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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 13:35:13 -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/t1196108765znoperrrfnhw4f6.htm/, Retrieved Thu, 02 May 2024 21:17:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6689, Retrieved Thu, 02 May 2024 21:17:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact197

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] [workshop 8 - Q5 -...] [2007-11-26 20:35:13] [3463f71ebce131edf0c83e066f45702c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8.5
8.5
8.5
8.4
8.5
8.5
8.3
8.4
8.4
8.4
8.4
8.4
8.5
8.5
8.5
8.5
8.5
8.5
8.3
8.3
8.4
8.2
8.2
8.1
8.1
8
7.8
7.9
7.8
7.7
7.9
7.8
7.7
7.7
7.6
7.5
Dataseries Y:
Download CSV
Histogram 
8.8
8.8
8.7
8.7
8.7
8.8
8.8
8.7
8.7
8.6
8.5
8.4
8.3
8.3
8.4
8.4
8.3
8.2
8.1
8
7.9
7.9
7.8
7.8
7.7
7.7
7.6
7.5
7.4
7.2
7.1
7
7
6.9
6.9
6.9

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=6689&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=6689&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6689&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])
-12-0.109989444429889
-11-0.0491564380953627
-100.0270283841863912
-90.131160402581552
-80.22131882292001
-70.321316187643598
-60.435287150423891
-50.510285173966582
-40.588231052441784
-30.671881221630543
-20.747262083476158
-10.836616543378477
00.924784204541733
10.87022974637515
20.811540634536995
30.741825779574647
40.687079902256602
50.611852175732157
60.536624449207711
70.478930716957157
80.418671968077016
90.361169654977923
100.302289123988306
110.248921464560786
120.190040933571169

\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
-12 & -0.109989444429889 \tabularnewline
-11 & -0.0491564380953627 \tabularnewline
-10 & 0.0270283841863912 \tabularnewline
-9 & 0.131160402581552 \tabularnewline
-8 & 0.22131882292001 \tabularnewline
-7 & 0.321316187643598 \tabularnewline
-6 & 0.435287150423891 \tabularnewline
-5 & 0.510285173966582 \tabularnewline
-4 & 0.588231052441784 \tabularnewline
-3 & 0.671881221630543 \tabularnewline
-2 & 0.747262083476158 \tabularnewline
-1 & 0.836616543378477 \tabularnewline
0 & 0.924784204541733 \tabularnewline
1 & 0.87022974637515 \tabularnewline
2 & 0.811540634536995 \tabularnewline
3 & 0.741825779574647 \tabularnewline
4 & 0.687079902256602 \tabularnewline
5 & 0.611852175732157 \tabularnewline
6 & 0.536624449207711 \tabularnewline
7 & 0.478930716957157 \tabularnewline
8 & 0.418671968077016 \tabularnewline
9 & 0.361169654977923 \tabularnewline
10 & 0.302289123988306 \tabularnewline
11 & 0.248921464560786 \tabularnewline
12 & 0.190040933571169 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6689&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]-12[/C][C]-0.109989444429889[/C][/ROW]
[ROW][C]-11[/C][C]-0.0491564380953627[/C][/ROW]
[ROW][C]-10[/C][C]0.0270283841863912[/C][/ROW]
[ROW][C]-9[/C][C]0.131160402581552[/C][/ROW]
[ROW][C]-8[/C][C]0.22131882292001[/C][/ROW]
[ROW][C]-7[/C][C]0.321316187643598[/C][/ROW]
[ROW][C]-6[/C][C]0.435287150423891[/C][/ROW]
[ROW][C]-5[/C][C]0.510285173966582[/C][/ROW]
[ROW][C]-4[/C][C]0.588231052441784[/C][/ROW]
[ROW][C]-3[/C][C]0.671881221630543[/C][/ROW]
[ROW][C]-2[/C][C]0.747262083476158[/C][/ROW]
[ROW][C]-1[/C][C]0.836616543378477[/C][/ROW]
[ROW][C]0[/C][C]0.924784204541733[/C][/ROW]
[ROW][C]1[/C][C]0.87022974637515[/C][/ROW]
[ROW][C]2[/C][C]0.811540634536995[/C][/ROW]
[ROW][C]3[/C][C]0.741825779574647[/C][/ROW]
[ROW][C]4[/C][C]0.687079902256602[/C][/ROW]
[ROW][C]5[/C][C]0.611852175732157[/C][/ROW]
[ROW][C]6[/C][C]0.536624449207711[/C][/ROW]
[ROW][C]7[/C][C]0.478930716957157[/C][/ROW]
[ROW][C]8[/C][C]0.418671968077016[/C][/ROW]
[ROW][C]9[/C][C]0.361169654977923[/C][/ROW]
[ROW][C]10[/C][C]0.302289123988306[/C][/ROW]
[ROW][C]11[/C][C]0.248921464560786[/C][/ROW]
[ROW][C]12[/C][C]0.190040933571169[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6689&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6689&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])
-12-0.109989444429889
-11-0.0491564380953627
-100.0270283841863912
-90.131160402581552
-80.22131882292001
-70.321316187643598
-60.435287150423891
-50.510285173966582
-40.588231052441784
-30.671881221630543
-20.747262083476158
-10.836616543378477
00.924784204541733
10.87022974637515
20.811540634536995
30.741825779574647
40.687079902256602
50.611852175732157
60.536624449207711
70.478930716957157
80.418671968077016
90.361169654977923
100.302289123988306
110.248921464560786
120.190040933571169


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')