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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 computationWed, 21 Nov 2007 13:23:16 -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/Nov/21/t11956761344wtnj1nnzd7cxl9.htm/, Retrieved Tue, 07 May 2024 04:46:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5883, Retrieved Tue, 07 May 2024 04:46:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact246

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] [inducing stationa...] [2007-11-21 20:23:16] [2127dfc39c0d0690439ab654f5655d7e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7,4
7,2
7
6,6
6,4
6,4
6,8
7,3
7
7
6,7
6,7
6,3
6,2
6
6,3
6,2
6,1
6,2
6,6
6,6
7,8
7,4
7,4
7,5
7,4
7,4
7
6,9
6,9
7,6
7,7
7,6
8,2
8
8,1
8,3
8,2
8,1
7,7
7,6
7,7
8,2
8,4
8,4
8,6
8,4
8,5
8,7
8,7
8,6
7,4
7,3
7,4
9
9,2
9,2
8,5
8,3
8,3
8,6
8,6
8,5
8,1
8,1
8
8,6
8,7
8,7
8,6
8,4
8,4
8,7
8,7
8,5
8,3
8,3
8,3
8,1
8,2
8,1
8,1
7,9
7,7
8,1
8
7,7
7,8
7,6
7,4
7,7
7,9
7,6
Dataseries Y:
Download CSV
Histogram 
8,7
8,5
8,2
8,3
8
8,1
8,7
9,3
8,9
8,8
8,4
8,4
7,3
7,2
7
7
6,9
6,9
7,1
7,5
7,4
8,9
8,3
8,3
9
8,9
8,8
7,8
7,8
7,8
9,2
9,3
9,2
8,6
8,5
8,5
9
9
8,8
8
7,9
8,1
9,3
9,4
9,4
9,3
9
9,1
9,7
9,7
9,6
8,3
8,2
8,4
10,6
10,9
10,9
9,6
9,3
9,3
9,6
9,5
9,5
9
8,9
9
10,1
10,2
10,2
9,5
9,3
9,3
9,4
9,3
9,1
9
8,9
9
9,8
10
9,8
9,4
9
8,9
9,3
9,1
8,8
8,9
8,7
8,6
9,1
9,3
8,9

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=5883&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=5883&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5883&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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t-k])
-160.283528760640022
-150.321947228505143
-140.424832800665222
-130.545039209943355
-120.652936851593391
-110.652659531991881
-100.605938093631982
-90.560855589645954
-80.546563528746235
-70.574359796541302
-60.594492414260912
-50.555468145624588
-40.510440331590757
-30.504046558303334
-20.619408496332111
-10.755381489570729
00.877149208774455
10.769334484148716
20.624277666269555
30.48645756400032
40.453269925433939
50.460863349285659
60.458115079596329
70.382087566540471
80.30257577427213
90.265325201515193
100.320784682882397
110.394471796058903
120.462405879102798
130.388597719590891
140.28222257564231
150.172583676482036
160.129805890169298

