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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 computationSat, 24 Nov 2007 07:38:09 -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/24/t1195914598nedqed34u0pz34c.htm/, Retrieved Fri, 03 May 2024 12:51:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6321, Retrieved Fri, 03 May 2024 12:51:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsQ5
Estimated Impact212

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...] [2007-11-24 14:38:09] [3cbd35878d9bd3c68c81c01c5c6ec146] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,7
110,2
125,9
100,1
106,4
114,8
81,3
87
104,2
108
105
94,5
92
95,9
108,8
103,4
102,1
110,1
83,2
82,7
106,8
113,7
102,5
96,6
92,1
95,6
102,3
98,6
98,2
104,5
84
73,8
103,9
106
97,2
102,6
89
93,8
116,7
106,8
98,5
118,7
90
91,9
113,3
113,1
104,1
108,7
96,7
101
116,9
105,8
99
129,4
83
88,9
115,9
104,2
113,4
112,2
100,8
107,3
126,6
102,9
117,9
128,8
87,5
93,8
122,7
126,2
124,6
116,7
115,2
111,1
129,9
113,3
118,5
133,5
102,1
102,4
Dataseries Y:
Download CSV
Histogram 
97,3
101
113,2
101
105,7
113,9
86,4
96,5
103,3
114,9
105,8
94,2
98,4
99,4
108,8
112,6
104,4
112,2
81,1
97,1
112,6
113,8
107,8
103,2
103,3
101,2
107,7
110,4
101,9
115,9
89,9
88,6
117,2
123,9
100
103,6
94,1
98,7
119,5
112,7
104,4
124,7
89,1
97
121,6
118,8
114
111,5
97,2
102,5
113,4
109,8
104,9
126,1
80
96,8
117,2
112,3
117,3
111,1
102,2
104,3
122,9
107,6
121,3
131,5
89
104,4
128,9
135,9
133,3
121,3
120,5
120,4
137,9
126,1
133,2
146,6
103,4
117,2

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=6321&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=6321&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6321&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])
-16-0.107589772264368
-150.0903813869165657
-14-0.110661517458544
-130.0119183980153662
-120.602555210115747
-110.151140273494568
-10-0.162152894995445
-90.0961528581654558
-80.0539497892962499
-70.20876221555064
-60.4741437986524
-50.269906800832284
-40.0627797407073858
-30.254043504325098
-2-0.00508983891563739
-10.162944592706389
00.90313330613718
10.300053667977281
2-0.0146518071705129
30.206783238599475
40.0410569036910198
50.221797554220720
60.48721774063806
70.194517314176721
80.0322797109296083
90.125809785878261
10-0.179977696861669
110.0154701621313484
120.575147628591569
130.105355219695334
14-0.112427000880887
150.0522188886977425
16-0.102225583659569

