FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 12:52:46 -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/t1196019959t38gvbipxl2xq78.htm/, Retrieved Sat, 04 May 2024 13:54:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6539, Retrieved Sat, 04 May 2024 13:54:55 +0000
QR Codes:

Original text written by user:Q5
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173

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...] [2007-11-25 19:52:46] [a04acf73ce4b7e85f8287f21ada159c8] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,9383
0,9217
0,9095
0,892
0,8742
0,8532
0,8607
0,9005
0,9111
0,9059
0,8883
0,8924
0,8833
0,87
0,8758
0,8858
0,917
0,9554
0,9922
0,9778
0,9808
0,9811
1,0014
1,0183
1,0622
1,0773
1,0807
1,0848
1,1582
1,1663
1,1372
1,1139
1,1222
1,1692
1,1702
1,2286
1,2613
1,2646
1,2262
1,1985
1,2007
1,2138
1,2266
1,2176
1,2218
1,249
1,2991
1,3408
1,3119
1,3014
1,3201
1,2938
1,2694
1,2165
1,2037
1,2292
1,2256
1,2015
1,1786
1,1856
1,2103
1,1938
1,202
1,2271
1,277
1,265
1,2684
1,2811
1,2727
1,2611
1,2881
1,3213
1,2999
1,3074
1,3242
1,3516
1,3511
1,3419
1,3716
1,3622
1,3896
Dataseries Y:
Download CSV
Histogram 
90,8
96,4
90
92,1
97,2
95,1
88,5
91
90,5
75
66,3
66
68,4
70,6
83,9
90,1
90,6
87,1
90,8
94,1
99,8
96,8
87
96,3
107,1
115,2
106,1
89,5
91,3
97,6
100,7
104,6
94,7
101,8
102,5
105,3
110,3
109,8
117,3
118,8
131,3
125,9
133,1
147
145,8
164,4
149,8
137,7
151,7
156,8
180
180,4
170,4
191,6
199,5
218,2
217,5
205
194
199,3
219,3
211,1
215,2
240,2
242,2
240,7
255,4
253
218,2
203,7
205,6
215,6
188,5
202,9
214
230,3
230
241
259,6
247,8
270,3

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=6539&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=6539&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6539&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)1
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])
-160.609079247012538
-150.623288797315905
-140.63553954969554
-130.649380390543117
-120.66073106796553
-110.672981021648505
-100.690453820069166
-90.710371917195744
-80.721889024286435
-70.731046548752879
-60.736287623620491
-50.744455218503655
-40.752630460625661
-30.75975344869205
-20.767274965579046
-10.775012099893126
00.790868535792846
10.747440915165698
20.709276027163869
30.666915624105399
40.63100618802491
50.590669739261696
60.54615743849606
70.51224337998907
80.483167844779331
90.461930551459524
100.432617216368753
110.402772189037007
120.369896185342652
130.330112578320472
140.280473921601687
150.230507029349030
160.185673531407348

