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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 13:58:33 -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/t11980104843tiiq0lpf1scqgw.htm/, Retrieved Sat, 04 May 2024 13:07:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4607, Retrieved Sat, 04 May 2024 13:07:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsPCCPMM
Estimated Impact231

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 20:58:33] [e51d7ab0e549b3dc96ac85a81d9bd259] [Current]
-    D    [Cross Correlation Function] [Paper - Cross cor...] [2008-12-29 10:18:24] [1aad2bd7746abaf3ab17fe0d80878872]
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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 
-0,39
4,81
-5,87
16,07
-8,58
5,08
0,09
3,83
5,82
37,12
-0,46
-3,63
-3,88
4,62
-12,97
3,2
-5,75
-0,57
-7,16
-18,05
15,63
-18,68
-0,7
2,59
2,57
0,36
32,56
8,53
1,42
3,53
0,9
-1,1
13,32
-33,59
-0,85
42,09
-6,25
-11,08
-29,29
-11,17
13,92
13,54
-16,49
-9,38
-2,84
-2,88
6,18
3,71
3,18
-4,18
13,6
4,82
10,05
9,69
-13,63
2,81
2,39
9,12
14,21
3,49
5,51
-6,15
2,72
-11,12
-4,7
1,82
-10,44
6,04

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=4607&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=4607&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4607&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])
-150.135273432881406
-140.181122856485778
-13-0.231942748077864
-12-0.0575577563008004
-11-0.164769620661862
-100.00855343304856643
-90.136086110674287
-8-0.0314070902436824
-7-0.205056532525683
-60.145555059379456
-50.189116151023701
-4-0.204050058340031
-3-0.0875287054631607
-2-0.068482453456517
-10.108067956864351
00.470575581593018
1-0.0114077619183878
2-0.0279044769901314
3-0.0244469498586989
4-0.0591830673678744
50.0694012866996467
60.192377091650007
7-0.0822395803158706
8-0.0926313996802867
90.077593556281076
10-0.231037363766301
110.0577193984647231
120.147365316731478
13-0.193361886025188
14-0.183436462629649
15-0.0761937918574455

\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 & 0.135273432881406 \tabularnewline
-14 & 0.181122856485778 \tabularnewline
-13 & -0.231942748077864 \tabularnewline
-12 & -0.0575577563008004 \tabularnewline
-11 & -0.164769620661862 \tabularnewline
-10 & 0.00855343304856643 \tabularnewline
-9 & 0.136086110674287 \tabularnewline
-8 & -0.0314070902436824 \tabularnewline
-7 & -0.205056532525683 \tabularnewline
-6 & 0.145555059379456 \tabularnewline
-5 & 0.189116151023701 \tabularnewline
-4 & -0.204050058340031 \tabularnewline
-3 & -0.0875287054631607 \tabularnewline
-2 & -0.068482453456517 \tabularnewline
-1 & 0.108067956864351 \tabularnewline
0 & 0.470575581593018 \tabularnewline
1 & -0.0114077619183878 \tabularnewline
2 & -0.0279044769901314 \tabularnewline
3 & -0.0244469498586989 \tabularnewline
4 & -0.0591830673678744 \tabularnewline
5 & 0.0694012866996467 \tabularnewline
6 & 0.192377091650007 \tabularnewline
7 & -0.0822395803158706 \tabularnewline
8 & -0.0926313996802867 \tabularnewline
9 & 0.077593556281076 \tabularnewline
10 & -0.231037363766301 \tabularnewline
11 & 0.0577193984647231 \tabularnewline
12 & 0.147365316731478 \tabularnewline
13 & -0.193361886025188 \tabularnewline
14 & -0.183436462629649 \tabularnewline
15 & -0.0761937918574455 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4607&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]0.135273432881406[/C][/ROW]
[ROW][C]-14[/C][C]0.181122856485778[/C][/ROW]
[ROW][C]-13[/C][C]-0.231942748077864[/C][/ROW]
[ROW][C]-12[/C][C]-0.0575577563008004[/C][/ROW]
[ROW][C]-11[/C][C]-0.164769620661862[/C][/ROW]
[ROW][C]-10[/C][C]0.00855343304856643[/C][/ROW]
[ROW][C]-9[/C][C]0.136086110674287[/C][/ROW]
[ROW][C]-8[/C][C]-0.0314070902436824[/C][/ROW]
[ROW][C]-7[/C][C]-0.205056532525683[/C][/ROW]
[ROW][C]-6[/C][C]0.145555059379456[/C][/ROW]
[ROW][C]-5[/C][C]0.189116151023701[/C][/ROW]
[ROW][C]-4[/C][C]-0.204050058340031[/C][/ROW]
[ROW][C]-3[/C][C]-0.0875287054631607[/C][/ROW]
[ROW][C]-2[/C][C]-0.068482453456517[/C][/ROW]
[ROW][C]-1[/C][C]0.108067956864351[/C][/ROW]
[ROW][C]0[/C][C]0.470575581593018[/C][/ROW]
[ROW][C]1[/C][C]-0.0114077619183878[/C][/ROW]
[ROW][C]2[/C][C]-0.0279044769901314[/C][/ROW]
[ROW][C]3[/C][C]-0.0244469498586989[/C][/ROW]
[ROW][C]4[/C][C]-0.0591830673678744[/C][/ROW]
[ROW][C]5[/C][C]0.0694012866996467[/C][/ROW]
[ROW][C]6[/C][C]0.192377091650007[/C][/ROW]
[ROW][C]7[/C][C]-0.0822395803158706[/C][/ROW]
[ROW][C]8[/C][C]-0.0926313996802867[/C][/ROW]
[ROW][C]9[/C][C]0.077593556281076[/C][/ROW]
[ROW][C]10[/C][C]-0.231037363766301[/C][/ROW]
[ROW][C]11[/C][C]0.0577193984647231[/C][/ROW]
[ROW][C]12[/C][C]0.147365316731478[/C][/ROW]
[ROW][C]13[/C][C]-0.193361886025188[/C][/ROW]
[ROW][C]14[/C][C]-0.183436462629649[/C][/ROW]
[ROW][C]15[/C][C]-0.0761937918574455[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4607&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4607&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])
-150.135273432881406
-140.181122856485778
-13-0.231942748077864
-12-0.0575577563008004
-11-0.164769620661862
-100.00855343304856643
-90.136086110674287
-8-0.0314070902436824
-7-0.205056532525683
-60.145555059379456
-50.189116151023701
-4-0.204050058340031
-3-0.0875287054631607
-2-0.068482453456517
-10.108067956864351
00.470575581593018
1-0.0114077619183878
2-0.0279044769901314
3-0.0244469498586989
4-0.0591830673678744
50.0694012866996467
60.192377091650007
7-0.0822395803158706
8-0.0926313996802867
90.077593556281076
10-0.231037363766301
110.0577193984647231
120.147365316731478
13-0.193361886025188
14-0.183436462629649
15-0.0761937918574455


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')