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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 07:17:14 -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/t119599970480rr9bc2q6b3e4h.htm/, Retrieved Sat, 04 May 2024 18:46:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6460, Retrieved Sat, 04 May 2024 18:46:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact177

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...] [2007-11-25 14:17:14] [bd02e85be52eb1cb060a2c60779eb820] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
467037
460070
447988
442867
436087
431328
484015
509673
512927
502831
470984
471067
476049
474605
470439
461251
454724
455626
516847
525192
522975
518585
509239
512238
519164
517009
509933
509127
500857
506971
569323
579714
577992
565464
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
Dataseries Y:
Download CSV
Histogram 
13
17
17
13
14
13
17
17
15
9
10
9
14
18
18
12
16
12
19
13
12
13
11
10
16
12
6
8
6
8
8
9
13
8
11
8
10
15
12
13
12
15
13
13
16
14
12
15
14
19
16
16
11
13
12
11
6
9
6
15
17
13
12
13
10
14
13
10
11
12
7
11

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=6460&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=6460&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6460&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 series1.8
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1.3
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.127581353606039
-13-0.25233797871339
-120.534644742974978
-11-0.249281434101188
-10-0.0919421347084219
-90.130741281103141
-8-0.0726995143732988
-70.0888803736861575
-60.00254715771969611
-5-0.125535925760712
-40.0674612213222315
-3-0.0106165174412808
-20.0631713755669582
-10.239197114954727
0-0.620346590122897
10.186722513221042
2-0.0819341699320928
30.0446206154426834
40.124089420972757
5-0.00839420295590799
6-0.126557065914870
70.109139607475018
8-0.0549104457342712
90.147260500116121
10-0.172979660376435
110.136062897573489
12-0.210242296741844
130.124684642387893
140.0156871623319536

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 1.8 \tabularnewline
Degree of non-seasonal differencing (d) of X series & 1 \tabularnewline
Degree of seasonal differencing (D) of X series & 1 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Box-Cox transformation parameter (lambda) of Y series & 1.3 \tabularnewline
Degree of non-seasonal differencing (d) of Y series & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & 0.127581353606039 \tabularnewline
-13 & -0.25233797871339 \tabularnewline
-12 & 0.534644742974978 \tabularnewline
-11 & -0.249281434101188 \tabularnewline
-10 & -0.0919421347084219 \tabularnewline
-9 & 0.130741281103141 \tabularnewline
-8 & -0.0726995143732988 \tabularnewline
-7 & 0.0888803736861575 \tabularnewline
-6 & 0.00254715771969611 \tabularnewline
-5 & -0.125535925760712 \tabularnewline
-4 & 0.0674612213222315 \tabularnewline
-3 & -0.0106165174412808 \tabularnewline
-2 & 0.0631713755669582 \tabularnewline
-1 & 0.239197114954727 \tabularnewline
0 & -0.620346590122897 \tabularnewline
1 & 0.186722513221042 \tabularnewline
2 & -0.0819341699320928 \tabularnewline
3 & 0.0446206154426834 \tabularnewline
4 & 0.124089420972757 \tabularnewline
5 & -0.00839420295590799 \tabularnewline
6 & -0.126557065914870 \tabularnewline
7 & 0.109139607475018 \tabularnewline
8 & -0.0549104457342712 \tabularnewline
9 & 0.147260500116121 \tabularnewline
10 & -0.172979660376435 \tabularnewline
11 & 0.136062897573489 \tabularnewline
12 & -0.210242296741844 \tabularnewline
13 & 0.124684642387893 \tabularnewline
14 & 0.0156871623319536 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6460&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]1.8[/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]1[/C][/ROW]
[ROW][C]Seasonal Period (s)[/C][C]12[/C][/ROW]
[ROW][C]Box-Cox transformation parameter (lambda) of Y series[/C][C]1.3[/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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-14[/C][C]0.127581353606039[/C][/ROW]
[ROW][C]-13[/C][C]-0.25233797871339[/C][/ROW]
[ROW][C]-12[/C][C]0.534644742974978[/C][/ROW]
[ROW][C]-11[/C][C]-0.249281434101188[/C][/ROW]
[ROW][C]-10[/C][C]-0.0919421347084219[/C][/ROW]
[ROW][C]-9[/C][C]0.130741281103141[/C][/ROW]
[ROW][C]-8[/C][C]-0.0726995143732988[/C][/ROW]
[ROW][C]-7[/C][C]0.0888803736861575[/C][/ROW]
[ROW][C]-6[/C][C]0.00254715771969611[/C][/ROW]
[ROW][C]-5[/C][C]-0.125535925760712[/C][/ROW]
[ROW][C]-4[/C][C]0.0674612213222315[/C][/ROW]
[ROW][C]-3[/C][C]-0.0106165174412808[/C][/ROW]
[ROW][C]-2[/C][C]0.0631713755669582[/C][/ROW]
[ROW][C]-1[/C][C]0.239197114954727[/C][/ROW]
[ROW][C]0[/C][C]-0.620346590122897[/C][/ROW]
[ROW][C]1[/C][C]0.186722513221042[/C][/ROW]
[ROW][C]2[/C][C]-0.0819341699320928[/C][/ROW]
[ROW][C]3[/C][C]0.0446206154426834[/C][/ROW]
[ROW][C]4[/C][C]0.124089420972757[/C][/ROW]
[ROW][C]5[/C][C]-0.00839420295590799[/C][/ROW]
[ROW][C]6[/C][C]-0.126557065914870[/C][/ROW]
[ROW][C]7[/C][C]0.109139607475018[/C][/ROW]
[ROW][C]8[/C][C]-0.0549104457342712[/C][/ROW]
[ROW][C]9[/C][C]0.147260500116121[/C][/ROW]
[ROW][C]10[/C][C]-0.172979660376435[/C][/ROW]
[ROW][C]11[/C][C]0.136062897573489[/C][/ROW]
[ROW][C]12[/C][C]-0.210242296741844[/C][/ROW]
[ROW][C]13[/C][C]0.124684642387893[/C][/ROW]
[ROW][C]14[/C][C]0.0156871623319536[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6460&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6460&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 series1.8
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1.3
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.127581353606039
-13-0.25233797871339
-120.534644742974978
-11-0.249281434101188
-10-0.0919421347084219
-90.130741281103141
-8-0.0726995143732988
-70.0888803736861575
-60.00254715771969611
-5-0.125535925760712
-40.0674612213222315
-3-0.0106165174412808
-20.0631713755669582
-10.239197114954727
0-0.620346590122897
10.186722513221042
2-0.0819341699320928
30.0446206154426834
40.124089420972757
5-0.00839420295590799
6-0.126557065914870
70.109139607475018
8-0.0549104457342712
90.147260500116121
10-0.172979660376435
110.136062897573489
12-0.210242296741844
130.124684642387893
140.0156871623319536


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1.8 ; par2 = 1 ; par3 = 1 ; par4 = 12 ; par5 = 1.3 ; par6 = 1 ; par7 = 1 ;
Parameters (R input):
par1 = 1.8 ; par2 = 1 ; par3 = 1 ; par4 = 12 ; par5 = 1.3 ; par6 = 1 ; 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')