Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Sat, 24 Nov 2007 08:26:07 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/24/t1195917444l21mqosne257cl7.htm/, Retrieved Fri, 03 May 2024 10:57:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6332, Retrieved Fri, 03 May 2024 10:57:05 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

198

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Cross Correlation Function] [Ws7Q51] [2007-11-24 15:26:07] [77c9c0d97755c69877fabe95ec1f485a] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Dataseries Y:

Download CSV

Histogram

1.79
1.95
2.26
2.04
2.16
2.75
2.79
2.88
3.36
2.97
3.1
2.49
2.2
2.25
2.09
2.79
3.14
2.93
2.65
2.67
2.26
2.35
2.13
2.18
2.9
2.63
2.67
1.81
1.33
0.88
1.28
1.26
1.26
1.29
1.1
1.37
1.21
1.74
1.76
1.48
1.04
1.62
1.49
1.79
1.8
1.58
1.86
1.74
1.59
1.26
1.13
1.92
2.61
2.26
2.41
2.26
2.03
2.86
2.55
2.27
2.26
2.57
3.07
2.76
2.51
2.87
3.14
3.11
3.16
2.47
2.57
2.89
2.63
2.38
1.69
1.96
2.19
1.87
1.6
1.63
1.22
1.21
1.49
1.64
1.66
1.77
1.82
1.78
1.28
1.29
1.37
1.12
1.51

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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=6332&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=6332&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6332&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	1
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	1
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	-0.0564582983362685
-15	-0.0502090672076286
-14	-0.014362747714458
-13	0.0773876098912856
-12	-0.0105360531610717
-11	0.0695446957576189
-10	0.0696732535043532
-9	-0.0186292897764966
-8	-0.107713680401692
-7	0.0133881769668549
-6	-0.0834560973758861
-5	-0.0388307584303026
-4	-0.00303147346721146
-3	0.0696257944110408
-2	-0.127409027226296
-1	-0.108983549029462
0	-0.0369668621560813
1	0.072808490225535
2	-0.0366315704194408
3	-0.188992348632383
4	-0.0191465776187146
5	-0.0106964602262835
6	0.0891734852195038
7	0.07324816083284
8	-0.0506746290960439
9	-0.0287273918113571
10	0.080794071757359
11	0.104008474617231
12	-0.00598949041918642
13	-0.106960080664395
14	-0.088989621035708
15	0.211335469903020
16	-0.100970052465114

