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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 computationThu, 22 Nov 2007 04:48:23 -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/22/t1195731651jny62qq5zwjzw3n.htm/, Retrieved Thu, 02 May 2024 15:37:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5934, Retrieved Thu, 02 May 2024 15:37:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsQ5
Estimated Impact241

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] [Correlation Matrix] [2007-11-22 11:48:23] [c8a4a40341940b3329d625726d352171] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15859,4
15258,9
15498,6
15106,5
15023,6
12083,0
15761,3
16942,6
15070,3
13659,6
14768,9
14725,1
15998,1
15370,6
14956,9
15469,7
15101,8
11703,7
16283,6
16726,5
14968,9
14861,0
14583,3
15305,8
17903,9
16379,4
15420,3
17870,5
15912,8
13866,5
17823,2
17872,0
17422,0
16704,5
15991,2
16583,6
19123,5
17838,7
17209,4
18586,5
16258,1
15141,6
19202,1
17746,5
19090,1
18040,3
17515,5
17751,8
21072,4
17170,0
19439,5
19795,4
17574,9
16165,4
19464,6
19932,1
19961,2
17343,4
18924,2
18574,1
21350,6
Dataseries Y:
Download CSV
Histogram 
12710,3
12120,8
12469,5
12054,6
12112,9
9617,2
12645,8
13581,3
12162,3
10969,7
11880,0
11887,6
12926,9
12300,0
12092,8
12380,8
12196,9
9455,0
13168,0
13427,9
11980,5
11884,8
11691,7
12233,8
14341,4
13130,7
12421,1
14285,8
12864,6
11160,2
14316,2
14388,7
14013,9
13419,0
12769,6
13315,5
15332,9
14243,0
13824,4
14962,9
13202,9
12199,0
15508,9
14199,8
15169,6
14058,0
13786,2
14147,9
16541,7
13587,5
15582,4
15802,8
14130,5
12923,2
15612,2
16033,7
16036,6
14037,8
15330,6
15038,3
17401,8

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=5934&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=5934&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5934&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])
-140.12714680056775
-130.189548239628262
-120.577350767190305
-110.296952153838728
-100.189317609978108
-90.378257236134395
-80.422911250405582
-70.318237661332049
-60.556151395871908
-50.469285772643241
-40.527396182650969
-30.479595618382231
-20.37325221912205
-10.498582158489221
00.997620921990233
10.500549477405472
20.368685927838851
30.469189377790298
40.517161266052008
50.453543861374561
60.546714989482894
70.31060856156539
80.417790453364373
90.369691427554442
100.17158984320853
110.282103586151878
120.564320060949563
130.186400800603103
140.124439033917544

\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
-14 & 0.12714680056775 \tabularnewline
-13 & 0.189548239628262 \tabularnewline
-12 & 0.577350767190305 \tabularnewline
-11 & 0.296952153838728 \tabularnewline
-10 & 0.189317609978108 \tabularnewline
-9 & 0.378257236134395 \tabularnewline
-8 & 0.422911250405582 \tabularnewline
-7 & 0.318237661332049 \tabularnewline
-6 & 0.556151395871908 \tabularnewline
-5 & 0.469285772643241 \tabularnewline
-4 & 0.527396182650969 \tabularnewline
-3 & 0.479595618382231 \tabularnewline
-2 & 0.37325221912205 \tabularnewline
-1 & 0.498582158489221 \tabularnewline
0 & 0.997620921990233 \tabularnewline
1 & 0.500549477405472 \tabularnewline
2 & 0.368685927838851 \tabularnewline
3 & 0.469189377790298 \tabularnewline
4 & 0.517161266052008 \tabularnewline
5 & 0.453543861374561 \tabularnewline
6 & 0.546714989482894 \tabularnewline
7 & 0.31060856156539 \tabularnewline
8 & 0.417790453364373 \tabularnewline
9 & 0.369691427554442 \tabularnewline
10 & 0.17158984320853 \tabularnewline
11 & 0.282103586151878 \tabularnewline
12 & 0.564320060949563 \tabularnewline
13 & 0.186400800603103 \tabularnewline
14 & 0.124439033917544 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5934&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]-14[/C][C]0.12714680056775[/C][/ROW]
[ROW][C]-13[/C][C]0.189548239628262[/C][/ROW]
[ROW][C]-12[/C][C]0.577350767190305[/C][/ROW]
[ROW][C]-11[/C][C]0.296952153838728[/C][/ROW]
[ROW][C]-10[/C][C]0.189317609978108[/C][/ROW]
[ROW][C]-9[/C][C]0.378257236134395[/C][/ROW]
[ROW][C]-8[/C][C]0.422911250405582[/C][/ROW]
[ROW][C]-7[/C][C]0.318237661332049[/C][/ROW]
[ROW][C]-6[/C][C]0.556151395871908[/C][/ROW]
[ROW][C]-5[/C][C]0.469285772643241[/C][/ROW]
[ROW][C]-4[/C][C]0.527396182650969[/C][/ROW]
[ROW][C]-3[/C][C]0.479595618382231[/C][/ROW]
[ROW][C]-2[/C][C]0.37325221912205[/C][/ROW]
[ROW][C]-1[/C][C]0.498582158489221[/C][/ROW]
[ROW][C]0[/C][C]0.997620921990233[/C][/ROW]
[ROW][C]1[/C][C]0.500549477405472[/C][/ROW]
[ROW][C]2[/C][C]0.368685927838851[/C][/ROW]
[ROW][C]3[/C][C]0.469189377790298[/C][/ROW]
[ROW][C]4[/C][C]0.517161266052008[/C][/ROW]
[ROW][C]5[/C][C]0.453543861374561[/C][/ROW]
[ROW][C]6[/C][C]0.546714989482894[/C][/ROW]
[ROW][C]7[/C][C]0.31060856156539[/C][/ROW]
[ROW][C]8[/C][C]0.417790453364373[/C][/ROW]
[ROW][C]9[/C][C]0.369691427554442[/C][/ROW]
[ROW][C]10[/C][C]0.17158984320853[/C][/ROW]
[ROW][C]11[/C][C]0.282103586151878[/C][/ROW]
[ROW][C]12[/C][C]0.564320060949563[/C][/ROW]
[ROW][C]13[/C][C]0.186400800603103[/C][/ROW]
[ROW][C]14[/C][C]0.124439033917544[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5934&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5934&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])
-140.12714680056775
-130.189548239628262
-120.577350767190305
-110.296952153838728
-100.189317609978108
-90.378257236134395
-80.422911250405582
-70.318237661332049
-60.556151395871908
-50.469285772643241
-40.527396182650969
-30.479595618382231
-20.37325221912205
-10.498582158489221
00.997620921990233
10.500549477405472
20.368685927838851
30.469189377790298
40.517161266052008
50.453543861374561
60.546714989482894
70.31060856156539
80.417790453364373
90.369691427554442
100.17158984320853
110.282103586151878
120.564320060949563
130.186400800603103
140.124439033917544


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')