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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 13:12:45 -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/t119610738376ezset5cvpsd75.htm/, Retrieved Fri, 03 May 2024 03:08:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6672, Retrieved Fri, 03 May 2024 03:08:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact188

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] [relatie import ec...] [2007-11-26 20:12:45] [e1de87d26bd88c28cdef9ffadea7aeba] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
6,1
5,8
6,2
5,8
5,9
6,7
5,9
3,8
1,7
1,4
1,8
3
3,6
4,8
4,3
4,2
2,9
4,9
7,2
8,7
9,1
8,9
9
11,6
9,6
9,1
9,2
10,8
11
8,5
6,5
7,2
7,8
8,7
7,8
7,5
7,7
7,5
8,3
7,9
10,4
11,5
14
11,9
11,9
10,3
11,3
9,9
8,9
9,2
8,8
6,7
7,1
6,6
7,2
5,1
5,3
6,4
8,1
8
Dataseries Y:
Download CSV
Histogram 
10837,3
11624,1
10509
10984,9
10649,1
10855,7
11677,4
10760,2
10046,2
10772,8
9987,7
8638,7
11063,7
11855,7
10684,5
11337,4
10478
11123,9
12909,3
11339,9
10462,2
12733,5
10519,2
10414,9
12476,8
12384,6
12266,7
12919,9
11497,3
12142
13919,4
12656,8
12034,1
13199,7
10881,3
11301,2
13643,9
12517
13981,1
14275,7
13435
13565,7
16216,3
12970
14079,9
14235
12213,4
12581
14130,4
14210,8
14378,5
13142,8
13714,7
13621,9
15379,8
14441,8
15354,8
15537,8
14552,7
14587,9

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=6672&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=6672&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6672&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])
-140.451639176144833
-130.48297890449865
-120.486246024395404
-110.469354991710307
-100.483291591416573
-90.464457979960865
-80.489031964027437
-70.490105758292446
-60.447281428792358
-50.413549984074058
-40.430965031316067
-30.425846005863004
-20.44071596904942
-10.435459707454297
00.468798164539482
10.443540191616657
20.458114980985264
30.38580786125907
40.388243622713305
50.350724933616581
60.281444168244365
70.209181345081264
80.159783092673745
90.0899196418412456
100.0524645848132857
11-0.0277728615500012
12-0.0934763037948454
13-0.123202554364454
14-0.120403652989296

\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 & 0.451639176144833 \tabularnewline
-13 & 0.48297890449865 \tabularnewline
-12 & 0.486246024395404 \tabularnewline
-11 & 0.469354991710307 \tabularnewline
-10 & 0.483291591416573 \tabularnewline
-9 & 0.464457979960865 \tabularnewline
-8 & 0.489031964027437 \tabularnewline
-7 & 0.490105758292446 \tabularnewline
-6 & 0.447281428792358 \tabularnewline
-5 & 0.413549984074058 \tabularnewline
-4 & 0.430965031316067 \tabularnewline
-3 & 0.425846005863004 \tabularnewline
-2 & 0.44071596904942 \tabularnewline
-1 & 0.435459707454297 \tabularnewline
0 & 0.468798164539482 \tabularnewline
1 & 0.443540191616657 \tabularnewline
2 & 0.458114980985264 \tabularnewline
3 & 0.38580786125907 \tabularnewline
4 & 0.388243622713305 \tabularnewline
5 & 0.350724933616581 \tabularnewline
6 & 0.281444168244365 \tabularnewline
7 & 0.209181345081264 \tabularnewline
8 & 0.159783092673745 \tabularnewline
9 & 0.0899196418412456 \tabularnewline
10 & 0.0524645848132857 \tabularnewline
11 & -0.0277728615500012 \tabularnewline
12 & -0.0934763037948454 \tabularnewline
13 & -0.123202554364454 \tabularnewline
14 & -0.120403652989296 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6672&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]0.451639176144833[/C][/ROW]
[ROW][C]-13[/C][C]0.48297890449865[/C][/ROW]
[ROW][C]-12[/C][C]0.486246024395404[/C][/ROW]
[ROW][C]-11[/C][C]0.469354991710307[/C][/ROW]
[ROW][C]-10[/C][C]0.483291591416573[/C][/ROW]
[ROW][C]-9[/C][C]0.464457979960865[/C][/ROW]
[ROW][C]-8[/C][C]0.489031964027437[/C][/ROW]
[ROW][C]-7[/C][C]0.490105758292446[/C][/ROW]
[ROW][C]-6[/C][C]0.447281428792358[/C][/ROW]
[ROW][C]-5[/C][C]0.413549984074058[/C][/ROW]
[ROW][C]-4[/C][C]0.430965031316067[/C][/ROW]
[ROW][C]-3[/C][C]0.425846005863004[/C][/ROW]
[ROW][C]-2[/C][C]0.44071596904942[/C][/ROW]
[ROW][C]-1[/C][C]0.435459707454297[/C][/ROW]
[ROW][C]0[/C][C]0.468798164539482[/C][/ROW]
[ROW][C]1[/C][C]0.443540191616657[/C][/ROW]
[ROW][C]2[/C][C]0.458114980985264[/C][/ROW]
[ROW][C]3[/C][C]0.38580786125907[/C][/ROW]
[ROW][C]4[/C][C]0.388243622713305[/C][/ROW]
[ROW][C]5[/C][C]0.350724933616581[/C][/ROW]
[ROW][C]6[/C][C]0.281444168244365[/C][/ROW]
[ROW][C]7[/C][C]0.209181345081264[/C][/ROW]
[ROW][C]8[/C][C]0.159783092673745[/C][/ROW]
[ROW][C]9[/C][C]0.0899196418412456[/C][/ROW]
[ROW][C]10[/C][C]0.0524645848132857[/C][/ROW]
[ROW][C]11[/C][C]-0.0277728615500012[/C][/ROW]
[ROW][C]12[/C][C]-0.0934763037948454[/C][/ROW]
[ROW][C]13[/C][C]-0.123202554364454[/C][/ROW]
[ROW][C]14[/C][C]-0.120403652989296[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6672&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6672&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])
-140.451639176144833
-130.48297890449865
-120.486246024395404
-110.469354991710307
-100.483291591416573
-90.464457979960865
-80.489031964027437
-70.490105758292446
-60.447281428792358
-50.413549984074058
-40.430965031316067
-30.425846005863004
-20.44071596904942
-10.435459707454297
00.468798164539482
10.443540191616657
20.458114980985264
30.38580786125907
40.388243622713305
50.350724933616581
60.281444168244365
70.209181345081264
80.159783092673745
90.0899196418412456
100.0524645848132857
11-0.0277728615500012
12-0.0934763037948454
13-0.123202554364454
14-0.120403652989296


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')