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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 12:47:41 -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/t1197401632wcva6znqvz0r9wh.htm/, Retrieved Mon, 29 Apr 2024 01:27:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3164, Retrieved Mon, 29 Apr 2024 01:27:50 +0000
QR Codes:

Original text written by user:Q6, reeks 1 en 4 berekend met gegevens uit excel d=0 D=0
IsPrivate?No (this computation is public)
User-defined keywordsQ6, reeks 1 en 4
Estimated Impact201

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 19:47:41] [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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3164&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3164&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3164&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






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 series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.00865732387989562
-140.0610712624380301
-130.0129516536440081
-12-0.0392367522510762
-11-0.0318223257436189
-10-0.175562541860107
-90.104057398326128
-8-0.248836280327088
-7-0.0553826171253617
-6-0.190901247522953
-5-0.128860697369724
-4-0.101669580408574
-3-0.0365231057018378
-2-0.112343003986882
-1-0.19263693025634
00.172205157440221
1-0.0524563570926115
20.170524781784901
3-0.121553101478744
40.207185265207598
50.0989894036332169
60.0337409694258358
70.143607237717852
80.0847599858436314
90.0119377998143334
100.0370113906419321
110.134104677205962
12-0.154683726217943
130.0244373526371772
140.0334545416876883
15-0.0368882034924796

\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
-15 & 0.00865732387989562 \tabularnewline
-14 & 0.0610712624380301 \tabularnewline
-13 & 0.0129516536440081 \tabularnewline
-12 & -0.0392367522510762 \tabularnewline
-11 & -0.0318223257436189 \tabularnewline
-10 & -0.175562541860107 \tabularnewline
-9 & 0.104057398326128 \tabularnewline
-8 & -0.248836280327088 \tabularnewline
-7 & -0.0553826171253617 \tabularnewline
-6 & -0.190901247522953 \tabularnewline
-5 & -0.128860697369724 \tabularnewline
-4 & -0.101669580408574 \tabularnewline
-3 & -0.0365231057018378 \tabularnewline
-2 & -0.112343003986882 \tabularnewline
-1 & -0.19263693025634 \tabularnewline
0 & 0.172205157440221 \tabularnewline
1 & -0.0524563570926115 \tabularnewline
2 & 0.170524781784901 \tabularnewline
3 & -0.121553101478744 \tabularnewline
4 & 0.207185265207598 \tabularnewline
5 & 0.0989894036332169 \tabularnewline
6 & 0.0337409694258358 \tabularnewline
7 & 0.143607237717852 \tabularnewline
8 & 0.0847599858436314 \tabularnewline
9 & 0.0119377998143334 \tabularnewline
10 & 0.0370113906419321 \tabularnewline
11 & 0.134104677205962 \tabularnewline
12 & -0.154683726217943 \tabularnewline
13 & 0.0244373526371772 \tabularnewline
14 & 0.0334545416876883 \tabularnewline
15 & -0.0368882034924796 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3164&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]-15[/C][C]0.00865732387989562[/C][/ROW]
[ROW][C]-14[/C][C]0.0610712624380301[/C][/ROW]
[ROW][C]-13[/C][C]0.0129516536440081[/C][/ROW]
[ROW][C]-12[/C][C]-0.0392367522510762[/C][/ROW]
[ROW][C]-11[/C][C]-0.0318223257436189[/C][/ROW]
[ROW][C]-10[/C][C]-0.175562541860107[/C][/ROW]
[ROW][C]-9[/C][C]0.104057398326128[/C][/ROW]
[ROW][C]-8[/C][C]-0.248836280327088[/C][/ROW]
[ROW][C]-7[/C][C]-0.0553826171253617[/C][/ROW]
[ROW][C]-6[/C][C]-0.190901247522953[/C][/ROW]
[ROW][C]-5[/C][C]-0.128860697369724[/C][/ROW]
[ROW][C]-4[/C][C]-0.101669580408574[/C][/ROW]
[ROW][C]-3[/C][C]-0.0365231057018378[/C][/ROW]
[ROW][C]-2[/C][C]-0.112343003986882[/C][/ROW]
[ROW][C]-1[/C][C]-0.19263693025634[/C][/ROW]
[ROW][C]0[/C][C]0.172205157440221[/C][/ROW]
[ROW][C]1[/C][C]-0.0524563570926115[/C][/ROW]
[ROW][C]2[/C][C]0.170524781784901[/C][/ROW]
[ROW][C]3[/C][C]-0.121553101478744[/C][/ROW]
[ROW][C]4[/C][C]0.207185265207598[/C][/ROW]
[ROW][C]5[/C][C]0.0989894036332169[/C][/ROW]
[ROW][C]6[/C][C]0.0337409694258358[/C][/ROW]
[ROW][C]7[/C][C]0.143607237717852[/C][/ROW]
[ROW][C]8[/C][C]0.0847599858436314[/C][/ROW]
[ROW][C]9[/C][C]0.0119377998143334[/C][/ROW]
[ROW][C]10[/C][C]0.0370113906419321[/C][/ROW]
[ROW][C]11[/C][C]0.134104677205962[/C][/ROW]
[ROW][C]12[/C][C]-0.154683726217943[/C][/ROW]
[ROW][C]13[/C][C]0.0244373526371772[/C][/ROW]
[ROW][C]14[/C][C]0.0334545416876883[/C][/ROW]
[ROW][C]15[/C][C]-0.0368882034924796[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3164&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3164&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 series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.00865732387989562
-140.0610712624380301
-130.0129516536440081
-12-0.0392367522510762
-11-0.0318223257436189
-10-0.175562541860107
-90.104057398326128
-8-0.248836280327088
-7-0.0553826171253617
-6-0.190901247522953
-5-0.128860697369724
-4-0.101669580408574
-3-0.0365231057018378
-2-0.112343003986882
-1-0.19263693025634
00.172205157440221
1-0.0524563570926115
20.170524781784901
3-0.121553101478744
40.207185265207598
50.0989894036332169
60.0337409694258358
70.143607237717852
80.0847599858436314
90.0119377998143334
100.0370113906419321
110.134104677205962
12-0.154683726217943
130.0244373526371772
140.0334545416876883
15-0.0368882034924796


Figures (Output of Computation)

Input Parameters & R Code

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) 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')