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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 computationMon, 17 Dec 2007 03:18:50 -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/17/t1197885715jfpkf3glf1e3gn2.htm/, Retrieved Fri, 03 May 2024 17:30:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4318, Retrieved Fri, 03 May 2024 17:30:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact190

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] [] [2007-12-17 10:18:50] [6552dbdb87730106b738e8affc0d90fa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
41086
39690
43129
37863
35953
29133
24693
22205
21725
27192
21790
13253
37702
30364
32609
30212
29965
28352
25814
22414
20506
28806
22228
13971
36845
35338
35022
34777
26887
23970
22780
17351
21382
24561
17409
11514
31514
27071
29462
26105
22397
23843
21705
18089
20764
25316
17704
15548
28029
29383
36438
32034
22679
24319
18004
17537
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698
Dataseries Y:
Download CSV
Histogram 
96.67
96.67
96.67
96.67
96.67
96.67
96.67
97.59
97.59
97.59
97.06
97.06
97.06
97.06
97.06
97.36
97.43
97.43
97.43
97.43
97.43
97.08
97.08
97.08
97.08
97.55
97.55
97.55
97.55
101.47
101.47
101.47
101.47
100.9
100.9
100.9
102.31
102.31
102.31
102.31
102.31
102.64
102.64
102.64
102.64
101.94
101.94
101.94
102.34
102.34
102.34
102.34
102.34
102.34
102.34
102.34
102.34
102.45
102.45
102.45
102.5
102.45
102.45
102.45
102.45
102.45
102.45
102.45
102.45
104.77
104.77
104.77

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=4318&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=4318&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4318&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 series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.0401305487657576
-14-0.0646244393268744
-130.00743213028845486
-120.102619153079792
-11-0.0402779038031425
-10-0.0573767488279771
-9-0.0151826752796539
-80.0556045048586066
-7-0.073062155541492
-6-0.137651763871955
-50.31790715515879
-40.0523673925859641
-3-0.0234255612058901
-2-0.0563672582774007
-1-0.128476513775442
00.0649374870938353
10.0137667038500671
2-0.111911779590153
3-0.0692734730170984
4-0.0115262835541648
5-0.0296125633854418
6-0.11028247494427
70.321033290552605
8-0.0424559736630578
90.107494038701442
10-0.0882600136522323
11-0.0901763779091403
120.0884734858054774
130.00729175732886067
14-0.00571680829006907
15-0.0948377109925978

\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 & 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 & 1 \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 & 0.0401305487657576 \tabularnewline
-14 & -0.0646244393268744 \tabularnewline
-13 & 0.00743213028845486 \tabularnewline
-12 & 0.102619153079792 \tabularnewline
-11 & -0.0402779038031425 \tabularnewline
-10 & -0.0573767488279771 \tabularnewline
-9 & -0.0151826752796539 \tabularnewline
-8 & 0.0556045048586066 \tabularnewline
-7 & -0.073062155541492 \tabularnewline
-6 & -0.137651763871955 \tabularnewline
-5 & 0.31790715515879 \tabularnewline
-4 & 0.0523673925859641 \tabularnewline
-3 & -0.0234255612058901 \tabularnewline
-2 & -0.0563672582774007 \tabularnewline
-1 & -0.128476513775442 \tabularnewline
0 & 0.0649374870938353 \tabularnewline
1 & 0.0137667038500671 \tabularnewline
2 & -0.111911779590153 \tabularnewline
3 & -0.0692734730170984 \tabularnewline
4 & -0.0115262835541648 \tabularnewline
5 & -0.0296125633854418 \tabularnewline
6 & -0.11028247494427 \tabularnewline
7 & 0.321033290552605 \tabularnewline
8 & -0.0424559736630578 \tabularnewline
9 & 0.107494038701442 \tabularnewline
10 & -0.0882600136522323 \tabularnewline
11 & -0.0901763779091403 \tabularnewline
12 & 0.0884734858054774 \tabularnewline
13 & 0.00729175732886067 \tabularnewline
14 & -0.00571680829006907 \tabularnewline
15 & -0.0948377109925978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4318&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]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]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]0[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-15[/C][C]0.0401305487657576[/C][/ROW]
[ROW][C]-14[/C][C]-0.0646244393268744[/C][/ROW]
[ROW][C]-13[/C][C]0.00743213028845486[/C][/ROW]
[ROW][C]-12[/C][C]0.102619153079792[/C][/ROW]
[ROW][C]-11[/C][C]-0.0402779038031425[/C][/ROW]
[ROW][C]-10[/C][C]-0.0573767488279771[/C][/ROW]
[ROW][C]-9[/C][C]-0.0151826752796539[/C][/ROW]
[ROW][C]-8[/C][C]0.0556045048586066[/C][/ROW]
[ROW][C]-7[/C][C]-0.073062155541492[/C][/ROW]
[ROW][C]-6[/C][C]-0.137651763871955[/C][/ROW]
[ROW][C]-5[/C][C]0.31790715515879[/C][/ROW]
[ROW][C]-4[/C][C]0.0523673925859641[/C][/ROW]
[ROW][C]-3[/C][C]-0.0234255612058901[/C][/ROW]
[ROW][C]-2[/C][C]-0.0563672582774007[/C][/ROW]
[ROW][C]-1[/C][C]-0.128476513775442[/C][/ROW]
[ROW][C]0[/C][C]0.0649374870938353[/C][/ROW]
[ROW][C]1[/C][C]0.0137667038500671[/C][/ROW]
[ROW][C]2[/C][C]-0.111911779590153[/C][/ROW]
[ROW][C]3[/C][C]-0.0692734730170984[/C][/ROW]
[ROW][C]4[/C][C]-0.0115262835541648[/C][/ROW]
[ROW][C]5[/C][C]-0.0296125633854418[/C][/ROW]
[ROW][C]6[/C][C]-0.11028247494427[/C][/ROW]
[ROW][C]7[/C][C]0.321033290552605[/C][/ROW]
[ROW][C]8[/C][C]-0.0424559736630578[/C][/ROW]
[ROW][C]9[/C][C]0.107494038701442[/C][/ROW]
[ROW][C]10[/C][C]-0.0882600136522323[/C][/ROW]
[ROW][C]11[/C][C]-0.0901763779091403[/C][/ROW]
[ROW][C]12[/C][C]0.0884734858054774[/C][/ROW]
[ROW][C]13[/C][C]0.00729175732886067[/C][/ROW]
[ROW][C]14[/C][C]-0.00571680829006907[/C][/ROW]
[ROW][C]15[/C][C]-0.0948377109925978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4318&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4318&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 series1
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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.0401305487657576
-14-0.0646244393268744
-130.00743213028845486
-120.102619153079792
-11-0.0402779038031425
-10-0.0573767488279771
-9-0.0151826752796539
-80.0556045048586066
-7-0.073062155541492
-6-0.137651763871955
-50.31790715515879
-40.0523673925859641
-3-0.0234255612058901
-2-0.0563672582774007
-1-0.128476513775442
00.0649374870938353
10.0137667038500671
2-0.111911779590153
3-0.0692734730170984
4-0.0115262835541648
5-0.0296125633854418
6-0.11028247494427
70.321033290552605
8-0.0424559736630578
90.107494038701442
10-0.0882600136522323
11-0.0901763779091403
120.0884734858054774
130.00729175732886067
14-0.00571680829006907
15-0.0948377109925978


Figures (Output of Computation)

Input Parameters & R Code

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