C]-0.167943818900691[/C][/ROW]
[ROW][C]-7[/C][C]0.0635204001259745[/C][/ROW]
[ROW][C]-6[/C][C]-0.103313520132549[/C][/ROW]
[ROW][C]-5[/C][C]-0.00152928407956463[/C][/ROW]
[ROW][C]-4[/C][C]0.280485980771648[/C][/ROW]
[ROW][C]-3[/C][C]-0.0627436186809813[/C][/ROW]
[ROW][C]-2[/C][C]-0.00823498613900064[/C][/ROW]
[ROW][C]-1[/C][C]-0.169040004363811[/C][/ROW]
[ROW][C]0[/C][C]0.0941681212404742[/C][/ROW]
[ROW][C]1[/C][C]-0.0978818837688227[/C][/ROW]
[ROW][C]2[/C][C]-0.0660265094579392[/C][/ROW]
[ROW][C]3[/C][C]0.0589131122149417[/C][/ROW]
[ROW][C]4[/C][C]-0.0146080697793009[/C][/ROW]
[ROW][C]5[/C][C]-0.105799931845697[/C][/ROW]
[ROW][C]6[/C][C]-0.0540871060588894[/C][/ROW]
[ROW][C]7[/C][C]0.173517281001736[/C][/ROW]
[ROW][C]8[/C][C]0.115681847315996[/C][/ROW]
[ROW][C]9[/C][C]-0.0840770595483568[/C][/ROW]
[ROW][C]10[/C][C]-0.0161978949484427[/C][/ROW]
[ROW][C]11[/C][C]-0.142307250968819[/C][/ROW]
[ROW][C]12[/C][C]-0.0790680314320237[/C][/ROW]
[ROW][C]13[/C][C]0.00105813606350635[/C][/ROW]
[ROW][C]14[/C][C]0.0920942680188137[/C][/ROW]
[ROW][C]15[/C][C]0.175435757871879[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2829&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2829&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])
-150.105838861306777
-14-0.0568885109376842
-13-0.149234029791277
-12-0.0348923500240612
-110.337389925998379
-100.0221050907189917
-9-0.0616942845734719
-8-0.167943818900691
-70.0635204001259745
-6-0.103313520132549
-5-0.00152928407956463
-40.280485980771648
-3-0.0627436186809813
-2-0.00823498613900064
-1-0.169040004363811
00.0941681212404742
1-0.0978818837688227
2-0.0660265094579392
30.0589131122149417
4-0.0146080697793009
5-0.105799931845697
6-0.0540871060588894
70.173517281001736
80.115681847315996
9-0.0840770595483568
10-0.0161978949484427
11-0.142307250968819
12-0.0790680314320237
130.00105813606350635
140.0920942680188137
150.175435757871879


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) x <- 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')