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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 computationWed, 28 Nov 2007 01:21:25 -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/28/t1196237599nkemouirvxz2qr2.htm/, Retrieved Thu, 02 May 2024 07:13:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6972, Retrieved Thu, 02 May 2024 07:13:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact230

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] [cross correlation...] [2007-11-28 08:21:25] [372f82c86cdcc50abc807b137b6a3bca] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3
13
7
4
7
2
-1
-3
-3
-11
-5
-4
-4
7
1
-7
-5
-8
-8
-8
-6
-9
-8
-5
-10
-1
-10
-14
-15
-10
-11
-11
-11
-16
-17
-12
-13
-4
-5
-2
6
0
-1
10
3
6
9
-1
-2
1
11
5
2
-2
-4
-5
-3
-5
-9
-7
4
13
5
2
1
-3
4
7
4
8
13
10
Dataseries Y:
Download CSV
Histogram 
6,3
6,2
6
6,3
6,2
6,1
6,2
6,6
6,6
7,8
7,4
7,4
7,5
7,4
7,4
7
6,9
6,9
7,6
7,7
7,6
8,2
8
8,1
8,3
8,2
8,1
7,7
7,6
7,7
8,2
8,4
8,4
8,6
8,4
8,5
8,7
8,7
8,6
7,4
7,3
7,4
9
9,2
9,2
8,5
8,3
8,3
8,6
8,6
8,5
8,1
8,1
8
8,6
8,7
8,7
8,6
8,4
8,4
8,7
8,7
8,5
8,3
8,3
8,3
8,1
8,2
8,1
8,1
7,9
7,7

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6972&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6972&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6972&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






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 series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-14-0.06283464418756
-130.0626343706673675
-120.325873163902133
-110.0171257315221986
-10-0.032007317058672
-9-0.346098624322448
-80.000640875264616302
-70.065815652386319
-6-0.0160619363194461
-50.0154102354591433
-40.0173739985165998
-30.302414098050385
-2-0.00597139858044477
-10.0671872553597459
0-0.54420233428636
10.0325052944602318
20.0104860328347326
30.242801151139004
40.0206101299203602
5-0.0156310776111400
6-0.124514919021794
70.0442698301454911
80.0615525328051385
90.112133324382428
100.0155978791177022
110.0224696064060403
12-0.270831144342608
13-0.00941213374267303
14-0.0126746074292693

\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 & 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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.06283464418756 \tabularnewline
-13 & 0.0626343706673675 \tabularnewline
-12 & 0.325873163902133 \tabularnewline
-11 & 0.0171257315221986 \tabularnewline
-10 & -0.032007317058672 \tabularnewline
-9 & -0.346098624322448 \tabularnewline
-8 & 0.000640875264616302 \tabularnewline
-7 & 0.065815652386319 \tabularnewline
-6 & -0.0160619363194461 \tabularnewline
-5 & 0.0154102354591433 \tabularnewline
-4 & 0.0173739985165998 \tabularnewline
-3 & 0.302414098050385 \tabularnewline
-2 & -0.00597139858044477 \tabularnewline
-1 & 0.0671872553597459 \tabularnewline
0 & -0.54420233428636 \tabularnewline
1 & 0.0325052944602318 \tabularnewline
2 & 0.0104860328347326 \tabularnewline
3 & 0.242801151139004 \tabularnewline
4 & 0.0206101299203602 \tabularnewline
5 & -0.0156310776111400 \tabularnewline
6 & -0.124514919021794 \tabularnewline
7 & 0.0442698301454911 \tabularnewline
8 & 0.0615525328051385 \tabularnewline
9 & 0.112133324382428 \tabularnewline
10 & 0.0155978791177022 \tabularnewline
11 & 0.0224696064060403 \tabularnewline
12 & -0.270831144342608 \tabularnewline
13 & -0.00941213374267303 \tabularnewline
14 & -0.0126746074292693 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6972&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]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]1[/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]-14[/C][C]-0.06283464418756[/C][/ROW]
[ROW][C]-13[/C][C]0.0626343706673675[/C][/ROW]
[ROW][C]-12[/C][C]0.325873163902133[/C][/ROW]
[ROW][C]-11[/C][C]0.0171257315221986[/C][/ROW]
[ROW][C]-10[/C][C]-0.032007317058672[/C][/ROW]
[ROW][C]-9[/C][C]-0.346098624322448[/C][/ROW]
[ROW][C]-8[/C][C]0.000640875264616302[/C][/ROW]
[ROW][C]-7[/C][C]0.065815652386319[/C][/ROW]
[ROW][C]-6[/C][C]-0.0160619363194461[/C][/ROW]
[ROW][C]-5[/C][C]0.0154102354591433[/C][/ROW]
[ROW][C]-4[/C][C]0.0173739985165998[/C][/ROW]
[ROW][C]-3[/C][C]0.302414098050385[/C][/ROW]
[ROW][C]-2[/C][C]-0.00597139858044477[/C][/ROW]
[ROW][C]-1[/C][C]0.0671872553597459[/C][/ROW]
[ROW][C]0[/C][C]-0.54420233428636[/C][/ROW]
[ROW][C]1[/C][C]0.0325052944602318[/C][/ROW]
[ROW][C]2[/C][C]0.0104860328347326[/C][/ROW]
[ROW][C]3[/C][C]0.242801151139004[/C][/ROW]
[ROW][C]4[/C][C]0.0206101299203602[/C][/ROW]
[ROW][C]5[/C][C]-0.0156310776111400[/C][/ROW]
[ROW][C]6[/C][C]-0.124514919021794[/C][/ROW]
[ROW][C]7[/C][C]0.0442698301454911[/C][/ROW]
[ROW][C]8[/C][C]0.0615525328051385[/C][/ROW]
[ROW][C]9[/C][C]0.112133324382428[/C][/ROW]
[ROW][C]10[/C][C]0.0155978791177022[/C][/ROW]
[ROW][C]11[/C][C]0.0224696064060403[/C][/ROW]
[ROW][C]12[/C][C]-0.270831144342608[/C][/ROW]
[ROW][C]13[/C][C]-0.00941213374267303[/C][/ROW]
[ROW][C]14[/C][C]-0.0126746074292693[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6972&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6972&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 series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-14-0.06283464418756
-130.0626343706673675
-120.325873163902133
-110.0171257315221986
-10-0.032007317058672
-9-0.346098624322448
-80.000640875264616302
-70.065815652386319
-6-0.0160619363194461
-50.0154102354591433
-40.0173739985165998
-30.302414098050385
-2-0.00597139858044477
-10.0671872553597459
0-0.54420233428636
10.0325052944602318
20.0104860328347326
30.242801151139004
40.0206101299203602
5-0.0156310776111400
6-0.124514919021794
70.0442698301454911
80.0615525328051385
90.112133324382428
100.0155978791177022
110.0224696064060403
12-0.270831144342608
13-0.00941213374267303
14-0.0126746074292693


Figures (Output of Computation)

Input Parameters & R Code

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