FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 08:16:15 -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/t1197903662qj0u483yh7qw7dj.htm/, Retrieved Sat, 04 May 2024 02:30:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4376, Retrieved Sat, 04 May 2024 02:30:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact203

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] [Cross correlation...] [2007-12-17 15:16:15] [9ec4fcc2bfe8b6d942eac6074e595603] [Current]
- RMPD    [Cross Correlation Function] [PAPER] [2009-12-07 00:02:29] [37daf76adc256428993ec4063536c760]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3926
3517
4142
4353
5029
4755
3862
4406
4567
4863
4121
3626
3804
3491
4151
4254
4717
4866
4001
3758
4780
5016
4296
4467
3891
3872
3867
3973
4640
4538
3836
3770
4374
4497
3945
3862
3608
3301
3882
3605
4305
4216
3971
3988
4317
4484
4247
3520
3687
3405
3990
4047
4549
4559
3926
4206
4517
4387
3219
3129
Dataseries Y:
Download CSV
Histogram 
106.70
110.20
125.90
100.10
106.40
114.80
81.30
87.00
104.20
108.00
105.00
94.50
92.00
95.90
108.80
103.40
102.10
110.10
83.20
82.70
106.80
113.70
102.50
96.60
92.10
95.60
102.30
98.60
98.20
104.50
84.00
73.80
103.90
106.00
97.20
102.60
89.00
93.80
116.70
106.80
98.50
118.70
90.00
91.90
113.30
113.10
104.10
108.70
96.70
101.00
116.90
105.80
99.00
129.40
83.00
88.90
115.90
104.20
113.40
112.20

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=4376&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=4376&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4376&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])
-130.0565158645222034
-120.259478794101931
-110.180659485734514
-100.142300799232940
-90.167119539675276
-80.0226556465136813
-70.058376277649487
-60.204517395824672
-5-0.0102886514677628
-4-0.0139653650878648
-3-0.046182614273752
-2-0.213215304953211
-1-0.239007974307249
0-0.299205061284602
1-0.208999030648831
2-0.0957760167596086
3-0.0300884080246228
4-0.217761148738131
5-0.143199440527683
6-0.0132595150065189
7-0.118039038573381
80.0321139978903637
90.0916556228154011
10-0.123960090742121
11-0.0568625757924806
12-0.0523972371375137
13-0.111799954338005

\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
-13 & 0.0565158645222034 \tabularnewline
-12 & 0.259478794101931 \tabularnewline
-11 & 0.180659485734514 \tabularnewline
-10 & 0.142300799232940 \tabularnewline
-9 & 0.167119539675276 \tabularnewline
-8 & 0.0226556465136813 \tabularnewline
-7 & 0.058376277649487 \tabularnewline
-6 & 0.204517395824672 \tabularnewline
-5 & -0.0102886514677628 \tabularnewline
-4 & -0.0139653650878648 \tabularnewline
-3 & -0.046182614273752 \tabularnewline
-2 & -0.213215304953211 \tabularnewline
-1 & -0.239007974307249 \tabularnewline
0 & -0.299205061284602 \tabularnewline
1 & -0.208999030648831 \tabularnewline
2 & -0.0957760167596086 \tabularnewline
3 & -0.0300884080246228 \tabularnewline
4 & -0.217761148738131 \tabularnewline
5 & -0.143199440527683 \tabularnewline
6 & -0.0132595150065189 \tabularnewline
7 & -0.118039038573381 \tabularnewline
8 & 0.0321139978903637 \tabularnewline
9 & 0.0916556228154011 \tabularnewline
10 & -0.123960090742121 \tabularnewline
11 & -0.0568625757924806 \tabularnewline
12 & -0.0523972371375137 \tabularnewline
13 & -0.111799954338005 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4376&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]-13[/C][C]0.0565158645222034[/C][/ROW]
[ROW][C]-12[/C][C]0.259478794101931[/C][/ROW]
[ROW][C]-11[/C][C]0.180659485734514[/C][/ROW]
[ROW][C]-10[/C][C]0.142300799232940[/C][/ROW]
[ROW][C]-9[/C][C]0.167119539675276[/C][/ROW]
[ROW][C]-8[/C][C]0.0226556465136813[/C][/ROW]
[ROW][C]-7[/C][C]0.058376277649487[/C][/ROW]
[ROW][C]-6[/C][C]0.204517395824672[/C][/ROW]
[ROW][C]-5[/C][C]-0.0102886514677628[/C][/ROW]
[ROW][C]-4[/C][C]-0.0139653650878648[/C][/ROW]
[ROW][C]-3[/C][C]-0.046182614273752[/C][/ROW]
[ROW][C]-2[/C][C]-0.213215304953211[/C][/ROW]
[ROW][C]-1[/C][C]-0.239007974307249[/C][/ROW]
[ROW][C]0[/C][C]-0.299205061284602[/C][/ROW]
[ROW][C]1[/C][C]-0.208999030648831[/C][/ROW]
[ROW][C]2[/C][C]-0.0957760167596086[/C][/ROW]
[ROW][C]3[/C][C]-0.0300884080246228[/C][/ROW]
[ROW][C]4[/C][C]-0.217761148738131[/C][/ROW]
[ROW][C]5[/C][C]-0.143199440527683[/C][/ROW]
[ROW][C]6[/C][C]-0.0132595150065189[/C][/ROW]
[ROW][C]7[/C][C]-0.118039038573381[/C][/ROW]
[ROW][C]8[/C][C]0.0321139978903637[/C][/ROW]
[ROW][C]9[/C][C]0.0916556228154011[/C][/ROW]
[ROW][C]10[/C][C]-0.123960090742121[/C][/ROW]
[ROW][C]11[/C][C]-0.0568625757924806[/C][/ROW]
[ROW][C]12[/C][C]-0.0523972371375137[/C][/ROW]
[ROW][C]13[/C][C]-0.111799954338005[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4376&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4376&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])
-130.0565158645222034
-120.259478794101931
-110.180659485734514
-100.142300799232940
-90.167119539675276
-80.0226556465136813
-70.058376277649487
-60.204517395824672
-5-0.0102886514677628
-4-0.0139653650878648
-3-0.046182614273752
-2-0.213215304953211
-1-0.239007974307249
0-0.299205061284602
1-0.208999030648831
2-0.0957760167596086
3-0.0300884080246228
4-0.217761148738131
5-0.143199440527683
6-0.0132595150065189
7-0.118039038573381
80.0321139978903637
90.0916556228154011
10-0.123960090742121
11-0.0568625757924806
12-0.0523972371375137
13-0.111799954338005


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')