\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 & 1 \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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-16 & -0.0564582983362685 \tabularnewline
-15 & -0.0502090672076286 \tabularnewline
-14 & -0.014362747714458 \tabularnewline
-13 & 0.0773876098912856 \tabularnewline
-12 & -0.0105360531610717 \tabularnewline
-11 & 0.0695446957576189 \tabularnewline
-10 & 0.0696732535043532 \tabularnewline
-9 & -0.0186292897764966 \tabularnewline
-8 & -0.107713680401692 \tabularnewline
-7 & 0.0133881769668549 \tabularnewline
-6 & -0.0834560973758861 \tabularnewline
-5 & -0.0388307584303026 \tabularnewline
-4 & -0.00303147346721146 \tabularnewline
-3 & 0.0696257944110408 \tabularnewline
-2 & -0.127409027226296 \tabularnewline
-1 & -0.108983549029462 \tabularnewline
0 & -0.0369668621560813 \tabularnewline
1 & 0.072808490225535 \tabularnewline
2 & -0.0366315704194408 \tabularnewline
3 & -0.188992348632383 \tabularnewline
4 & -0.0191465776187146 \tabularnewline
5 & -0.0106964602262835 \tabularnewline
6 & 0.0891734852195038 \tabularnewline
7 & 0.07324816083284 \tabularnewline
8 & -0.0506746290960439 \tabularnewline
9 & -0.0287273918113571 \tabularnewline
10 & 0.080794071757359 \tabularnewline
11 & 0.104008474617231 \tabularnewline
12 & -0.00598949041918642 \tabularnewline
13 & -0.106960080664395 \tabularnewline
14 & -0.088989621035708 \tabularnewline
15 & 0.211335469903020 \tabularnewline
16 & -0.100970052465114 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6332&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]1[/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]1[/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]-0.0564582983362685[/C][/ROW]
[ROW][C]-15[/C][C]-0.0502090672076286[/C][/ROW]
[ROW][C]-14[/C][C]-0.014362747714458[/C][/ROW]
[ROW][C]-13[/C][C]0.0773876098912856[/C][/ROW]
[ROW][C]-12[/C][C]-0.0105360531610717[/C][/ROW]
[ROW][C]-11[/C][C]0.0695446957576189[/C][/ROW]
[ROW][C]-10[/C][C]0.0696732535043532[/C][/ROW]
[ROW][C]-9[/C][C]-0.0186292897764966[/C][/ROW]
[ROW][C]-8[/C][C]-0.107713680401692[/C][/ROW]
[ROW][C]-7[/C][C]0.0133881769668549[/C][/ROW]
[ROW][C]-6[/C][C]-0.0834560973758861[/C][/ROW]
[ROW][C]-5[/C][C]-0.0388307584303026[/C][/ROW]
[ROW][C]-4[/C][C]-0.00303147346721146[/C][/ROW]
[ROW][C]-3[/C][C]0.0696257944110408[/C][/ROW]
[ROW][C]-2[/C][C]-0.127409027226296[/C][/ROW]
[ROW][C]-1[/C][C]-0.108983549029462[/C][/ROW]
[ROW][C]0[/C][C]-0.0369668621560813[/C][/ROW]
[ROW][C]1[/C][C]0.072808490225535[/C][/ROW]
[ROW][C]2[/C][C]-0.0366315704194408[/C][/ROW]
[ROW][C]3[/C][C]-0.188992348632383[/C][/ROW]
[ROW][C]4[/C][C]-0.0191465776187146[/C][/ROW]
[ROW][C]5[/C][C]-0.0106964602262835[/C][/ROW]
[ROW][C]6[/C][C]0.0891734852195038[/C][/ROW]
[ROW][C]7[/C][C]0.07324816083284[/C][/ROW]
[ROW][C]8[/C][C]-0.0506746290960439[/C][/ROW]
[ROW][C]9[/C][C]-0.0287273918113571[/C][/ROW]
[ROW][C]10[/C][C]0.080794071757359[/C][/ROW]
[ROW][C]11[/C][C]0.104008474617231[/C][/ROW]
[ROW][C]12[/C][C]-0.00598949041918642[/C][/ROW]
[ROW][C]13[/C][C]-0.106960080664395[/C][/ROW]
[ROW][C]14[/C][C]-0.088989621035708[/C][/ROW]
[ROW][C]15[/C][C]0.211335469903020[/C][/ROW]
[ROW][C]16[/C][C]-0.100970052465114[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6332&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6332&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	1
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	1
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	-0.0564582983362685
-15	-0.0502090672076286
-14	-0.014362747714458
-13	0.0773876098912856
-12	-0.0105360531610717
-11	0.0695446957576189
-10	0.0696732535043532
-9	-0.0186292897764966
-8	-0.107713680401692
-7	0.0133881769668549
-6	-0.0834560973758861
-5	-0.0388307584303026
-4	-0.00303147346721146
-3	0.0696257944110408
-2	-0.127409027226296
-1	-0.108983549029462
0	-0.0369668621560813
1	0.072808490225535
2	-0.0366315704194408
3	-0.188992348632383
4	-0.0191465776187146
5	-0.0106964602262835
6	0.0891734852195038
7	0.07324816083284
8	-0.0506746290960439
9	-0.0287273918113571
10	0.080794071757359
11	0.104008474617231
12	-0.00598949041918642
13	-0.106960080664395
14	-0.088989621035708
15	0.211335469903020
16	-0.100970052465114

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 0 ;

Parameters (R input):

par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code