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Description of Statistical Computation

Author's title

Cross correlation coefficient Totale werkloosheid verklaren adhv algemene e...

Author*Unverified author*
R Software Modulerwasp_cross.wasp
Title produced by softwareCross Correlation Function
Date of computationThu, 22 Nov 2007 06:55:11 -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/Nov/22/t1195739296q980ratscy5dpl7.htm/, Retrieved Thu, 02 May 2024 23:45:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5995, Retrieved Thu, 02 May 2024 23:45:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170

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 correlation...] [2007-11-22 13:55:11] [2cdb7403ed3391afb545b8c0d20da37e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
87
75
74
91
101
103
106
102
105
105
100
95
96
98
99
92
84
81
72
89
96
91
88
90
98
87
100
100
104
107
105
102
98
106
97
101
100
93
94
96
96
98
102
95
85
84
82
87
77
90
90
94
97
96
93
93
93
97
100
95
97
103
102
93
99
100
97
104
102
103
100
90
90
Dataseries Y:
Download CSV
Histogram 
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542

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=5995&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=5995&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5995&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])
-150.0670893160669788
-140.0266136595032138
-130.0032595166147905
-12-0.0528936455286149
-11-0.0540769178923141
-10-0.0308750355701601
-90.0222798931857218
-80.0728437046109996
-70.0962532085141315
-60.0902230103425034
-50.0376617015500155
-40.0066535890788423
-3-0.0042001774728546
-2-0.0259032097385512
-1-0.049909284391245
0-0.0951187130013059
1-0.110984286759606
2-0.0970156774392884
3-0.073668282252247
4-0.0421956164936358
5-0.0275688467616182
6-0.0111549742713334
70.0101250290231208
80.0371924838873336
90.0846899023197708
100.0927490823915053
110.0901297654995943
120.080903929900967
130.115880728892533
140.155273119857545
150.174550613003468

\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
-15 & 0.0670893160669788 \tabularnewline
-14 & 0.0266136595032138 \tabularnewline
-13 & 0.0032595166147905 \tabularnewline
-12 & -0.0528936455286149 \tabularnewline
-11 & -0.0540769178923141 \tabularnewline
-10 & -0.0308750355701601 \tabularnewline
-9 & 0.0222798931857218 \tabularnewline
-8 & 0.0728437046109996 \tabularnewline
-7 & 0.0962532085141315 \tabularnewline
-6 & 0.0902230103425034 \tabularnewline
-5 & 0.0376617015500155 \tabularnewline
-4 & 0.0066535890788423 \tabularnewline
-3 & -0.0042001774728546 \tabularnewline
-2 & -0.0259032097385512 \tabularnewline
-1 & -0.049909284391245 \tabularnewline
0 & -0.0951187130013059 \tabularnewline
1 & -0.110984286759606 \tabularnewline
2 & -0.0970156774392884 \tabularnewline
3 & -0.073668282252247 \tabularnewline
4 & -0.0421956164936358 \tabularnewline
5 & -0.0275688467616182 \tabularnewline
6 & -0.0111549742713334 \tabularnewline
7 & 0.0101250290231208 \tabularnewline
8 & 0.0371924838873336 \tabularnewline
9 & 0.0846899023197708 \tabularnewline
10 & 0.0927490823915053 \tabularnewline
11 & 0.0901297654995943 \tabularnewline
12 & 0.080903929900967 \tabularnewline
13 & 0.115880728892533 \tabularnewline
14 & 0.155273119857545 \tabularnewline
15 & 0.174550613003468 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5995&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]-15[/C][C]0.0670893160669788[/C][/ROW]
[ROW][C]-14[/C][C]0.0266136595032138[/C][/ROW]
[ROW][C]-13[/C][C]0.0032595166147905[/C][/ROW]
[ROW][C]-12[/C][C]-0.0528936455286149[/C][/ROW]
[ROW][C]-11[/C][C]-0.0540769178923141[/C][/ROW]
[ROW][C]-10[/C][C]-0.0308750355701601[/C][/ROW]
[ROW][C]-9[/C][C]0.0222798931857218[/C][/ROW]
[ROW][C]-8[/C][C]0.0728437046109996[/C][/ROW]
[ROW][C]-7[/C][C]0.0962532085141315[/C][/ROW]
[ROW][C]-6[/C][C]0.0902230103425034[/C][/ROW]
[ROW][C]-5[/C][C]0.0376617015500155[/C][/ROW]
[ROW][C]-4[/C][C]0.0066535890788423[/C][/ROW]
[ROW][C]-3[/C][C]-0.0042001774728546[/C][/ROW]
[ROW][C]-2[/C][C]-0.0259032097385512[/C][/ROW]
[ROW][C]-1[/C][C]-0.049909284391245[/C][/ROW]
[ROW][C]0[/C][C]-0.0951187130013059[/C][/ROW]
[ROW][C]1[/C][C]-0.110984286759606[/C][/ROW]
[ROW][C]2[/C][C]-0.0970156774392884[/C][/ROW]
[ROW][C]3[/C][C]-0.073668282252247[/C][/ROW]
[ROW][C]4[/C][C]-0.0421956164936358[/C][/ROW]
[ROW][C]5[/C][C]-0.0275688467616182[/C][/ROW]
[ROW][C]6[/C][C]-0.0111549742713334[/C][/ROW]
[ROW][C]7[/C][C]0.0101250290231208[/C][/ROW]
[ROW][C]8[/C][C]0.0371924838873336[/C][/ROW]
[ROW][C]9[/C][C]0.0846899023197708[/C][/ROW]
[ROW][C]10[/C][C]0.0927490823915053[/C][/ROW]
[ROW][C]11[/C][C]0.0901297654995943[/C][/ROW]
[ROW][C]12[/C][C]0.080903929900967[/C][/ROW]
[ROW][C]13[/C][C]0.115880728892533[/C][/ROW]
[ROW][C]14[/C][C]0.155273119857545[/C][/ROW]
[ROW][C]15[/C][C]0.174550613003468[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5995&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5995&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])
-150.0670893160669788
-140.0266136595032138
-130.0032595166147905
-12-0.0528936455286149
-11-0.0540769178923141
-10-0.0308750355701601
-90.0222798931857218
-80.0728437046109996
-70.0962532085141315
-60.0902230103425034
-50.0376617015500155
-40.0066535890788423
-3-0.0042001774728546
-2-0.0259032097385512
-1-0.049909284391245
0-0.0951187130013059
1-0.110984286759606
2-0.0970156774392884
3-0.073668282252247
4-0.0421956164936358
5-0.0275688467616182
6-0.0111549742713334
70.0101250290231208
80.0371924838873336
90.0846899023197708
100.0927490823915053
110.0901297654995943
120.080903929900967
130.115880728892533
140.155273119857545
150.174550613003468


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')