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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 computationTue, 27 Nov 2007 03:48:13 -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/27/t1196159970gietic692tzbzif.htm/, Retrieved Sun, 05 May 2024 20:18:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6843, Retrieved Sun, 05 May 2024 20:18:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact201

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] [Stat Opdr4 Q2.5] [2007-11-27 10:48:13] [67794d83edd3193bd9ea9816803ddb96] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3804
3491
4151
4254
4717
4866
4001
3758
4780
5016
4296
4467
3891
3872
3867
3973
4640
4538
3836
3770
4374
4497
3945
3862
3608
3301
3882
3605
4305
4216
3971
3988
4317
4484
4247
3520
3686
3403
3990
4053
4548
4559
3922
4209
4517
4386
3221
3127
3777
3322
3899
4033
4463
4819
4246
4255
4760
4581
4309
4016
3601
3257
3823
3940
4534
4575
3953
4206
4649
4353
3835
3944
Dataseries Y:
Download CSV
Histogram 
5329
4903
5826
6006
6552
6748
5633
5361
6631
7078
6100
6376
5571
5512
5461
5704
6420
6344
5624
5322
6098
6303
5581
5491
5108
4585
5545
5145
5888
5925
5715
5595
6160
6163
5906
5045
5130
4743
5438
5698
6333
6340
5635
5948
6199
6023
4540
4315
5161
4433
5199
5582
5936
6391
5647
5827
6101
5777
5511
5036
4468
4053
4821
5138
6102
6029
5365
5717
6150
5737
5268
5307

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=6843&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=6843&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6843&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 series1
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 series0
krho(Y[t],X[t+k])
-14-0.0316224983639939
-130.0276699543168879
-12-0.186313970706152
-11-0.0165366916760251
-10-0.0231864898435907
-9-0.0822087486531352
-8-0.0534200936200119
-7-0.119898660472849
-6-0.0125356522456016
-50.102470820713837
-4-0.0615199930743081
-30.0603938487793924
-2-0.0575390489976475
-1-0.243209250870457
00.226561319131703
10.116163659636027
20.0267196470312524
3-0.0771291481687817
40.0122249359568008
50.0406269742740719
60.0514313521754469
70.0167479014391794
80.0614815980210049
90.0393195202118798
100.00744327821679618
11-0.0337543764384481
12-0.0101910592339530
13-0.00241500484156638
140.0421354614055621

\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 & 1 \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 & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.0316224983639939 \tabularnewline
-13 & 0.0276699543168879 \tabularnewline
-12 & -0.186313970706152 \tabularnewline
-11 & -0.0165366916760251 \tabularnewline
-10 & -0.0231864898435907 \tabularnewline
-9 & -0.0822087486531352 \tabularnewline
-8 & -0.0534200936200119 \tabularnewline
-7 & -0.119898660472849 \tabularnewline
-6 & -0.0125356522456016 \tabularnewline
-5 & 0.102470820713837 \tabularnewline
-4 & -0.0615199930743081 \tabularnewline
-3 & 0.0603938487793924 \tabularnewline
-2 & -0.0575390489976475 \tabularnewline
-1 & -0.243209250870457 \tabularnewline
0 & 0.226561319131703 \tabularnewline
1 & 0.116163659636027 \tabularnewline
2 & 0.0267196470312524 \tabularnewline
3 & -0.0771291481687817 \tabularnewline
4 & 0.0122249359568008 \tabularnewline
5 & 0.0406269742740719 \tabularnewline
6 & 0.0514313521754469 \tabularnewline
7 & 0.0167479014391794 \tabularnewline
8 & 0.0614815980210049 \tabularnewline
9 & 0.0393195202118798 \tabularnewline
10 & 0.00744327821679618 \tabularnewline
11 & -0.0337543764384481 \tabularnewline
12 & -0.0101910592339530 \tabularnewline
13 & -0.00241500484156638 \tabularnewline
14 & 0.0421354614055621 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6843&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]1[/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]0[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-14[/C][C]-0.0316224983639939[/C][/ROW]
[ROW][C]-13[/C][C]0.0276699543168879[/C][/ROW]
[ROW][C]-12[/C][C]-0.186313970706152[/C][/ROW]
[ROW][C]-11[/C][C]-0.0165366916760251[/C][/ROW]
[ROW][C]-10[/C][C]-0.0231864898435907[/C][/ROW]
[ROW][C]-9[/C][C]-0.0822087486531352[/C][/ROW]
[ROW][C]-8[/C][C]-0.0534200936200119[/C][/ROW]
[ROW][C]-7[/C][C]-0.119898660472849[/C][/ROW]
[ROW][C]-6[/C][C]-0.0125356522456016[/C][/ROW]
[ROW][C]-5[/C][C]0.102470820713837[/C][/ROW]
[ROW][C]-4[/C][C]-0.0615199930743081[/C][/ROW]
[ROW][C]-3[/C][C]0.0603938487793924[/C][/ROW]
[ROW][C]-2[/C][C]-0.0575390489976475[/C][/ROW]
[ROW][C]-1[/C][C]-0.243209250870457[/C][/ROW]
[ROW][C]0[/C][C]0.226561319131703[/C][/ROW]
[ROW][C]1[/C][C]0.116163659636027[/C][/ROW]
[ROW][C]2[/C][C]0.0267196470312524[/C][/ROW]
[ROW][C]3[/C][C]-0.0771291481687817[/C][/ROW]
[ROW][C]4[/C][C]0.0122249359568008[/C][/ROW]
[ROW][C]5[/C][C]0.0406269742740719[/C][/ROW]
[ROW][C]6[/C][C]0.0514313521754469[/C][/ROW]
[ROW][C]7[/C][C]0.0167479014391794[/C][/ROW]
[ROW][C]8[/C][C]0.0614815980210049[/C][/ROW]
[ROW][C]9[/C][C]0.0393195202118798[/C][/ROW]
[ROW][C]10[/C][C]0.00744327821679618[/C][/ROW]
[ROW][C]11[/C][C]-0.0337543764384481[/C][/ROW]
[ROW][C]12[/C][C]-0.0101910592339530[/C][/ROW]
[ROW][C]13[/C][C]-0.00241500484156638[/C][/ROW]
[ROW][C]14[/C][C]0.0421354614055621[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6843&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6843&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 series1
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 series0
krho(Y[t],X[t+k])
-14-0.0316224983639939
-130.0276699543168879
-12-0.186313970706152
-11-0.0165366916760251
-10-0.0231864898435907
-9-0.0822087486531352
-8-0.0534200936200119
-7-0.119898660472849
-6-0.0125356522456016
-50.102470820713837
-4-0.0615199930743081
-30.0603938487793924
-2-0.0575390489976475
-1-0.243209250870457
00.226561319131703
10.116163659636027
20.0267196470312524
3-0.0771291481687817
40.0122249359568008
50.0406269742740719
60.0514313521754469
70.0167479014391794
80.0614815980210049
90.0393195202118798
100.00744327821679618
11-0.0337543764384481
12-0.0101910592339530
13-0.00241500484156638
140.0421354614055621


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
Parameters (R input):
par1 = 1 ; par2 = 1 ; par3 = 1 ; 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')