\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) & 1 \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 & 0.609079247012538 \tabularnewline
-15 & 0.623288797315905 \tabularnewline
-14 & 0.63553954969554 \tabularnewline
-13 & 0.649380390543117 \tabularnewline
-12 & 0.66073106796553 \tabularnewline
-11 & 0.672981021648505 \tabularnewline
-10 & 0.690453820069166 \tabularnewline
-9 & 0.710371917195744 \tabularnewline
-8 & 0.721889024286435 \tabularnewline
-7 & 0.731046548752879 \tabularnewline
-6 & 0.736287623620491 \tabularnewline
-5 & 0.744455218503655 \tabularnewline
-4 & 0.752630460625661 \tabularnewline
-3 & 0.75975344869205 \tabularnewline
-2 & 0.767274965579046 \tabularnewline
-1 & 0.775012099893126 \tabularnewline
0 & 0.790868535792846 \tabularnewline
1 & 0.747440915165698 \tabularnewline
2 & 0.709276027163869 \tabularnewline
3 & 0.666915624105399 \tabularnewline
4 & 0.63100618802491 \tabularnewline
5 & 0.590669739261696 \tabularnewline
6 & 0.54615743849606 \tabularnewline
7 & 0.51224337998907 \tabularnewline
8 & 0.483167844779331 \tabularnewline
9 & 0.461930551459524 \tabularnewline
10 & 0.432617216368753 \tabularnewline
11 & 0.402772189037007 \tabularnewline
12 & 0.369896185342652 \tabularnewline
13 & 0.330112578320472 \tabularnewline
14 & 0.280473921601687 \tabularnewline
15 & 0.230507029349030 \tabularnewline
16 & 0.185673531407348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6539&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]1[/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]0.609079247012538[/C][/ROW]
[ROW][C]-15[/C][C]0.623288797315905[/C][/ROW]
[ROW][C]-14[/C][C]0.63553954969554[/C][/ROW]
[ROW][C]-13[/C][C]0.649380390543117[/C][/ROW]
[ROW][C]-12[/C][C]0.66073106796553[/C][/ROW]
[ROW][C]-11[/C][C]0.672981021648505[/C][/ROW]
[ROW][C]-10[/C][C]0.690453820069166[/C][/ROW]
[ROW][C]-9[/C][C]0.710371917195744[/C][/ROW]
[ROW][C]-8[/C][C]0.721889024286435[/C][/ROW]
[ROW][C]-7[/C][C]0.731046548752879[/C][/ROW]
[ROW][C]-6[/C][C]0.736287623620491[/C][/ROW]
[ROW][C]-5[/C][C]0.744455218503655[/C][/ROW]
[ROW][C]-4[/C][C]0.752630460625661[/C][/ROW]
[ROW][C]-3[/C][C]0.75975344869205[/C][/ROW]
[ROW][C]-2[/C][C]0.767274965579046[/C][/ROW]
[ROW][C]-1[/C][C]0.775012099893126[/C][/ROW]
[ROW][C]0[/C][C]0.790868535792846[/C][/ROW]
[ROW][C]1[/C][C]0.747440915165698[/C][/ROW]
[ROW][C]2[/C][C]0.709276027163869[/C][/ROW]
[ROW][C]3[/C][C]0.666915624105399[/C][/ROW]
[ROW][C]4[/C][C]0.63100618802491[/C][/ROW]
[ROW][C]5[/C][C]0.590669739261696[/C][/ROW]
[ROW][C]6[/C][C]0.54615743849606[/C][/ROW]
[ROW][C]7[/C][C]0.51224337998907[/C][/ROW]
[ROW][C]8[/C][C]0.483167844779331[/C][/ROW]
[ROW][C]9[/C][C]0.461930551459524[/C][/ROW]
[ROW][C]10[/C][C]0.432617216368753[/C][/ROW]
[ROW][C]11[/C][C]0.402772189037007[/C][/ROW]
[ROW][C]12[/C][C]0.369896185342652[/C][/ROW]
[ROW][C]13[/C][C]0.330112578320472[/C][/ROW]
[ROW][C]14[/C][C]0.280473921601687[/C][/ROW]
[ROW][C]15[/C][C]0.230507029349030[/C][/ROW]
[ROW][C]16[/C][C]0.185673531407348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6539&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6539&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)1
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])
-160.609079247012538
-150.623288797315905
-140.63553954969554
-130.649380390543117
-120.66073106796553
-110.672981021648505
-100.690453820069166
-90.710371917195744
-80.721889024286435
-70.731046548752879
-60.736287623620491
-50.744455218503655
-40.752630460625661
-30.75975344869205
-20.767274965579046
-10.775012099893126
00.790868535792846
10.747440915165698
20.709276027163869
30.666915624105399
40.63100618802491
50.590669739261696
60.54615743849606
70.51224337998907
80.483167844779331
90.461930551459524
100.432617216368753
110.402772189037007
120.369896185342652
130.330112578320472
140.280473921601687
150.230507029349030
160.185673531407348


Figures (Output of Computation)

Input Parameters & R Code

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