\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 & -0.107589772264368 \tabularnewline
-15 & 0.0903813869165657 \tabularnewline
-14 & -0.110661517458544 \tabularnewline
-13 & 0.0119183980153662 \tabularnewline
-12 & 0.602555210115747 \tabularnewline
-11 & 0.151140273494568 \tabularnewline
-10 & -0.162152894995445 \tabularnewline
-9 & 0.0961528581654558 \tabularnewline
-8 & 0.0539497892962499 \tabularnewline
-7 & 0.20876221555064 \tabularnewline
-6 & 0.4741437986524 \tabularnewline
-5 & 0.269906800832284 \tabularnewline
-4 & 0.0627797407073858 \tabularnewline
-3 & 0.254043504325098 \tabularnewline
-2 & -0.00508983891563739 \tabularnewline
-1 & 0.162944592706389 \tabularnewline
0 & 0.90313330613718 \tabularnewline
1 & 0.300053667977281 \tabularnewline
2 & -0.0146518071705129 \tabularnewline
3 & 0.206783238599475 \tabularnewline
4 & 0.0410569036910198 \tabularnewline
5 & 0.221797554220720 \tabularnewline
6 & 0.48721774063806 \tabularnewline
7 & 0.194517314176721 \tabularnewline
8 & 0.0322797109296083 \tabularnewline
9 & 0.125809785878261 \tabularnewline
10 & -0.179977696861669 \tabularnewline
11 & 0.0154701621313484 \tabularnewline
12 & 0.575147628591569 \tabularnewline
13 & 0.105355219695334 \tabularnewline
14 & -0.112427000880887 \tabularnewline
15 & 0.0522188886977425 \tabularnewline
16 & -0.102225583659569 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6321&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]-0.107589772264368[/C][/ROW]
[ROW][C]-15[/C][C]0.0903813869165657[/C][/ROW]
[ROW][C]-14[/C][C]-0.110661517458544[/C][/ROW]
[ROW][C]-13[/C][C]0.0119183980153662[/C][/ROW]
[ROW][C]-12[/C][C]0.602555210115747[/C][/ROW]
[ROW][C]-11[/C][C]0.151140273494568[/C][/ROW]
[ROW][C]-10[/C][C]-0.162152894995445[/C][/ROW]
[ROW][C]-9[/C][C]0.0961528581654558[/C][/ROW]
[ROW][C]-8[/C][C]0.0539497892962499[/C][/ROW]
[ROW][C]-7[/C][C]0.20876221555064[/C][/ROW]
[ROW][C]-6[/C][C]0.4741437986524[/C][/ROW]
[ROW][C]-5[/C][C]0.269906800832284[/C][/ROW]
[ROW][C]-4[/C][C]0.0627797407073858[/C][/ROW]
[ROW][C]-3[/C][C]0.254043504325098[/C][/ROW]
[ROW][C]-2[/C][C]-0.00508983891563739[/C][/ROW]
[ROW][C]-1[/C][C]0.162944592706389[/C][/ROW]
[ROW][C]0[/C][C]0.90313330613718[/C][/ROW]
[ROW][C]1[/C][C]0.300053667977281[/C][/ROW]
[ROW][C]2[/C][C]-0.0146518071705129[/C][/ROW]
[ROW][C]3[/C][C]0.206783238599475[/C][/ROW]
[ROW][C]4[/C][C]0.0410569036910198[/C][/ROW]
[ROW][C]5[/C][C]0.221797554220720[/C][/ROW]
[ROW][C]6[/C][C]0.48721774063806[/C][/ROW]
[ROW][C]7[/C][C]0.194517314176721[/C][/ROW]
[ROW][C]8[/C][C]0.0322797109296083[/C][/ROW]
[ROW][C]9[/C][C]0.125809785878261[/C][/ROW]
[ROW][C]10[/C][C]-0.179977696861669[/C][/ROW]
[ROW][C]11[/C][C]0.0154701621313484[/C][/ROW]
[ROW][C]12[/C][C]0.575147628591569[/C][/ROW]
[ROW][C]13[/C][C]0.105355219695334[/C][/ROW]
[ROW][C]14[/C][C]-0.112427000880887[/C][/ROW]
[ROW][C]15[/C][C]0.0522188886977425[/C][/ROW]
[ROW][C]16[/C][C]-0.102225583659569[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6321&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6321&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])
-16-0.107589772264368
-150.0903813869165657
-14-0.110661517458544
-130.0119183980153662
-120.602555210115747
-110.151140273494568
-10-0.162152894995445
-90.0961528581654558
-80.0539497892962499
-70.20876221555064
-60.4741437986524
-50.269906800832284
-40.0627797407073858
-30.254043504325098
-2-0.00508983891563739
-10.162944592706389
00.90313330613718
10.300053667977281
2-0.0146518071705129
30.206783238599475
40.0410569036910198
50.221797554220720
60.48721774063806
70.194517314176721
80.0322797109296083
90.125809785878261
10-0.179977696861669
110.0154701621313484
120.575147628591569
130.105355219695334
14-0.112427000880887
150.0522188886977425
16-0.102225583659569


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
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')