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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 computationMon, 26 Nov 2007 11:23:58 -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/26/t1196100991lvcevlb79cm3cte.htm/, Retrieved Thu, 02 May 2024 17:47:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6612, Retrieved Thu, 02 May 2024 17:47:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact191

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] [Opdracht 4 Questi...] [2007-11-26 18:23:58] [cb172450b25aceeff04d58e88e905157] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
Dataseries Y:
Download CSV
Histogram 
2,9
2,6
2,7
1,8
1,3
0,9
1,3
1,3
1,3
1,3
1,1
1,4
1,2
1,7
1,8
1,5
1
1,6
1,5
1,8
1,8
1,6
1,9
1,7
1,6
1,3
1,1
1,9
2,6
2,3
2,4
2,2
2
2,9
2,6
2,3
2,3
2,6
3,1
2,8
2,5
2,9
3,1
3,1
3,2
2,5
2,6
2,9
2,6
2,4
1,7
2
2,2
1,9
1,6
1,6
1,2
1,2
1,5
1,6

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=6612&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=6612&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6612&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)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])
-140.165787475707224
-130.202272092338571
-120.2621089289562
-110.323487216108436
-100.386007423417741
-90.423620736978534
-80.437619255033057
-70.457674955856226
-60.474103714245027
-50.525676978113102
-40.548576617391970
-30.530756271714982
-20.480393562852129
-10.447576188015532
00.408947204637615
10.392281372667817
20.362635053751269
30.345461072034156
40.348464791156994
50.350412541102325
60.342436258714868
70.314533516812342
80.280825777982308
90.261053432036823
100.239919093645933
110.222260575087979
120.193266916906365
130.137619954413439
140.0740239430851884

\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 & 0.165787475707224 \tabularnewline
-13 & 0.202272092338571 \tabularnewline
-12 & 0.2621089289562 \tabularnewline
-11 & 0.323487216108436 \tabularnewline
-10 & 0.386007423417741 \tabularnewline
-9 & 0.423620736978534 \tabularnewline
-8 & 0.437619255033057 \tabularnewline
-7 & 0.457674955856226 \tabularnewline
-6 & 0.474103714245027 \tabularnewline
-5 & 0.525676978113102 \tabularnewline
-4 & 0.548576617391970 \tabularnewline
-3 & 0.530756271714982 \tabularnewline
-2 & 0.480393562852129 \tabularnewline
-1 & 0.447576188015532 \tabularnewline
0 & 0.408947204637615 \tabularnewline
1 & 0.392281372667817 \tabularnewline
2 & 0.362635053751269 \tabularnewline
3 & 0.345461072034156 \tabularnewline
4 & 0.348464791156994 \tabularnewline
5 & 0.350412541102325 \tabularnewline
6 & 0.342436258714868 \tabularnewline
7 & 0.314533516812342 \tabularnewline
8 & 0.280825777982308 \tabularnewline
9 & 0.261053432036823 \tabularnewline
10 & 0.239919093645933 \tabularnewline
11 & 0.222260575087979 \tabularnewline
12 & 0.193266916906365 \tabularnewline
13 & 0.137619954413439 \tabularnewline
14 & 0.0740239430851884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6612&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]0.165787475707224[/C][/ROW]
[ROW][C]-13[/C][C]0.202272092338571[/C][/ROW]
[ROW][C]-12[/C][C]0.2621089289562[/C][/ROW]
[ROW][C]-11[/C][C]0.323487216108436[/C][/ROW]
[ROW][C]-10[/C][C]0.386007423417741[/C][/ROW]
[ROW][C]-9[/C][C]0.423620736978534[/C][/ROW]
[ROW][C]-8[/C][C]0.437619255033057[/C][/ROW]
[ROW][C]-7[/C][C]0.457674955856226[/C][/ROW]
[ROW][C]-6[/C][C]0.474103714245027[/C][/ROW]
[ROW][C]-5[/C][C]0.525676978113102[/C][/ROW]
[ROW][C]-4[/C][C]0.548576617391970[/C][/ROW]
[ROW][C]-3[/C][C]0.530756271714982[/C][/ROW]
[ROW][C]-2[/C][C]0.480393562852129[/C][/ROW]
[ROW][C]-1[/C][C]0.447576188015532[/C][/ROW]
[ROW][C]0[/C][C]0.408947204637615[/C][/ROW]
[ROW][C]1[/C][C]0.392281372667817[/C][/ROW]
[ROW][C]2[/C][C]0.362635053751269[/C][/ROW]
[ROW][C]3[/C][C]0.345461072034156[/C][/ROW]
[ROW][C]4[/C][C]0.348464791156994[/C][/ROW]
[ROW][C]5[/C][C]0.350412541102325[/C][/ROW]
[ROW][C]6[/C][C]0.342436258714868[/C][/ROW]
[ROW][C]7[/C][C]0.314533516812342[/C][/ROW]
[ROW][C]8[/C][C]0.280825777982308[/C][/ROW]
[ROW][C]9[/C][C]0.261053432036823[/C][/ROW]
[ROW][C]10[/C][C]0.239919093645933[/C][/ROW]
[ROW][C]11[/C][C]0.222260575087979[/C][/ROW]
[ROW][C]12[/C][C]0.193266916906365[/C][/ROW]
[ROW][C]13[/C][C]0.137619954413439[/C][/ROW]
[ROW][C]14[/C][C]0.0740239430851884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6612&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6612&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])
-140.165787475707224
-130.202272092338571
-120.2621089289562
-110.323487216108436
-100.386007423417741
-90.423620736978534
-80.437619255033057
-70.457674955856226
-60.474103714245027
-50.525676978113102
-40.548576617391970
-30.530756271714982
-20.480393562852129
-10.447576188015532
00.408947204637615
10.392281372667817
20.362635053751269
30.345461072034156
40.348464791156994
50.350412541102325
60.342436258714868
70.314533516812342
80.280825777982308
90.261053432036823
100.239919093645933
110.222260575087979
120.193266916906365
130.137619954413439
140.0740239430851884


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')