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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 13:39:30 -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/t1196109002cvphalt1953rilg.htm/, Retrieved Thu, 02 May 2024 15:50:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6693, Retrieved Thu, 02 May 2024 15:50:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsQ6
Estimated Impact200

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] [ws9] [2007-11-26 20:39:30] [3cbd35878d9bd3c68c81c01c5c6ec146] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,7
110,2
125,9
100,1
106,4
114,8
81,3
87
104,2
108
105
94,5
92
95,9
108,8
103,4
102,1
110,1
83,2
82,7
106,8
113,7
102,5
96,6
92,1
95,6
102,3
98,6
98,2
104,5
84
73,8
103,9
106
97,2
102,6
89
93,8
116,7
106,8
98,5
118,7
90
91,9
113,3
113,1
104,1
108,7
96,7
101
116,9
105,8
99
129,4
83
88,9
115,9
104,2
113,4
112,2
100,8
107,3
126,6
102,9
117,9
128,8
87,5
93,8
122,7
126,2
124,6
116,7
115,2
111,1
129,9
113,3
118,5
133,5
102,1
102,4
Dataseries Y:
Download CSV
Histogram 
93,5
94,7
112,9
99,2
105,6
113
83,1
81,1
96,9
104,3
97,7
102,6
89,9
96
112,7
107,1
106,2
121
101,2
83,2
105,1
113,3
99,1
100,3
93,5
98,8
106,2
98,3
102,1
117,1
101,5
80,5
105,9
109,5
97,2
114,5
93,5
100,9
121,1
116,5
109,3
118,1
108,3
105,4
116,2
111,2
105,8
122,7
99,5
107,9
124,6
115
110,3
132,7
99,7
96,5
118,7
112,9
130,5
137,9
115
116,8
140,9
120,7
134,2
147,3
112,4
107,1
128,4
137,7
135
151
137,4
132,4
161,3
139,8
146
154,6
142,1
120,5

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=6693&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=6693&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6693&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 series1
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 series1
krho(Y[t],X[t+k])
-15-0.144402563225584
-140.123299990081156
-130.258757691316193
-12-0.317156760952339
-11-0.0924465127767484
-100.228640982633070
-9-0.162984054736572
-80.0864668909445407
-70.250571890130261
-6-0.221256874559515
-50.00179089001209342
-40.211933999567216
-3-0.191712687521357
-20.162701247372426
-10.423849796511788
0-0.431666686934889
1-0.164637907013714
20.204360000525279
3-0.214067042997035
40.0102623460651872
50.230461207870607
6-0.267709703564063
7-0.100620444690124
80.158134981811050
9-0.2253493053226
100.0863108624353394
110.307898835032559
12-0.278444762262293
13-0.124786916779636
140.154323999785919
15-0.170882188083981

