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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 13:56:21 -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/t1198010385epau9bls3nqp1hm.htm/, Retrieved Sat, 04 May 2024 12:48:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4606, Retrieved Sat, 04 May 2024 12:48:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsPCCPME
Estimated Impact238

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] [Paper - Cross cor...] [2007-12-18 20:56:21] [e51d7ab0e549b3dc96ac85a81d9bd259] [Current]
-    D    [Cross Correlation Function] [Paper - Cross cor...] [2008-12-28 13:56:38] [c29178f7f550574a75dc881e636e0923]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,65
-1,53
-3,36
10,51
-1,02
-2,68
-9,75
3,64
9,5
-0,33
-0,99
3,16
4,27
-2,97
-7,49
0,33
-2,57
4,07
5,31
-8,09
5,29
7,38
-6,12
-3,38
-8,61
2,58
10,02
7,08
-2,75
3,42
-1,6
0,65
2,86
-3,52
5,65
4,31
-4,39
-5,85
-5,47
-2,3
-0,14
8,08
-7,43
0,02
-2,47
-2,11
7,87
4,66
3,6
-3,64
7,26
-7,62
13,83
1,28
-0,32
-2,9
4,92
11,99
10,06
-2,22
3,97
0,56
3,34
-2,86
4,38
1,43
-0,49
-1,23
Dataseries Y:
Download CSV
Histogram 
-15,57
-7
-2,08
6,06
3,1
-7,28
11,93
-15,18
-4,97
-3,06
5,18
-2,3
-1,86
-8,75
-8,02
4,8
3,9
-11,31
4,26
-6,89
4,13
4,25
-5,92
-2,62
-5,12
-6,19
1,58
6,93
1,3
0,7
18,15
-13,63
-8,97
-3,48
0,13
0,16
-1,28
-8,46
-2,92
0,15
3,87
7,71
-4,12
-2,74
3,19
-6,22
1,25
4,24
0,15
-2,06
2,14
-1,68
5,03
2,25
-6,58
-2,85
5,04
4,44
-0,68
-2,51
2,36
-6,32
-3,82
2,17
4,14
-6,96
5,28
4,28

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=4606&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=4606&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4606&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 series0
Seasonal Period (s)1
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])
-150.0153556949136627
-14-0.0873175195606993
-130.0106859211560417
-120.136918030835391
-11-0.161262833504446
-100.0278612250784897
-90.150150873850500
-8-0.0136779144200718
-70.0797683350429321
-6-0.0271522925504799
-5-0.152134866637162
-4-0.127612193103790
-30.18426072495382
-2-0.145247216664433
-10.0962732338380054
00.244513669808046
10.00401322023625525
20.108782546281629
3-0.327374716285422
4-0.0941244592055954
50.376528214177245
60.266997630656991
7-0.0595645647659875
8-0.0857402679790877
9-0.0502277892862234
10-0.137685693969211
110.213804801372134
12-0.0216537731923140
13-0.0838860043197753
140.121904970270166
15-0.100396935125385

