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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 07:28:43 -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/t11957415652g88bypx29aweb7.htm/, Retrieved Thu, 02 May 2024 14:51:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6023, Retrieved Thu, 02 May 2024 14:51:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsW10Q5G7
Estimated Impact184

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 14:28:43] [65108f21b143a71c6470aac06bd65b08] [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 
96
86
82
92
99
101
102
100
101
100
99
97
97
97
96
92
91
87
82
89
91
90
87
89
95
85
94
94
97
99
97
96
94
100
96
98
98
94
93
94
94
97
98
95
89
89
89
90
86
92
91
95
99
98
95
96
94
98
98
98
98
102
101
92
99
101
99
102
102
101
99
98
98

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=6023&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=6023&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6023&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])
-15-0.192810441492298
-14-0.261351693052724
-13-0.324381258758215
-12-0.342674389407843
-11-0.317404097396381
-10-0.216840152045151
-9-0.155451875878331
-8-0.123217129523011
-7-1.74805538282180e-05
-60.00182691957374634
-50.0590188543283052
-40.166390197970537
-30.287965298392984
-20.470375079289092
-10.667062236990192
00.878227999564007
10.549441977405579
20.305274811725279
30.161746219914475
40.0293538838515313
5-0.0368834979472354
6-0.100563810885431
7-0.131880760931871
8-0.189121775702947
9-0.186067990182058
10-0.292904361644247
11-0.374916060751795
12-0.365702733157937
13-0.320935841598674
14-0.192281385807397
15-0.0901154149307105

\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 & -0.192810441492298 \tabularnewline
-14 & -0.261351693052724 \tabularnewline
-13 & -0.324381258758215 \tabularnewline
-12 & -0.342674389407843 \tabularnewline
-11 & -0.317404097396381 \tabularnewline
-10 & -0.216840152045151 \tabularnewline
-9 & -0.155451875878331 \tabularnewline
-8 & -0.123217129523011 \tabularnewline
-7 & -1.74805538282180e-05 \tabularnewline
-6 & 0.00182691957374634 \tabularnewline
-5 & 0.0590188543283052 \tabularnewline
-4 & 0.166390197970537 \tabularnewline
-3 & 0.287965298392984 \tabularnewline
-2 & 0.470375079289092 \tabularnewline
-1 & 0.667062236990192 \tabularnewline
0 & 0.878227999564007 \tabularnewline
1 & 0.549441977405579 \tabularnewline
2 & 0.305274811725279 \tabularnewline
3 & 0.161746219914475 \tabularnewline
4 & 0.0293538838515313 \tabularnewline
5 & -0.0368834979472354 \tabularnewline
6 & -0.100563810885431 \tabularnewline
7 & -0.131880760931871 \tabularnewline
8 & -0.189121775702947 \tabularnewline
9 & -0.186067990182058 \tabularnewline
10 & -0.292904361644247 \tabularnewline
11 & -0.374916060751795 \tabularnewline
12 & -0.365702733157937 \tabularnewline
13 & -0.320935841598674 \tabularnewline
14 & -0.192281385807397 \tabularnewline
15 & -0.0901154149307105 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6023&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]-0.192810441492298[/C][/ROW]
[ROW][C]-14[/C][C]-0.261351693052724[/C][/ROW]
[ROW][C]-13[/C][C]-0.324381258758215[/C][/ROW]
[ROW][C]-12[/C][C]-0.342674389407843[/C][/ROW]
[ROW][C]-11[/C][C]-0.317404097396381[/C][/ROW]
[ROW][C]-10[/C][C]-0.216840152045151[/C][/ROW]
[ROW][C]-9[/C][C]-0.155451875878331[/C][/ROW]
[ROW][C]-8[/C][C]-0.123217129523011[/C][/ROW]
[ROW][C]-7[/C][C]-1.74805538282180e-05[/C][/ROW]
[ROW][C]-6[/C][C]0.00182691957374634[/C][/ROW]
[ROW][C]-5[/C][C]0.0590188543283052[/C][/ROW]
[ROW][C]-4[/C][C]0.166390197970537[/C][/ROW]
[ROW][C]-3[/C][C]0.287965298392984[/C][/ROW]
[ROW][C]-2[/C][C]0.470375079289092[/C][/ROW]
[ROW][C]-1[/C][C]0.667062236990192[/C][/ROW]
[ROW][C]0[/C][C]0.878227999564007[/C][/ROW]
[ROW][C]1[/C][C]0.549441977405579[/C][/ROW]
[ROW][C]2[/C][C]0.305274811725279[/C][/ROW]
[ROW][C]3[/C][C]0.161746219914475[/C][/ROW]
[ROW][C]4[/C][C]0.0293538838515313[/C][/ROW]
[ROW][C]5[/C][C]-0.0368834979472354[/C][/ROW]
[ROW][C]6[/C][C]-0.100563810885431[/C][/ROW]
[ROW][C]7[/C][C]-0.131880760931871[/C][/ROW]
[ROW][C]8[/C][C]-0.189121775702947[/C][/ROW]
[ROW][C]9[/C][C]-0.186067990182058[/C][/ROW]
[ROW][C]10[/C][C]-0.292904361644247[/C][/ROW]
[ROW][C]11[/C][C]-0.374916060751795[/C][/ROW]
[ROW][C]12[/C][C]-0.365702733157937[/C][/ROW]
[ROW][C]13[/C][C]-0.320935841598674[/C][/ROW]
[ROW][C]14[/C][C]-0.192281385807397[/C][/ROW]
[ROW][C]15[/C][C]-0.0901154149307105[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6023&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6023&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])
-15-0.192810441492298
-14-0.261351693052724
-13-0.324381258758215
-12-0.342674389407843
-11-0.317404097396381
-10-0.216840152045151
-9-0.155451875878331
-8-0.123217129523011
-7-1.74805538282180e-05
-60.00182691957374634
-50.0590188543283052
-40.166390197970537
-30.287965298392984
-20.470375079289092
-10.667062236990192
00.878227999564007
10.549441977405579
20.305274811725279
30.161746219914475
40.0293538838515313
5-0.0368834979472354
6-0.100563810885431
7-0.131880760931871
8-0.189121775702947
9-0.186067990182058
10-0.292904361644247
11-0.374916060751795
12-0.365702733157937
13-0.320935841598674
14-0.192281385807397
15-0.0901154149307105


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')