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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 06:19:48 -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/t1197896576t74dfkhbalxe7dv.htm/, Retrieved Sat, 04 May 2024 03:38:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4365, Retrieved Sat, 04 May 2024 03:38:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact192

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 13:19:48] [9b75aacdafaeee3fe66fbd4de075ccd6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,2
-0,1
0,4
0,1
-0,2
-0,6
0,6
-0,1
0,2
0,1
-0,3
0,4
-0,1
-0,3
-0,2
-0,2
0,7
0,7
-0,4
0,1
-0,1
-0,2
0,9
-0,4
-0,4
0,1
0,3
0,5
-0,4
-0,1
0,4
0
0,2
0,1
-0,8
0,1
0,5
0
0
-0,6
0,4
0,2
-0,3
-0,1
-0,1
-0,4
-0,2
0,3
0,1
-0,4
0,1
0
0
-0,5
0
0
-0,1
0,2
0,8
Dataseries Y:
Download CSV
Histogram 
111,3
19,4
-30,8
-18,6
5,5
-109,6
62,3
28,1
31,7
-24,6
8,9
-71,7
187,1
124,4
-177,1
209,6
-186,5
-56,9
113
-7,1
140,5
96,4
-192,2
37,6
-136,1
213,4
-211,1
148,7
-38,3
-135
-26
-136,5
205,2
-6,1
-145,5
135,2
-10,3
-17,9
56,9
13,3
-8,3
1,2
-52
7,3
94,9
-41
-146,7
75,8
-29,2
34,4
5,1
-16,8
13,6
-92,9
-16,3
31
13,5
18,9
-114,9

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 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=4365&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]3 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=4365&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4365&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 time3 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 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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.0229429684798300
-13-0.0153998409929519
-120.063068004110623
-11-0.0754314480388714
-100.0722505693958998
-9-0.0687731292776734
-8-0.0441309716220103
-70.103587817519277
-6-0.0808735336118308
-50.0546459768463515
-40.0534299803239022
-3-0.094445364199137
-20.0699016017885064
-1-0.0623636232256321
0-0.0172033555273372
10.0832123265143914
2-0.0780197020763695
30.114106289993638
4-0.056482157032012
5-0.139433360367973
60.129480492192737
7-0.00632883957598163
8-0.0105077378529054
90.0360665771513348
10-0.0846144058430184
110.0506944451250172
12-0.0588771859591837
13-0.0807672687482725
140.251768722589905

\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 & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & 0.0229429684798300 \tabularnewline
-13 & -0.0153998409929519 \tabularnewline
-12 & 0.063068004110623 \tabularnewline
-11 & -0.0754314480388714 \tabularnewline
-10 & 0.0722505693958998 \tabularnewline
-9 & -0.0687731292776734 \tabularnewline
-8 & -0.0441309716220103 \tabularnewline
-7 & 0.103587817519277 \tabularnewline
-6 & -0.0808735336118308 \tabularnewline
-5 & 0.0546459768463515 \tabularnewline
-4 & 0.0534299803239022 \tabularnewline
-3 & -0.094445364199137 \tabularnewline
-2 & 0.0699016017885064 \tabularnewline
-1 & -0.0623636232256321 \tabularnewline
0 & -0.0172033555273372 \tabularnewline
1 & 0.0832123265143914 \tabularnewline
2 & -0.0780197020763695 \tabularnewline
3 & 0.114106289993638 \tabularnewline
4 & -0.056482157032012 \tabularnewline
5 & -0.139433360367973 \tabularnewline
6 & 0.129480492192737 \tabularnewline
7 & -0.00632883957598163 \tabularnewline
8 & -0.0105077378529054 \tabularnewline
9 & 0.0360665771513348 \tabularnewline
10 & -0.0846144058430184 \tabularnewline
11 & 0.0506944451250172 \tabularnewline
12 & -0.0588771859591837 \tabularnewline
13 & -0.0807672687482725 \tabularnewline
14 & 0.251768722589905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4365&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]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]-14[/C][C]0.0229429684798300[/C][/ROW]
[ROW][C]-13[/C][C]-0.0153998409929519[/C][/ROW]
[ROW][C]-12[/C][C]0.063068004110623[/C][/ROW]
[ROW][C]-11[/C][C]-0.0754314480388714[/C][/ROW]
[ROW][C]-10[/C][C]0.0722505693958998[/C][/ROW]
[ROW][C]-9[/C][C]-0.0687731292776734[/C][/ROW]
[ROW][C]-8[/C][C]-0.0441309716220103[/C][/ROW]
[ROW][C]-7[/C][C]0.103587817519277[/C][/ROW]
[ROW][C]-6[/C][C]-0.0808735336118308[/C][/ROW]
[ROW][C]-5[/C][C]0.0546459768463515[/C][/ROW]
[ROW][C]-4[/C][C]0.0534299803239022[/C][/ROW]
[ROW][C]-3[/C][C]-0.094445364199137[/C][/ROW]
[ROW][C]-2[/C][C]0.0699016017885064[/C][/ROW]
[ROW][C]-1[/C][C]-0.0623636232256321[/C][/ROW]
[ROW][C]0[/C][C]-0.0172033555273372[/C][/ROW]
[ROW][C]1[/C][C]0.0832123265143914[/C][/ROW]
[ROW][C]2[/C][C]-0.0780197020763695[/C][/ROW]
[ROW][C]3[/C][C]0.114106289993638[/C][/ROW]
[ROW][C]4[/C][C]-0.056482157032012[/C][/ROW]
[ROW][C]5[/C][C]-0.139433360367973[/C][/ROW]
[ROW][C]6[/C][C]0.129480492192737[/C][/ROW]
[ROW][C]7[/C][C]-0.00632883957598163[/C][/ROW]
[ROW][C]8[/C][C]-0.0105077378529054[/C][/ROW]
[ROW][C]9[/C][C]0.0360665771513348[/C][/ROW]
[ROW][C]10[/C][C]-0.0846144058430184[/C][/ROW]
[ROW][C]11[/C][C]0.0506944451250172[/C][/ROW]
[ROW][C]12[/C][C]-0.0588771859591837[/C][/ROW]
[ROW][C]13[/C][C]-0.0807672687482725[/C][/ROW]
[ROW][C]14[/C][C]0.251768722589905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4365&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4365&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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.0229429684798300
-13-0.0153998409929519
-120.063068004110623
-11-0.0754314480388714
-100.0722505693958998
-9-0.0687731292776734
-8-0.0441309716220103
-70.103587817519277
-6-0.0808735336118308
-50.0546459768463515
-40.0534299803239022
-3-0.094445364199137
-20.0699016017885064
-1-0.0623636232256321
0-0.0172033555273372
10.0832123265143914
2-0.0780197020763695
30.114106289993638
4-0.056482157032012
5-0.139433360367973
60.129480492192737
7-0.00632883957598163
8-0.0105077378529054
90.0360665771513348
10-0.0846144058430184
110.0506944451250172
12-0.0588771859591837
13-0.0807672687482725
140.251768722589905


Figures (Output of Computation)

Input Parameters & R Code

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