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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 computationSun, 25 Nov 2007 02:46:31 -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/25/t1195983439wk5ip7rsdjbago0.htm/, Retrieved Sat, 04 May 2024 19:01:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6386, Retrieved Sat, 04 May 2024 19:01:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact207

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] [Workshop7-q6] [2007-11-25 09:46:31] [129742d52914620af0bad7eb53591257] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
102,86
102,12
100,74
100,96
101,01
100,41
100,35
99,33
98,66
98,69
98,61
96,41
96,3
96,12
97,32
101,78
102,28
101,12
104,55
107,4
108,41
109,43
110,34
115,06
113,13
116,56
121,39
119,12
123,31
128,57
127,71
125,68
133,8
130,97
129,99
124
118,63
121,86
119,97
125,03
130,09
126,65
121,7
119,24
122,63
116,66
114,12
113,11
112,61
113,4
115,18
121,01
119,44
116,68
117,07
117,41
119,58
120,92
117,09
116,77
119,39
122,49
124,08
118,29
112,94
113,79
114,43
118,7
120,36
118,27
118,34
117,82
117,65
118,18
121,02
124,78
131,16
130,14
131,75
134,73
135,35
140,32
136,35
131,6
128,9
133,89
138,25
146,23
144,76
149,3
156,8
159,08
165,12
163,14
153,43
151,01
Dataseries Y:
Download CSV
Histogram 
48527
44446
46380
48950
38883
42928
37107
30186
32602
39892
32194
21629
59968
45694
55756
48554
41052
49822
39191
31994
35735
38930
33658
23849
58972
59249
63955
53785
52760
44795
37348
32370
32717
40974
33591
21124
58608
46865
51378
46235
47206
45382
41227
33795
31295
42625
33625
21538
56421
53152
53536
52408
41454
38271
35306
26414
31917
38030
27534
18387
50556
43901
48572
43899
37532
40357
35489
29027
34485
42598
30306
26451
47460
50104
61465
53726
39477
43895
31481
29896
33842
39120
33702
25094
51442
45594
52518
48564
41745
49585
32747
33379
35645
37034
35681
20972

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=6386&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=6386&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6386&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 series1
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series-1.8
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-160.132990088279245
-150.0983929311978403
-140.0800754141865046
-130.127922069487394
-120.184522082134252
-110.0185788916510873
-100.0858332702966569
-90.0231826242680511
-8-0.0143570639651159
-70.0246647439117431
-6-0.0144391797472253
-5-0.0137599524582749
-4-0.00551652497005866
-3-0.0518739770095325
-2-0.0504342517776128
-1-0.0117899907915791
0-0.231416101541314
1-0.0760090310428772
2-0.0371833825504133
3-0.0697620818762228
4-0.0915916147739347
5-0.00878340507837304
6-0.058835363903627
70.0512122281346681
80.0125822872714201
9-0.0392917562970372
100.0250629830402683
11-0.00593624993135366
120.0090925851820126
130.0383576661072614
140.0271637792578276
15-0.014361968049839
160.0608347701664113