\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 & 1 \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 & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-15 & -0.144402563225584 \tabularnewline
-14 & 0.123299990081156 \tabularnewline
-13 & 0.258757691316193 \tabularnewline
-12 & -0.317156760952339 \tabularnewline
-11 & -0.0924465127767484 \tabularnewline
-10 & 0.228640982633070 \tabularnewline
-9 & -0.162984054736572 \tabularnewline
-8 & 0.0864668909445407 \tabularnewline
-7 & 0.250571890130261 \tabularnewline
-6 & -0.221256874559515 \tabularnewline
-5 & 0.00179089001209342 \tabularnewline
-4 & 0.211933999567216 \tabularnewline
-3 & -0.191712687521357 \tabularnewline
-2 & 0.162701247372426 \tabularnewline
-1 & 0.423849796511788 \tabularnewline
0 & -0.431666686934889 \tabularnewline
1 & -0.164637907013714 \tabularnewline
2 & 0.204360000525279 \tabularnewline
3 & -0.214067042997035 \tabularnewline
4 & 0.0102623460651872 \tabularnewline
5 & 0.230461207870607 \tabularnewline
6 & -0.267709703564063 \tabularnewline
7 & -0.100620444690124 \tabularnewline
8 & 0.158134981811050 \tabularnewline
9 & -0.2253493053226 \tabularnewline
10 & 0.0863108624353394 \tabularnewline
11 & 0.307898835032559 \tabularnewline
12 & -0.278444762262293 \tabularnewline
13 & -0.124786916779636 \tabularnewline
14 & 0.154323999785919 \tabularnewline
15 & -0.170882188083981 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6693&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]1[/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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-15[/C][C]-0.144402563225584[/C][/ROW]
[ROW][C]-14[/C][C]0.123299990081156[/C][/ROW]
[ROW][C]-13[/C][C]0.258757691316193[/C][/ROW]
[ROW][C]-12[/C][C]-0.317156760952339[/C][/ROW]
[ROW][C]-11[/C][C]-0.0924465127767484[/C][/ROW]
[ROW][C]-10[/C][C]0.228640982633070[/C][/ROW]
[ROW][C]-9[/C][C]-0.162984054736572[/C][/ROW]
[ROW][C]-8[/C][C]0.0864668909445407[/C][/ROW]
[ROW][C]-7[/C][C]0.250571890130261[/C][/ROW]
[ROW][C]-6[/C][C]-0.221256874559515[/C][/ROW]
[ROW][C]-5[/C][C]0.00179089001209342[/C][/ROW]
[ROW][C]-4[/C][C]0.211933999567216[/C][/ROW]
[ROW][C]-3[/C][C]-0.191712687521357[/C][/ROW]
[ROW][C]-2[/C][C]0.162701247372426[/C][/ROW]
[ROW][C]-1[/C][C]0.423849796511788[/C][/ROW]
[ROW][C]0[/C][C]-0.431666686934889[/C][/ROW]
[ROW][C]1[/C][C]-0.164637907013714[/C][/ROW]
[ROW][C]2[/C][C]0.204360000525279[/C][/ROW]
[ROW][C]3[/C][C]-0.214067042997035[/C][/ROW]
[ROW][C]4[/C][C]0.0102623460651872[/C][/ROW]
[ROW][C]5[/C][C]0.230461207870607[/C][/ROW]
[ROW][C]6[/C][C]-0.267709703564063[/C][/ROW]
[ROW][C]7[/C][C]-0.100620444690124[/C][/ROW]
[ROW][C]8[/C][C]0.158134981811050[/C][/ROW]
[ROW][C]9[/C][C]-0.2253493053226[/C][/ROW]
[ROW][C]10[/C][C]0.0863108624353394[/C][/ROW]
[ROW][C]11[/C][C]0.307898835032559[/C][/ROW]
[ROW][C]12[/C][C]-0.278444762262293[/C][/ROW]
[ROW][C]13[/C][C]-0.124786916779636[/C][/ROW]
[ROW][C]14[/C][C]0.154323999785919[/C][/ROW]
[ROW][C]15[/C][C]-0.170882188083981[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6693&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6693&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 series1
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 series1
krho(Y[t],X[t+k])
-15-0.144402563225584
-140.123299990081156
-130.258757691316193
-12-0.317156760952339
-11-0.0924465127767484
-100.228640982633070
-9-0.162984054736572
-80.0864668909445407
-70.250571890130261
-6-0.221256874559515
-50.00179089001209342
-40.211933999567216
-3-0.191712687521357
-20.162701247372426
-10.423849796511788
0-0.431666686934889
1-0.164637907013714
20.204360000525279
3-0.214067042997035
40.0102623460651872
50.230461207870607
6-0.267709703564063
7-0.100620444690124
80.158134981811050
9-0.2253493053226
100.0863108624353394
110.307898835032559
12-0.278444762262293
13-0.124786916779636
140.154323999785919
15-0.170882188083981


Figures (Output of Computation)

Input Parameters & R Code

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