\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 & 0.283528760640022 \tabularnewline
-15 & 0.321947228505143 \tabularnewline
-14 & 0.424832800665222 \tabularnewline
-13 & 0.545039209943355 \tabularnewline
-12 & 0.652936851593391 \tabularnewline
-11 & 0.652659531991881 \tabularnewline
-10 & 0.605938093631982 \tabularnewline
-9 & 0.560855589645954 \tabularnewline
-8 & 0.546563528746235 \tabularnewline
-7 & 0.574359796541302 \tabularnewline
-6 & 0.594492414260912 \tabularnewline
-5 & 0.555468145624588 \tabularnewline
-4 & 0.510440331590757 \tabularnewline
-3 & 0.504046558303334 \tabularnewline
-2 & 0.619408496332111 \tabularnewline
-1 & 0.755381489570729 \tabularnewline
0 & 0.877149208774455 \tabularnewline
1 & 0.769334484148716 \tabularnewline
2 & 0.624277666269555 \tabularnewline
3 & 0.48645756400032 \tabularnewline
4 & 0.453269925433939 \tabularnewline
5 & 0.460863349285659 \tabularnewline
6 & 0.458115079596329 \tabularnewline
7 & 0.382087566540471 \tabularnewline
8 & 0.30257577427213 \tabularnewline
9 & 0.265325201515193 \tabularnewline
10 & 0.320784682882397 \tabularnewline
11 & 0.394471796058903 \tabularnewline
12 & 0.462405879102798 \tabularnewline
13 & 0.388597719590891 \tabularnewline
14 & 0.28222257564231 \tabularnewline
15 & 0.172583676482036 \tabularnewline
16 & 0.129805890169298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5883&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]0.283528760640022[/C][/ROW]
[ROW][C]-15[/C][C]0.321947228505143[/C][/ROW]
[ROW][C]-14[/C][C]0.424832800665222[/C][/ROW]
[ROW][C]-13[/C][C]0.545039209943355[/C][/ROW]
[ROW][C]-12[/C][C]0.652936851593391[/C][/ROW]
[ROW][C]-11[/C][C]0.652659531991881[/C][/ROW]
[ROW][C]-10[/C][C]0.605938093631982[/C][/ROW]
[ROW][C]-9[/C][C]0.560855589645954[/C][/ROW]
[ROW][C]-8[/C][C]0.546563528746235[/C][/ROW]
[ROW][C]-7[/C][C]0.574359796541302[/C][/ROW]
[ROW][C]-6[/C][C]0.594492414260912[/C][/ROW]
[ROW][C]-5[/C][C]0.555468145624588[/C][/ROW]
[ROW][C]-4[/C][C]0.510440331590757[/C][/ROW]
[ROW][C]-3[/C][C]0.504046558303334[/C][/ROW]
[ROW][C]-2[/C][C]0.619408496332111[/C][/ROW]
[ROW][C]-1[/C][C]0.755381489570729[/C][/ROW]
[ROW][C]0[/C][C]0.877149208774455[/C][/ROW]
[ROW][C]1[/C][C]0.769334484148716[/C][/ROW]
[ROW][C]2[/C][C]0.624277666269555[/C][/ROW]
[ROW][C]3[/C][C]0.48645756400032[/C][/ROW]
[ROW][C]4[/C][C]0.453269925433939[/C][/ROW]
[ROW][C]5[/C][C]0.460863349285659[/C][/ROW]
[ROW][C]6[/C][C]0.458115079596329[/C][/ROW]
[ROW][C]7[/C][C]0.382087566540471[/C][/ROW]
[ROW][C]8[/C][C]0.30257577427213[/C][/ROW]
[ROW][C]9[/C][C]0.265325201515193[/C][/ROW]
[ROW][C]10[/C][C]0.320784682882397[/C][/ROW]
[ROW][C]11[/C][C]0.394471796058903[/C][/ROW]
[ROW][C]12[/C][C]0.462405879102798[/C][/ROW]
[ROW][C]13[/C][C]0.388597719590891[/C][/ROW]
[ROW][C]14[/C][C]0.28222257564231[/C][/ROW]
[ROW][C]15[/C][C]0.172583676482036[/C][/ROW]
[ROW][C]16[/C][C]0.129805890169298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5883&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5883&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])
-160.283528760640022
-150.321947228505143
-140.424832800665222
-130.545039209943355
-120.652936851593391
-110.652659531991881
-100.605938093631982
-90.560855589645954
-80.546563528746235
-70.574359796541302
-60.594492414260912
-50.555468145624588
-40.510440331590757
-30.504046558303334
-20.619408496332111
-10.755381489570729
00.877149208774455
10.769334484148716
20.624277666269555
30.48645756400032
40.453269925433939
50.460863349285659
60.458115079596329
70.382087566540471
80.30257577427213
90.265325201515193
100.320784682882397
110.394471796058903
120.462405879102798
130.388597719590891
140.28222257564231
150.172583676482036
160.129805890169298


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',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')