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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, 18 Dec 2007 06:41:49 -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/18/t11979843380yxiw9tpi1171ky.htm/, Retrieved Sat, 04 May 2024 11:25:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4511, Retrieved Sat, 04 May 2024 11:25:13 +0000
QR Codes:

Original text written by user:paper, cross correlation met X: vervaardiging en Y: textiel
IsPrivate?No (this computation is public)
User-defined keywordspaper, cross correlation
Estimated Impact188

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 paper] [2007-12-18 13:41:49] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- R  D    [Cross Correlation Function] [Cross correlation...] [2008-12-22 10:18:58] [072df11bdb18ed8d65d8164df87f26f2]
- RMPD      [Cross Correlation Function] [] [2009-12-15 18:50:56] [a9a33b1951d9ae87ed6d7d9055d41c93]
-   P         [Cross Correlation Function] [] [2009-12-15 19:08:51] [a9a33b1951d9ae87ed6d7d9055d41c93]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99,4
102,7
109,3
93,9
95,3
101,8
85,6
81,1
109,5
104,0
94,5
79,0
92,8
95,6
101,7
90,8
89,5
91,8
83,8
77,4
112,7
98,8
85,7
72,8
96,9
95,0
94,2
87,3
80,6
87,9
79,6
71,9
94,6
91,4
86,6
68,5
90,1
91,6
95,4
85,4
81,6
88,9
84,1
74,7
97,1
95,3
85,1
67,3
80,6
87,9
89,2
81,3
79,7
83,7
82,1
69,3
91,2
85,7
85,2
70,0
85,8
91,4
97,5
87,1
85,1
94,1
85,8
74,7
99,9
90,7
86,8
74,8
91,8
97,6
100,8
85,4
84,0
90,6
80,5
73,9
93,6
Dataseries Y:
Download CSV
Histogram 
101,5
99,2
107,8
92,3
99,2
101,6
87,0
71,4
104,7
115,1
102,5
75,3
96,7
94,6
98,6
99,5
92,0
93,6
89,3
66,9
108,8
113,2
105,5
77,8
102,1
97,0
95,5
99,3
86,4
92,4
85,7
61,9
104,9
107,9
95,6
79,8
94,8
93,7
108,1
96,9
88,8
106,7
86,8
69,8
110,9
105,4
99,2
84,4
87,2
91,9
97,9
94,5
85,0
100,3
78,7
65,8
104,8
96,0
103,3
82,9
91,4
94,5
109,3
92,1
99,3
109,6
87,5
73,1
110,7
111,6
110,7
84,0
101,6
102,1
113,9
99,0
100,4
109,5
93,0
76,8
105,3

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=4511&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=4511&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4511&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])
-16-0.00272371846830098
-15-0.203804492209926
-14-0.202983378781811
-130.0789229681594965
-120.550927770830545
-11-0.240166295392919
-10-0.405483295400747
-9-0.120214684042824
-80.358452971837856
-70.126861078516045
-6-0.0880438134618172
-5-0.099142191610356
-40.118375308961345
-3-0.148114814292202
-2-0.14218648378068
-10.199666364700100
00.778525818782722
1-0.161156565329805
2-0.382462641153071
3-0.0441701261101441
40.397756640486587
50.146778759480242
6-0.0481206271728944
7-0.0806856023719029
80.0941535747226224
9-0.144253714551485
10-0.162435586372729
110.108825924615834
120.598018211746899
13-0.180453295812618
14-0.350043418318191
15-0.0504538445228791
160.311098601376949

