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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 14:18:48 -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/t119602497250gql6sb3htjbrv.htm/, Retrieved Sat, 04 May 2024 10:01:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6558, Retrieved Sat, 04 May 2024 10:01:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact225

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] [WS 9 cross zonder] [2007-11-25 21:18:48] [d66dce91cbb8b108f7114f1eb0c2faa2] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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 
2529
2196
3202
2718
2728
2354
2697
2651
2067
2641
2539
2294
2712
2314
3092
2677
2813
2668
2939
2617
2231
2481
2421
2408
2560
2100
3315
2801
2403
3024
2507
2980
2211
2471
2594
2452
2232
2373
3127
2802
2641
2787
2619
2806
2193
2323
2529
2412
2262
2154
3230
2295
2715
2733
2317
2730
1913
2390
2484
1960

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6558&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6558&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6558&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






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])
-14-0.342556664938445
-13-0.288459974087982
-12-0.285226199488210
-11-0.179625290694442
-10-0.125484687598799
-9-0.085836188652762
-80.137787532153065
-70.0707163636610737
-60.0372274028742668
-5-0.0431079758068501
-4-0.117843261994764
-3-0.136185825429610
-2-0.312404344414922
-1-0.226455978095563
0-0.180770094222519
1-0.107052173000289
2-0.0275877253294922
30.0280933683505044
40.216166565985094
50.140480680710933
60.0964505520494997
70.000181141367180606
8-0.0456005330523313
9-0.0356896630669736
10-0.124329852711346
11-0.0893078268518646
12-0.058152449223357
130.00222533121994599
140.0492069361649364

\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
-14 & -0.342556664938445 \tabularnewline
-13 & -0.288459974087982 \tabularnewline
-12 & -0.285226199488210 \tabularnewline
-11 & -0.179625290694442 \tabularnewline
-10 & -0.125484687598799 \tabularnewline
-9 & -0.085836188652762 \tabularnewline
-8 & 0.137787532153065 \tabularnewline
-7 & 0.0707163636610737 \tabularnewline
-6 & 0.0372274028742668 \tabularnewline
-5 & -0.0431079758068501 \tabularnewline
-4 & -0.117843261994764 \tabularnewline
-3 & -0.136185825429610 \tabularnewline
-2 & -0.312404344414922 \tabularnewline
-1 & -0.226455978095563 \tabularnewline
0 & -0.180770094222519 \tabularnewline
1 & -0.107052173000289 \tabularnewline
2 & -0.0275877253294922 \tabularnewline
3 & 0.0280933683505044 \tabularnewline
4 & 0.216166565985094 \tabularnewline
5 & 0.140480680710933 \tabularnewline
6 & 0.0964505520494997 \tabularnewline
7 & 0.000181141367180606 \tabularnewline
8 & -0.0456005330523313 \tabularnewline
9 & -0.0356896630669736 \tabularnewline
10 & -0.124329852711346 \tabularnewline
11 & -0.0893078268518646 \tabularnewline
12 & -0.058152449223357 \tabularnewline
13 & 0.00222533121994599 \tabularnewline
14 & 0.0492069361649364 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6558&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]-14[/C][C]-0.342556664938445[/C][/ROW]
[ROW][C]-13[/C][C]-0.288459974087982[/C][/ROW]
[ROW][C]-12[/C][C]-0.285226199488210[/C][/ROW]
[ROW][C]-11[/C][C]-0.179625290694442[/C][/ROW]
[ROW][C]-10[/C][C]-0.125484687598799[/C][/ROW]
[ROW][C]-9[/C][C]-0.085836188652762[/C][/ROW]
[ROW][C]-8[/C][C]0.137787532153065[/C][/ROW]
[ROW][C]-7[/C][C]0.0707163636610737[/C][/ROW]
[ROW][C]-6[/C][C]0.0372274028742668[/C][/ROW]
[ROW][C]-5[/C][C]-0.0431079758068501[/C][/ROW]
[ROW][C]-4[/C][C]-0.117843261994764[/C][/ROW]
[ROW][C]-3[/C][C]-0.136185825429610[/C][/ROW]
[ROW][C]-2[/C][C]-0.312404344414922[/C][/ROW]
[ROW][C]-1[/C][C]-0.226455978095563[/C][/ROW]
[ROW][C]0[/C][C]-0.180770094222519[/C][/ROW]
[ROW][C]1[/C][C]-0.107052173000289[/C][/ROW]
[ROW][C]2[/C][C]-0.0275877253294922[/C][/ROW]
[ROW][C]3[/C][C]0.0280933683505044[/C][/ROW]
[ROW][C]4[/C][C]0.216166565985094[/C][/ROW]
[ROW][C]5[/C][C]0.140480680710933[/C][/ROW]
[ROW][C]6[/C][C]0.0964505520494997[/C][/ROW]
[ROW][C]7[/C][C]0.000181141367180606[/C][/ROW]
[ROW][C]8[/C][C]-0.0456005330523313[/C][/ROW]
[ROW][C]9[/C][C]-0.0356896630669736[/C][/ROW]
[ROW][C]10[/C][C]-0.124329852711346[/C][/ROW]
[ROW][C]11[/C][C]-0.0893078268518646[/C][/ROW]
[ROW][C]12[/C][C]-0.058152449223357[/C][/ROW]
[ROW][C]13[/C][C]0.00222533121994599[/C][/ROW]
[ROW][C]14[/C][C]0.0492069361649364[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6558&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6558&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])
-14-0.342556664938445
-13-0.288459974087982
-12-0.285226199488210
-11-0.179625290694442
-10-0.125484687598799
-9-0.085836188652762
-80.137787532153065
-70.0707163636610737
-60.0372274028742668
-5-0.0431079758068501
-4-0.117843261994764
-3-0.136185825429610
-2-0.312404344414922
-1-0.226455978095563
0-0.180770094222519
1-0.107052173000289
2-0.0275877253294922
30.0280933683505044
40.216166565985094
50.140480680710933
60.0964505520494997
70.000181141367180606
8-0.0456005330523313
9-0.0356896630669736
10-0.124329852711346
11-0.0893078268518646
12-0.058152449223357
130.00222533121994599
140.0492069361649364


Figures (Output of Computation)

Input Parameters & R Code

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