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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 computationThu, 13 Dec 2007 06:25:01 -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/13/t11975514409akolytjwwzwgbd.htm/, Retrieved Sun, 05 May 2024 16:44:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3512, Retrieved Sun, 05 May 2024 16:44:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact200

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] [] [2007-12-13 13:25:01] [0c12eff582f43eaf43ae2f09e879befe] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-7.7
-5.3
6
-3.1
-1.8
14.4
8.2
0.3
14.2
6
18.1
9.4
7.1
6.9
6.1
7.7
7.2
0.2
-1
0.5
10.7
-7
-3
2.6
-8.9
9.3
3.5
4.1
6.3
9.7
-2.9
18.9
-0.6
4.5
4.9
6.8
22
11.2
4.5
14.4
3.8
3.3
10.4
0.6
4.7
14.6
8.6
Dataseries Y:
Download CSV
Histogram 
10.1
-7.8
0.4
-9.2
-2.5
11.8
2.3
2.5
8.8
-0.8
8.4
4.4
-5.1
14
7.9
3.1
3.8
-6.1
-2.9
0.5
1.4
-9.1
-0.2
-4.4
-6.5
3.3
-0.4
5
1.8
9.5
-2.2
16.4
5.4
9
7.6
11.7
23.6
16
10.2
18.3
16.1
15
18.5
11.9
15.1
14.4
12.8

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=3512&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=3512&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3512&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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-120.524147829587167
-110.153962952614172
-100.4091778572543
-90.231548710089031
-80.177198837850605
-70.331055572053202
-60.121899740778158
-5-0.0264954679528111
-40.170037740828569
-30.0379197131744844
-2-0.223529171911899
-10.0356116963174398
0-0.677945265297873
1-0.0775275076340338
2-0.165920836159607
3-0.185429430683886
4-0.0553762995976637
5-0.146622119365051
6-0.145951027579635
7-0.0387812425588658
80.0334499582667946
9-0.0226838650536304
100.167905406697244
110.137224349034136
120.0662115300228057

\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 & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-12 & 0.524147829587167 \tabularnewline
-11 & 0.153962952614172 \tabularnewline
-10 & 0.4091778572543 \tabularnewline
-9 & 0.231548710089031 \tabularnewline
-8 & 0.177198837850605 \tabularnewline
-7 & 0.331055572053202 \tabularnewline
-6 & 0.121899740778158 \tabularnewline
-5 & -0.0264954679528111 \tabularnewline
-4 & 0.170037740828569 \tabularnewline
-3 & 0.0379197131744844 \tabularnewline
-2 & -0.223529171911899 \tabularnewline
-1 & 0.0356116963174398 \tabularnewline
0 & -0.677945265297873 \tabularnewline
1 & -0.0775275076340338 \tabularnewline
2 & -0.165920836159607 \tabularnewline
3 & -0.185429430683886 \tabularnewline
4 & -0.0553762995976637 \tabularnewline
5 & -0.146622119365051 \tabularnewline
6 & -0.145951027579635 \tabularnewline
7 & -0.0387812425588658 \tabularnewline
8 & 0.0334499582667946 \tabularnewline
9 & -0.0226838650536304 \tabularnewline
10 & 0.167905406697244 \tabularnewline
11 & 0.137224349034136 \tabularnewline
12 & 0.0662115300228057 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3512&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]0[/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]-12[/C][C]0.524147829587167[/C][/ROW]
[ROW][C]-11[/C][C]0.153962952614172[/C][/ROW]
[ROW][C]-10[/C][C]0.4091778572543[/C][/ROW]
[ROW][C]-9[/C][C]0.231548710089031[/C][/ROW]
[ROW][C]-8[/C][C]0.177198837850605[/C][/ROW]
[ROW][C]-7[/C][C]0.331055572053202[/C][/ROW]
[ROW][C]-6[/C][C]0.121899740778158[/C][/ROW]
[ROW][C]-5[/C][C]-0.0264954679528111[/C][/ROW]
[ROW][C]-4[/C][C]0.170037740828569[/C][/ROW]
[ROW][C]-3[/C][C]0.0379197131744844[/C][/ROW]
[ROW][C]-2[/C][C]-0.223529171911899[/C][/ROW]
[ROW][C]-1[/C][C]0.0356116963174398[/C][/ROW]
[ROW][C]0[/C][C]-0.677945265297873[/C][/ROW]
[ROW][C]1[/C][C]-0.0775275076340338[/C][/ROW]
[ROW][C]2[/C][C]-0.165920836159607[/C][/ROW]
[ROW][C]3[/C][C]-0.185429430683886[/C][/ROW]
[ROW][C]4[/C][C]-0.0553762995976637[/C][/ROW]
[ROW][C]5[/C][C]-0.146622119365051[/C][/ROW]
[ROW][C]6[/C][C]-0.145951027579635[/C][/ROW]
[ROW][C]7[/C][C]-0.0387812425588658[/C][/ROW]
[ROW][C]8[/C][C]0.0334499582667946[/C][/ROW]
[ROW][C]9[/C][C]-0.0226838650536304[/C][/ROW]
[ROW][C]10[/C][C]0.167905406697244[/C][/ROW]
[ROW][C]11[/C][C]0.137224349034136[/C][/ROW]
[ROW][C]12[/C][C]0.0662115300228057[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3512&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3512&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 series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-120.524147829587167
-110.153962952614172
-100.4091778572543
-90.231548710089031
-80.177198837850605
-70.331055572053202
-60.121899740778158
-5-0.0264954679528111
-40.170037740828569
-30.0379197131744844
-2-0.223529171911899
-10.0356116963174398
0-0.677945265297873
1-0.0775275076340338
2-0.165920836159607
3-0.185429430683886
4-0.0553762995976637
5-0.146622119365051
6-0.145951027579635
7-0.0387812425588658
80.0334499582667946
9-0.0226838650536304
100.167905406697244
110.137224349034136
120.0662115300228057


Figures (Output of Computation)

Input Parameters & R Code

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