\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
-16 & -0.00272371846830098 \tabularnewline
-15 & -0.203804492209926 \tabularnewline
-14 & -0.202983378781811 \tabularnewline
-13 & 0.0789229681594965 \tabularnewline
-12 & 0.550927770830545 \tabularnewline
-11 & -0.240166295392919 \tabularnewline
-10 & -0.405483295400747 \tabularnewline
-9 & -0.120214684042824 \tabularnewline
-8 & 0.358452971837856 \tabularnewline
-7 & 0.126861078516045 \tabularnewline
-6 & -0.0880438134618172 \tabularnewline
-5 & -0.099142191610356 \tabularnewline
-4 & 0.118375308961345 \tabularnewline
-3 & -0.148114814292202 \tabularnewline
-2 & -0.14218648378068 \tabularnewline
-1 & 0.199666364700100 \tabularnewline
0 & 0.778525818782722 \tabularnewline
1 & -0.161156565329805 \tabularnewline
2 & -0.382462641153071 \tabularnewline
3 & -0.0441701261101441 \tabularnewline
4 & 0.397756640486587 \tabularnewline
5 & 0.146778759480242 \tabularnewline
6 & -0.0481206271728944 \tabularnewline
7 & -0.0806856023719029 \tabularnewline
8 & 0.0941535747226224 \tabularnewline
9 & -0.144253714551485 \tabularnewline
10 & -0.162435586372729 \tabularnewline
11 & 0.108825924615834 \tabularnewline
12 & 0.598018211746899 \tabularnewline
13 & -0.180453295812618 \tabularnewline
14 & -0.350043418318191 \tabularnewline
15 & -0.0504538445228791 \tabularnewline
16 & 0.311098601376949 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4511&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]-16[/C][C]-0.00272371846830098[/C][/ROW]
[ROW][C]-15[/C][C]-0.203804492209926[/C][/ROW]
[ROW][C]-14[/C][C]-0.202983378781811[/C][/ROW]
[ROW][C]-13[/C][C]0.0789229681594965[/C][/ROW]
[ROW][C]-12[/C][C]0.550927770830545[/C][/ROW]
[ROW][C]-11[/C][C]-0.240166295392919[/C][/ROW]
[ROW][C]-10[/C][C]-0.405483295400747[/C][/ROW]
[ROW][C]-9[/C][C]-0.120214684042824[/C][/ROW]
[ROW][C]-8[/C][C]0.358452971837856[/C][/ROW]
[ROW][C]-7[/C][C]0.126861078516045[/C][/ROW]
[ROW][C]-6[/C][C]-0.0880438134618172[/C][/ROW]
[ROW][C]-5[/C][C]-0.099142191610356[/C][/ROW]
[ROW][C]-4[/C][C]0.118375308961345[/C][/ROW]
[ROW][C]-3[/C][C]-0.148114814292202[/C][/ROW]
[ROW][C]-2[/C][C]-0.14218648378068[/C][/ROW]
[ROW][C]-1[/C][C]0.199666364700100[/C][/ROW]
[ROW][C]0[/C][C]0.778525818782722[/C][/ROW]
[ROW][C]1[/C][C]-0.161156565329805[/C][/ROW]
[ROW][C]2[/C][C]-0.382462641153071[/C][/ROW]
[ROW][C]3[/C][C]-0.0441701261101441[/C][/ROW]
[ROW][C]4[/C][C]0.397756640486587[/C][/ROW]
[ROW][C]5[/C][C]0.146778759480242[/C][/ROW]
[ROW][C]6[/C][C]-0.0481206271728944[/C][/ROW]
[ROW][C]7[/C][C]-0.0806856023719029[/C][/ROW]
[ROW][C]8[/C][C]0.0941535747226224[/C][/ROW]
[ROW][C]9[/C][C]-0.144253714551485[/C][/ROW]
[ROW][C]10[/C][C]-0.162435586372729[/C][/ROW]
[ROW][C]11[/C][C]0.108825924615834[/C][/ROW]
[ROW][C]12[/C][C]0.598018211746899[/C][/ROW]
[ROW][C]13[/C][C]-0.180453295812618[/C][/ROW]
[ROW][C]14[/C][C]-0.350043418318191[/C][/ROW]
[ROW][C]15[/C][C]-0.0504538445228791[/C][/ROW]
[ROW][C]16[/C][C]0.311098601376949[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4511&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4511&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])
-16-0.00272371846830098
-15-0.203804492209926
-14-0.202983378781811
-130.0789229681594965
-120.550927770830545
-11-0.240166295392919
-10-0.405483295400747
-9-0.120214684042824
-80.358452971837856
-70.126861078516045
-6-0.0880438134618172
-5-0.099142191610356
-40.118375308961345
-3-0.148114814292202
-2-0.14218648378068
-10.199666364700100
00.778525818782722
1-0.161156565329805
2-0.382462641153071
3-0.0441701261101441
40.397756640486587
50.146778759480242
6-0.0481206271728944
7-0.0806856023719029
80.0941535747226224
9-0.144253714551485
10-0.162435586372729
110.108825924615834
120.598018211746899
13-0.180453295812618
14-0.350043418318191
15-0.0504538445228791
160.311098601376949


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')