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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 13:42:18 -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/t1196109204wr2y364hfd422bi.htm/, Retrieved Thu, 02 May 2024 16:18:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6697, Retrieved Thu, 02 May 2024 16:18:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsseizoenaliteit verwijderen
Estimated Impact184

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 - Q6 -...] [2007-11-26 20:42:18] [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 time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6697&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]0 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=6697&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6697&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 time0 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)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 series1
krho(Y[t],X[t+k])
-10-0.156555021316017
-9-0.0900494773771192
-80.0533986119217429
-70.202672004339341
-60.399761426523225
-50.573549636232167
-40.699521816174823
-30.749765055573917
-20.782532385616804
-10.764085592407475
00.733988192960675
10.64223966884059
20.556316447839242
30.434227803309076
40.30048855254144
50.183011606313606
60.0992728739817839
70.025971143071029
8-0.0427188895373939
9-0.0893213144872783
10-0.141749042555898

\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) & 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 & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-10 & -0.156555021316017 \tabularnewline
-9 & -0.0900494773771192 \tabularnewline
-8 & 0.0533986119217429 \tabularnewline
-7 & 0.202672004339341 \tabularnewline
-6 & 0.399761426523225 \tabularnewline
-5 & 0.573549636232167 \tabularnewline
-4 & 0.699521816174823 \tabularnewline
-3 & 0.749765055573917 \tabularnewline
-2 & 0.782532385616804 \tabularnewline
-1 & 0.764085592407475 \tabularnewline
0 & 0.733988192960675 \tabularnewline
1 & 0.64223966884059 \tabularnewline
2 & 0.556316447839242 \tabularnewline
3 & 0.434227803309076 \tabularnewline
4 & 0.30048855254144 \tabularnewline
5 & 0.183011606313606 \tabularnewline
6 & 0.0992728739817839 \tabularnewline
7 & 0.025971143071029 \tabularnewline
8 & -0.0427188895373939 \tabularnewline
9 & -0.0893213144872783 \tabularnewline
10 & -0.141749042555898 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6697&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]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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-10[/C][C]-0.156555021316017[/C][/ROW]
[ROW][C]-9[/C][C]-0.0900494773771192[/C][/ROW]
[ROW][C]-8[/C][C]0.0533986119217429[/C][/ROW]
[ROW][C]-7[/C][C]0.202672004339341[/C][/ROW]
[ROW][C]-6[/C][C]0.399761426523225[/C][/ROW]
[ROW][C]-5[/C][C]0.573549636232167[/C][/ROW]
[ROW][C]-4[/C][C]0.699521816174823[/C][/ROW]
[ROW][C]-3[/C][C]0.749765055573917[/C][/ROW]
[ROW][C]-2[/C][C]0.782532385616804[/C][/ROW]
[ROW][C]-1[/C][C]0.764085592407475[/C][/ROW]
[ROW][C]0[/C][C]0.733988192960675[/C][/ROW]
[ROW][C]1[/C][C]0.64223966884059[/C][/ROW]
[ROW][C]2[/C][C]0.556316447839242[/C][/ROW]
[ROW][C]3[/C][C]0.434227803309076[/C][/ROW]
[ROW][C]4[/C][C]0.30048855254144[/C][/ROW]
[ROW][C]5[/C][C]0.183011606313606[/C][/ROW]
[ROW][C]6[/C][C]0.0992728739817839[/C][/ROW]
[ROW][C]7[/C][C]0.025971143071029[/C][/ROW]
[ROW][C]8[/C][C]-0.0427188895373939[/C][/ROW]
[ROW][C]9[/C][C]-0.0893213144872783[/C][/ROW]
[ROW][C]10[/C][C]-0.141749042555898[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6697&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6697&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)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 series1
krho(Y[t],X[t+k])
-10-0.156555021316017
-9-0.0900494773771192
-80.0533986119217429
-70.202672004339341
-60.399761426523225
-50.573549636232167
-40.699521816174823
-30.749765055573917
-20.782532385616804
-10.764085592407475
00.733988192960675
10.64223966884059
20.556316447839242
30.434227803309076
40.30048855254144
50.183011606313606
60.0992728739817839
70.025971143071029
8-0.0427188895373939
9-0.0893213144872783
10-0.141749042555898


Figures (Output of Computation)

Input Parameters & R Code

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