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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 computationFri, 21 Dec 2007 03:00:11 -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/21/t1198230133ibc2g5sq5jqoez8.htm/, Retrieved Tue, 07 May 2024 15:00:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4783, Retrieved Tue, 07 May 2024 15:00:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact251

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] [WS4: Q5 Inflatie ...] [2007-12-06 16:00:26] [facee4845e9b5ee3907d580f68f35c44]
-   PD    [Cross Correlation Function] [] [2007-12-21 10:00:11] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- RMPD      [Univariate Data Series] [Initial data seri...] [2008-12-14 14:02:23] [74be16979710d4c4e7c6647856088456]
- RMPD      [Univariate Data Series] [Initial data seri...] [2008-12-14 14:02:23] [74be16979710d4c4e7c6647856088456]
- RMPD      [Univariate Data Series] [Verschillen in be...] [2008-12-14 14:15:26] [74be16979710d4c4e7c6647856088456]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,2
-0,1
0,4
0,1
-0,2
-0,6
0,6
-0,1
0,2
0,1
-0,3
0,4
-0,1
-0,3
-0,2
-0,2
0,7
0,7
-0,4
0,1
-0,1
-0,2
0,9
-0,4
-0,4
0,1
0,3
0,5
-0,4
-0,1
0,4
0
0,2
0,1
-0,8
0,1
0,5
0
0
-0,6
0,4
0,2
-0,3
-0,1
-0,1
-0,4
-0,2
0,3
0,1
-0,4
0,1
0
0
-0,5
0
0
-0,1
0,2
0,8
Dataseries Y:
Download CSV
Histogram 
-10
3
7
-2
-7
-1
-8
6
62
11
-2
-13
-18
8
7
-1
-6
-11
-7
6
51
17
2
-2
-17
1
-4
-2
-5
-11
-6
2
52
8
-1
-16
-17
2
-4
-3
-10
-6
-1
0
47
6
-6
-32
-22
-9
4
-12
-17
-6
-15
-12
56
10
-23

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=4783&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=4783&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4783&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)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 series1
krho(Y[t],X[t+k])
-13-0.0540756356381623
-120.000712709061302579
-11-0.0180167592837819
-100.106475794325357
-9-0.172216736407351
-80.0344563677287418
-70.023551691388237
-60.042336946864318
-5-0.0832638972804621
-40.0490582093871073
-30.0807959118655973
-2-0.0724666551551232
-10.00585081767737047
0-0.0635362636453396
10.165819846553473
20.00414822341968425
3-0.171506614875316
40.159067119674797
5-0.173488248289155
60.0782829034414865
70.00856151333747998
8-0.0338314276601759
90.0701613735805673
10-0.0440377816021026
11-0.0481090001508009
120.129625383665502
130.0976591506021504

\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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-13 & -0.0540756356381623 \tabularnewline
-12 & 0.000712709061302579 \tabularnewline
-11 & -0.0180167592837819 \tabularnewline
-10 & 0.106475794325357 \tabularnewline
-9 & -0.172216736407351 \tabularnewline
-8 & 0.0344563677287418 \tabularnewline
-7 & 0.023551691388237 \tabularnewline
-6 & 0.042336946864318 \tabularnewline
-5 & -0.0832638972804621 \tabularnewline
-4 & 0.0490582093871073 \tabularnewline
-3 & 0.0807959118655973 \tabularnewline
-2 & -0.0724666551551232 \tabularnewline
-1 & 0.00585081767737047 \tabularnewline
0 & -0.0635362636453396 \tabularnewline
1 & 0.165819846553473 \tabularnewline
2 & 0.00414822341968425 \tabularnewline
3 & -0.171506614875316 \tabularnewline
4 & 0.159067119674797 \tabularnewline
5 & -0.173488248289155 \tabularnewline
6 & 0.0782829034414865 \tabularnewline
7 & 0.00856151333747998 \tabularnewline
8 & -0.0338314276601759 \tabularnewline
9 & 0.0701613735805673 \tabularnewline
10 & -0.0440377816021026 \tabularnewline
11 & -0.0481090001508009 \tabularnewline
12 & 0.129625383665502 \tabularnewline
13 & 0.0976591506021504 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4783&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]1[/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]-0.0540756356381623[/C][/ROW]
[ROW][C]-12[/C][C]0.000712709061302579[/C][/ROW]
[ROW][C]-11[/C][C]-0.0180167592837819[/C][/ROW]
[ROW][C]-10[/C][C]0.106475794325357[/C][/ROW]
[ROW][C]-9[/C][C]-0.172216736407351[/C][/ROW]
[ROW][C]-8[/C][C]0.0344563677287418[/C][/ROW]
[ROW][C]-7[/C][C]0.023551691388237[/C][/ROW]
[ROW][C]-6[/C][C]0.042336946864318[/C][/ROW]
[ROW][C]-5[/C][C]-0.0832638972804621[/C][/ROW]
[ROW][C]-4[/C][C]0.0490582093871073[/C][/ROW]
[ROW][C]-3[/C][C]0.0807959118655973[/C][/ROW]
[ROW][C]-2[/C][C]-0.0724666551551232[/C][/ROW]
[ROW][C]-1[/C][C]0.00585081767737047[/C][/ROW]
[ROW][C]0[/C][C]-0.0635362636453396[/C][/ROW]
[ROW][C]1[/C][C]0.165819846553473[/C][/ROW]
[ROW][C]2[/C][C]0.00414822341968425[/C][/ROW]
[ROW][C]3[/C][C]-0.171506614875316[/C][/ROW]
[ROW][C]4[/C][C]0.159067119674797[/C][/ROW]
[ROW][C]5[/C][C]-0.173488248289155[/C][/ROW]
[ROW][C]6[/C][C]0.0782829034414865[/C][/ROW]
[ROW][C]7[/C][C]0.00856151333747998[/C][/ROW]
[ROW][C]8[/C][C]-0.0338314276601759[/C][/ROW]
[ROW][C]9[/C][C]0.0701613735805673[/C][/ROW]
[ROW][C]10[/C][C]-0.0440377816021026[/C][/ROW]
[ROW][C]11[/C][C]-0.0481090001508009[/C][/ROW]
[ROW][C]12[/C][C]0.129625383665502[/C][/ROW]
[ROW][C]13[/C][C]0.0976591506021504[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4783&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4783&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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0540756356381623
-120.000712709061302579
-11-0.0180167592837819
-100.106475794325357
-9-0.172216736407351
-80.0344563677287418
-70.023551691388237
-60.042336946864318
-5-0.0832638972804621
-40.0490582093871073
-30.0807959118655973
-2-0.0724666551551232
-10.00585081767737047
0-0.0635362636453396
10.165819846553473
20.00414822341968425
3-0.171506614875316
40.159067119674797
5-0.173488248289155
60.0782829034414865
70.00856151333747998
8-0.0338314276601759
90.0701613735805673
10-0.0440377816021026
11-0.0481090001508009
120.129625383665502
130.0976591506021504


Figures (Output of Computation)

Input Parameters & R Code

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