\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) & 1 \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
-15 & 0.0153556949136627 \tabularnewline
-14 & -0.0873175195606993 \tabularnewline
-13 & 0.0106859211560417 \tabularnewline
-12 & 0.136918030835391 \tabularnewline
-11 & -0.161262833504446 \tabularnewline
-10 & 0.0278612250784897 \tabularnewline
-9 & 0.150150873850500 \tabularnewline
-8 & -0.0136779144200718 \tabularnewline
-7 & 0.0797683350429321 \tabularnewline
-6 & -0.0271522925504799 \tabularnewline
-5 & -0.152134866637162 \tabularnewline
-4 & -0.127612193103790 \tabularnewline
-3 & 0.18426072495382 \tabularnewline
-2 & -0.145247216664433 \tabularnewline
-1 & 0.0962732338380054 \tabularnewline
0 & 0.244513669808046 \tabularnewline
1 & 0.00401322023625525 \tabularnewline
2 & 0.108782546281629 \tabularnewline
3 & -0.327374716285422 \tabularnewline
4 & -0.0941244592055954 \tabularnewline
5 & 0.376528214177245 \tabularnewline
6 & 0.266997630656991 \tabularnewline
7 & -0.0595645647659875 \tabularnewline
8 & -0.0857402679790877 \tabularnewline
9 & -0.0502277892862234 \tabularnewline
10 & -0.137685693969211 \tabularnewline
11 & 0.213804801372134 \tabularnewline
12 & -0.0216537731923140 \tabularnewline
13 & -0.0838860043197753 \tabularnewline
14 & 0.121904970270166 \tabularnewline
15 & -0.100396935125385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4606&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]1[/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]-15[/C][C]0.0153556949136627[/C][/ROW]
[ROW][C]-14[/C][C]-0.0873175195606993[/C][/ROW]
[ROW][C]-13[/C][C]0.0106859211560417[/C][/ROW]
[ROW][C]-12[/C][C]0.136918030835391[/C][/ROW]
[ROW][C]-11[/C][C]-0.161262833504446[/C][/ROW]
[ROW][C]-10[/C][C]0.0278612250784897[/C][/ROW]
[ROW][C]-9[/C][C]0.150150873850500[/C][/ROW]
[ROW][C]-8[/C][C]-0.0136779144200718[/C][/ROW]
[ROW][C]-7[/C][C]0.0797683350429321[/C][/ROW]
[ROW][C]-6[/C][C]-0.0271522925504799[/C][/ROW]
[ROW][C]-5[/C][C]-0.152134866637162[/C][/ROW]
[ROW][C]-4[/C][C]-0.127612193103790[/C][/ROW]
[ROW][C]-3[/C][C]0.18426072495382[/C][/ROW]
[ROW][C]-2[/C][C]-0.145247216664433[/C][/ROW]
[ROW][C]-1[/C][C]0.0962732338380054[/C][/ROW]
[ROW][C]0[/C][C]0.244513669808046[/C][/ROW]
[ROW][C]1[/C][C]0.00401322023625525[/C][/ROW]
[ROW][C]2[/C][C]0.108782546281629[/C][/ROW]
[ROW][C]3[/C][C]-0.327374716285422[/C][/ROW]
[ROW][C]4[/C][C]-0.0941244592055954[/C][/ROW]
[ROW][C]5[/C][C]0.376528214177245[/C][/ROW]
[ROW][C]6[/C][C]0.266997630656991[/C][/ROW]
[ROW][C]7[/C][C]-0.0595645647659875[/C][/ROW]
[ROW][C]8[/C][C]-0.0857402679790877[/C][/ROW]
[ROW][C]9[/C][C]-0.0502277892862234[/C][/ROW]
[ROW][C]10[/C][C]-0.137685693969211[/C][/ROW]
[ROW][C]11[/C][C]0.213804801372134[/C][/ROW]
[ROW][C]12[/C][C]-0.0216537731923140[/C][/ROW]
[ROW][C]13[/C][C]-0.0838860043197753[/C][/ROW]
[ROW][C]14[/C][C]0.121904970270166[/C][/ROW]
[ROW][C]15[/C][C]-0.100396935125385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4606&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4606&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)1
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])
-150.0153556949136627
-14-0.0873175195606993
-130.0106859211560417
-120.136918030835391
-11-0.161262833504446
-100.0278612250784897
-90.150150873850500
-8-0.0136779144200718
-70.0797683350429321
-6-0.0271522925504799
-5-0.152134866637162
-4-0.127612193103790
-30.18426072495382
-2-0.145247216664433
-10.0962732338380054
00.244513669808046
10.00401322023625525
20.108782546281629
3-0.327374716285422
4-0.0941244592055954
50.376528214177245
60.266997630656991
7-0.0595645647659875
8-0.0857402679790877
9-0.0502277892862234
10-0.137685693969211
110.213804801372134
12-0.0216537731923140
13-0.0838860043197753
140.121904970270166
15-0.100396935125385


Figures (Output of Computation)

Input Parameters & R Code

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