\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 & -1.8 \tabularnewline
Degree of non-seasonal differencing (d) of Y series & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-16 & 0.132990088279245 \tabularnewline
-15 & 0.0983929311978403 \tabularnewline
-14 & 0.0800754141865046 \tabularnewline
-13 & 0.127922069487394 \tabularnewline
-12 & 0.184522082134252 \tabularnewline
-11 & 0.0185788916510873 \tabularnewline
-10 & 0.0858332702966569 \tabularnewline
-9 & 0.0231826242680511 \tabularnewline
-8 & -0.0143570639651159 \tabularnewline
-7 & 0.0246647439117431 \tabularnewline
-6 & -0.0144391797472253 \tabularnewline
-5 & -0.0137599524582749 \tabularnewline
-4 & -0.00551652497005866 \tabularnewline
-3 & -0.0518739770095325 \tabularnewline
-2 & -0.0504342517776128 \tabularnewline
-1 & -0.0117899907915791 \tabularnewline
0 & -0.231416101541314 \tabularnewline
1 & -0.0760090310428772 \tabularnewline
2 & -0.0371833825504133 \tabularnewline
3 & -0.0697620818762228 \tabularnewline
4 & -0.0915916147739347 \tabularnewline
5 & -0.00878340507837304 \tabularnewline
6 & -0.058835363903627 \tabularnewline
7 & 0.0512122281346681 \tabularnewline
8 & 0.0125822872714201 \tabularnewline
9 & -0.0392917562970372 \tabularnewline
10 & 0.0250629830402683 \tabularnewline
11 & -0.00593624993135366 \tabularnewline
12 & 0.0090925851820126 \tabularnewline
13 & 0.0383576661072614 \tabularnewline
14 & 0.0271637792578276 \tabularnewline
15 & -0.014361968049839 \tabularnewline
16 & 0.0608347701664113 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6386&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]-1.8[/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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-16[/C][C]0.132990088279245[/C][/ROW]
[ROW][C]-15[/C][C]0.0983929311978403[/C][/ROW]
[ROW][C]-14[/C][C]0.0800754141865046[/C][/ROW]
[ROW][C]-13[/C][C]0.127922069487394[/C][/ROW]
[ROW][C]-12[/C][C]0.184522082134252[/C][/ROW]
[ROW][C]-11[/C][C]0.0185788916510873[/C][/ROW]
[ROW][C]-10[/C][C]0.0858332702966569[/C][/ROW]
[ROW][C]-9[/C][C]0.0231826242680511[/C][/ROW]
[ROW][C]-8[/C][C]-0.0143570639651159[/C][/ROW]
[ROW][C]-7[/C][C]0.0246647439117431[/C][/ROW]
[ROW][C]-6[/C][C]-0.0144391797472253[/C][/ROW]
[ROW][C]-5[/C][C]-0.0137599524582749[/C][/ROW]
[ROW][C]-4[/C][C]-0.00551652497005866[/C][/ROW]
[ROW][C]-3[/C][C]-0.0518739770095325[/C][/ROW]
[ROW][C]-2[/C][C]-0.0504342517776128[/C][/ROW]
[ROW][C]-1[/C][C]-0.0117899907915791[/C][/ROW]
[ROW][C]0[/C][C]-0.231416101541314[/C][/ROW]
[ROW][C]1[/C][C]-0.0760090310428772[/C][/ROW]
[ROW][C]2[/C][C]-0.0371833825504133[/C][/ROW]
[ROW][C]3[/C][C]-0.0697620818762228[/C][/ROW]
[ROW][C]4[/C][C]-0.0915916147739347[/C][/ROW]
[ROW][C]5[/C][C]-0.00878340507837304[/C][/ROW]
[ROW][C]6[/C][C]-0.058835363903627[/C][/ROW]
[ROW][C]7[/C][C]0.0512122281346681[/C][/ROW]
[ROW][C]8[/C][C]0.0125822872714201[/C][/ROW]
[ROW][C]9[/C][C]-0.0392917562970372[/C][/ROW]
[ROW][C]10[/C][C]0.0250629830402683[/C][/ROW]
[ROW][C]11[/C][C]-0.00593624993135366[/C][/ROW]
[ROW][C]12[/C][C]0.0090925851820126[/C][/ROW]
[ROW][C]13[/C][C]0.0383576661072614[/C][/ROW]
[ROW][C]14[/C][C]0.0271637792578276[/C][/ROW]
[ROW][C]15[/C][C]-0.014361968049839[/C][/ROW]
[ROW][C]16[/C][C]0.0608347701664113[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6386&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6386&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 series1
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series-1.8
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-160.132990088279245
-150.0983929311978403
-140.0800754141865046
-130.127922069487394
-120.184522082134252
-110.0185788916510873
-100.0858332702966569
-90.0231826242680511
-8-0.0143570639651159
-70.0246647439117431
-6-0.0144391797472253
-5-0.0137599524582749
-4-0.00551652497005866
-3-0.0518739770095325
-2-0.0504342517776128
-1-0.0117899907915791
0-0.231416101541314
1-0.0760090310428772
2-0.0371833825504133
3-0.0697620818762228
4-0.0915916147739347
5-0.00878340507837304
6-0.058835363903627
70.0512122281346681
80.0125822872714201
9-0.0392917562970372
100.0250629830402683
11-0.00593624993135366
120.0090925851820126
130.0383576661072614
140.0271637792578276
15-0.014361968049839
160.0608347701664113


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = -1.8 ; par6 = 0 ; par7 = 1 ;
Parameters (R input):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = -1.8 ; par6 = 0 ; par7 = 1 ;
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')