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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 computationTue, 11 Dec 2007 12:43:31 -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/11/t1197401336jao8ql6bl583t74.htm/, Retrieved Mon, 29 Apr 2024 01:11:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3163, Retrieved Mon, 29 Apr 2024 01:11:48 +0000
QR Codes:

Original text written by user:Q6, reeks 1 en 4 berekend met de gegevens uit excel
IsPrivate?No (this computation is public)
User-defined keywordsQ6, reeks 1 en 4
Estimated Impact205

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] [Workshop 3 Q6] [2007-12-11 19:43:31] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15,2
15,4
10,8
27,2
12,8
12
22,3
15,5
24,1
18,1
23
22,5
25,4
22,4
16,9
19,8
14,4
18,8
16,4
15
16,1
14,7
10,1
22
12,7
16,7
32,6
17,6
22,4
34,3
21,1
27,9
26
17,5
23,6
24,6
12,4
18,2
9,8
17,6
16,2
13,6
11,9
16
13,9
10,6
24,1
18,5
24,2
22,6
31,4
17,6
34,3
29,3
28,8
27,3
25,9
35,6
27,4
21,1
30,2
27,6
24,6
26,9
21,1
19,9
25,5
23,7
14,6
Dataseries Y:
Download CSV
Histogram 
20
19,5
19,5
24,5
17,3
15,8
28,2
18,1
26,9
11,6
16,4
22,6
30,3
15,3
13,1
24
14,6
25
19,7
18,7
7,4
30,7
28,3
14,8
17,5
23,4
24,6
16,9
22,9
20
23,5
18,3
19,7
21,4
14,6
20,3
11,7
25,8
17,5
22,1
22,2
16,7
23,2
16,6
19,5
16,3
29,7
22,6
22,5
18,3
24,8
17,5
19,6
25
13,3
21,7
23,3
16,3
16,6
23,2
21,2
20,2
17,1
15
20,6
17,6
18,2
24,5
14,5

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=3163&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=3163&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3163&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 series1
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])
-140.0395235702804088
-13-0.367432057124511
-120.696872717758458
-11-0.447203509560013
-100.122453267599921
-9-0.27175519824081
-80.417593954729714
-7-0.234499126110563
-60.020580923472853
-50.186308150688812
-4-0.407907256122408
-30.332862950890445
-2-0.177117009961874
-10.515859772247101
0-0.832965165070077
10.435981937679218
2-0.00879471451551999
30.0219826042460133
4-0.0101106560328081
5-0.176089241729238
60.271222517351968
7-0.310503249326210
80.380642732404087
9-0.302251803056224
100.181156248020661
11-0.196158591482782
120.132045864568567
130.0626947805601451
14-0.156516496501949

\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 & 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
-14 & 0.0395235702804088 \tabularnewline
-13 & -0.367432057124511 \tabularnewline
-12 & 0.696872717758458 \tabularnewline
-11 & -0.447203509560013 \tabularnewline
-10 & 0.122453267599921 \tabularnewline
-9 & -0.27175519824081 \tabularnewline
-8 & 0.417593954729714 \tabularnewline
-7 & -0.234499126110563 \tabularnewline
-6 & 0.020580923472853 \tabularnewline
-5 & 0.186308150688812 \tabularnewline
-4 & -0.407907256122408 \tabularnewline
-3 & 0.332862950890445 \tabularnewline
-2 & -0.177117009961874 \tabularnewline
-1 & 0.515859772247101 \tabularnewline
0 & -0.832965165070077 \tabularnewline
1 & 0.435981937679218 \tabularnewline
2 & -0.00879471451551999 \tabularnewline
3 & 0.0219826042460133 \tabularnewline
4 & -0.0101106560328081 \tabularnewline
5 & -0.176089241729238 \tabularnewline
6 & 0.271222517351968 \tabularnewline
7 & -0.310503249326210 \tabularnewline
8 & 0.380642732404087 \tabularnewline
9 & -0.302251803056224 \tabularnewline
10 & 0.181156248020661 \tabularnewline
11 & -0.196158591482782 \tabularnewline
12 & 0.132045864568567 \tabularnewline
13 & 0.0626947805601451 \tabularnewline
14 & -0.156516496501949 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3163&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]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]-14[/C][C]0.0395235702804088[/C][/ROW]
[ROW][C]-13[/C][C]-0.367432057124511[/C][/ROW]
[ROW][C]-12[/C][C]0.696872717758458[/C][/ROW]
[ROW][C]-11[/C][C]-0.447203509560013[/C][/ROW]
[ROW][C]-10[/C][C]0.122453267599921[/C][/ROW]
[ROW][C]-9[/C][C]-0.27175519824081[/C][/ROW]
[ROW][C]-8[/C][C]0.417593954729714[/C][/ROW]
[ROW][C]-7[/C][C]-0.234499126110563[/C][/ROW]
[ROW][C]-6[/C][C]0.020580923472853[/C][/ROW]
[ROW][C]-5[/C][C]0.186308150688812[/C][/ROW]
[ROW][C]-4[/C][C]-0.407907256122408[/C][/ROW]
[ROW][C]-3[/C][C]0.332862950890445[/C][/ROW]
[ROW][C]-2[/C][C]-0.177117009961874[/C][/ROW]
[ROW][C]-1[/C][C]0.515859772247101[/C][/ROW]
[ROW][C]0[/C][C]-0.832965165070077[/C][/ROW]
[ROW][C]1[/C][C]0.435981937679218[/C][/ROW]
[ROW][C]2[/C][C]-0.00879471451551999[/C][/ROW]
[ROW][C]3[/C][C]0.0219826042460133[/C][/ROW]
[ROW][C]4[/C][C]-0.0101106560328081[/C][/ROW]
[ROW][C]5[/C][C]-0.176089241729238[/C][/ROW]
[ROW][C]6[/C][C]0.271222517351968[/C][/ROW]
[ROW][C]7[/C][C]-0.310503249326210[/C][/ROW]
[ROW][C]8[/C][C]0.380642732404087[/C][/ROW]
[ROW][C]9[/C][C]-0.302251803056224[/C][/ROW]
[ROW][C]10[/C][C]0.181156248020661[/C][/ROW]
[ROW][C]11[/C][C]-0.196158591482782[/C][/ROW]
[ROW][C]12[/C][C]0.132045864568567[/C][/ROW]
[ROW][C]13[/C][C]0.0626947805601451[/C][/ROW]
[ROW][C]14[/C][C]-0.156516496501949[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3163&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3163&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 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])
-140.0395235702804088
-13-0.367432057124511
-120.696872717758458
-11-0.447203509560013
-100.122453267599921
-9-0.27175519824081
-80.417593954729714
-7-0.234499126110563
-60.020580923472853
-50.186308150688812
-4-0.407907256122408
-30.332862950890445
-2-0.177117009961874
-10.515859772247101
0-0.832965165070077
10.435981937679218
2-0.00879471451551999
30.0219826042460133
4-0.0101106560328081
5-0.176089241729238
60.271222517351968
7-0.310503249326210
80.380642732404087
9-0.302251803056224
100.181156248020661
11-0.196158591482782
120.132045864568567
130.0626947805601451
14-0.156516496501949


Figures (Output of Computation)

Input Parameters & R Code

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