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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 14:45:13 -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/t1198013321czpan65o9mua21n.htm/, Retrieved Sat, 04 May 2024 10:40:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4625, Retrieved Sat, 04 May 2024 10:40:47 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact178

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 met differe...] [2007-12-18 21:45:13] [913b11dbc35beedcf6b58ec86c503d02] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.43
1.44
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.48
1.57
1.58
1.58
1.58
1.58
1.59
1.6
1.6
1.61
1.61
1.61
1.62
1.63
1.63
1.64
1.64
1.64
1.64
1.64
1.65
1.65
1.65
1.65
Dataseries Y:
Download CSV
Histogram 
0.51
0.51
0.51
0.51
0.51
0.51
0.51
0.51
0.5
0.51
0.51
0.5
0.51
0.51
0.51
0.51
0.52
0.52
0.52
0.53
0.53
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.53
0.53
0.53
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.53
0.53
0.53
0.53
0.53
0.54
0.55
0.55
0.55
0.55
0.55
0.55
0.55
0.55
0.56
0.56
0.56
0.56
0.56
0.55
0.56
0.55
0.55
0.56
0.55
0.55
0.55
0.55

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=4625&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=4625&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4625&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 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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.256753022631613
-14-0.244322631005237
-13-0.0295570239508202
-120.08994198608564
-11-0.0850803847996115
-10-0.00717664951747053
-90.183772308282457
-8-0.086516659620751
-7-0.00727114128201866
-6-0.0306720267724948
-5-0.0778895615174586
-40.0177927992645128
-3-0.0307665185370435
-2-0.173250650299964
-10.255864800044856
00.25628056380887
10.0176983074999637
20.0172825437359496
30.0645000784809134
40.0090712093966712
5-0.198314590846496
6-0.00819716057459603
70.0554572166136073
8-0.104295285120581
9-0.0168242586778885
100.0542099253215651
11-0.112922383223874
12-0.0180715499699313
13-0.0423039629884341
14-0.0115232706867088
150.178594159585191

\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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-15 & 0.256753022631613 \tabularnewline
-14 & -0.244322631005237 \tabularnewline
-13 & -0.0295570239508202 \tabularnewline
-12 & 0.08994198608564 \tabularnewline
-11 & -0.0850803847996115 \tabularnewline
-10 & -0.00717664951747053 \tabularnewline
-9 & 0.183772308282457 \tabularnewline
-8 & -0.086516659620751 \tabularnewline
-7 & -0.00727114128201866 \tabularnewline
-6 & -0.0306720267724948 \tabularnewline
-5 & -0.0778895615174586 \tabularnewline
-4 & 0.0177927992645128 \tabularnewline
-3 & -0.0307665185370435 \tabularnewline
-2 & -0.173250650299964 \tabularnewline
-1 & 0.255864800044856 \tabularnewline
0 & 0.25628056380887 \tabularnewline
1 & 0.0176983074999637 \tabularnewline
2 & 0.0172825437359496 \tabularnewline
3 & 0.0645000784809134 \tabularnewline
4 & 0.0090712093966712 \tabularnewline
5 & -0.198314590846496 \tabularnewline
6 & -0.00819716057459603 \tabularnewline
7 & 0.0554572166136073 \tabularnewline
8 & -0.104295285120581 \tabularnewline
9 & -0.0168242586778885 \tabularnewline
10 & 0.0542099253215651 \tabularnewline
11 & -0.112922383223874 \tabularnewline
12 & -0.0180715499699313 \tabularnewline
13 & -0.0423039629884341 \tabularnewline
14 & -0.0115232706867088 \tabularnewline
15 & 0.178594159585191 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4625&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]1[/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]0.256753022631613[/C][/ROW]
[ROW][C]-14[/C][C]-0.244322631005237[/C][/ROW]
[ROW][C]-13[/C][C]-0.0295570239508202[/C][/ROW]
[ROW][C]-12[/C][C]0.08994198608564[/C][/ROW]
[ROW][C]-11[/C][C]-0.0850803847996115[/C][/ROW]
[ROW][C]-10[/C][C]-0.00717664951747053[/C][/ROW]
[ROW][C]-9[/C][C]0.183772308282457[/C][/ROW]
[ROW][C]-8[/C][C]-0.086516659620751[/C][/ROW]
[ROW][C]-7[/C][C]-0.00727114128201866[/C][/ROW]
[ROW][C]-6[/C][C]-0.0306720267724948[/C][/ROW]
[ROW][C]-5[/C][C]-0.0778895615174586[/C][/ROW]
[ROW][C]-4[/C][C]0.0177927992645128[/C][/ROW]
[ROW][C]-3[/C][C]-0.0307665185370435[/C][/ROW]
[ROW][C]-2[/C][C]-0.173250650299964[/C][/ROW]
[ROW][C]-1[/C][C]0.255864800044856[/C][/ROW]
[ROW][C]0[/C][C]0.25628056380887[/C][/ROW]
[ROW][C]1[/C][C]0.0176983074999637[/C][/ROW]
[ROW][C]2[/C][C]0.0172825437359496[/C][/ROW]
[ROW][C]3[/C][C]0.0645000784809134[/C][/ROW]
[ROW][C]4[/C][C]0.0090712093966712[/C][/ROW]
[ROW][C]5[/C][C]-0.198314590846496[/C][/ROW]
[ROW][C]6[/C][C]-0.00819716057459603[/C][/ROW]
[ROW][C]7[/C][C]0.0554572166136073[/C][/ROW]
[ROW][C]8[/C][C]-0.104295285120581[/C][/ROW]
[ROW][C]9[/C][C]-0.0168242586778885[/C][/ROW]
[ROW][C]10[/C][C]0.0542099253215651[/C][/ROW]
[ROW][C]11[/C][C]-0.112922383223874[/C][/ROW]
[ROW][C]12[/C][C]-0.0180715499699313[/C][/ROW]
[ROW][C]13[/C][C]-0.0423039629884341[/C][/ROW]
[ROW][C]14[/C][C]-0.0115232706867088[/C][/ROW]
[ROW][C]15[/C][C]0.178594159585191[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4625&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4625&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 series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-150.256753022631613
-14-0.244322631005237
-13-0.0295570239508202
-120.08994198608564
-11-0.0850803847996115
-10-0.00717664951747053
-90.183772308282457
-8-0.086516659620751
-7-0.00727114128201866
-6-0.0306720267724948
-5-0.0778895615174586
-40.0177927992645128
-3-0.0307665185370435
-2-0.173250650299964
-10.255864800044856
00.25628056380887
10.0176983074999637
20.0172825437359496
30.0645000784809134
40.0090712093966712
5-0.198314590846496
6-0.00819716057459603
70.0554572166136073
8-0.104295285120581
9-0.0168242586778885
100.0542099253215651
11-0.112922383223874
12-0.0180715499699313
13-0.0423039629884341
14-0.0115232706867088
150.178594159585191


Figures (Output of Computation)

Input Parameters & R Code

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