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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 01:26:40 -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/t1196237925nwuj59npx47zaxp.htm/, Retrieved Thu, 02 May 2024 11:40:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6973, Retrieved Thu, 02 May 2024 11:40:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact220

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 08:26:40] [372f82c86cdcc50abc807b137b6a3bca] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0
3
10
-6
-3
3
-5
-3
-2
0
-8
6
1
0
11
-6
-8
2
-3
0
0
2
-3
1
3
-5
9
-9
-4
-1
5
-1
0
0
-5
-1
5
-1
9
-1
3
8
-6
-1
11
-7
3
3
-10
-1
3
10
-6
-3
-4
-2
-1
2
-2
-4
2
11
9
-8
-3
-1
-4
7
3
-3
4
5
Dataseries Y:
Download CSV
Histogram 
0
0,2
-0,7
0
0,1
0,6
-0,3
-0,1
-0,6
0,2
0,1
0,1
-1,77636E-15
-0,1
8,88178E-16
-8,88178E-16
0,1
-0,2
0,1
0,1
-0,4
0
0
-1,77636E-15
0,1
0
-0,8
0
0
1,1
-1,77636E-15
0
-0,9
0
-0,1
0,1
0
0
0,8
0,1
-0,2
-1
-0,1
0
0,6
0
0
0
0
-0,1
0,2
0
0,1
-0,8
0
-0,1
0,1
0
-0,2
-8
0
0,2
0,2
0
0
0,2
-0,1
0,1
0
0,2
0,2
7,7

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6973&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]2 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=6973&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6973&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 time2 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 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])
-14-0.00215613319253982
-13-0.0249657465012282
-120.433688976668696
-11-0.390834694164131
-100.00371179092189013
-9-0.0457517451061289
-80.0340328563917788
-7-0.0262240609906992
-60.0235331853081248
-50.0065980320629018
-4-0.0292635998454483
-30.0510859113670024
-2-0.0219656100820921
-10.0334687785252949
0-0.793241413418963
10.033093173661902
2-0.00769863495097539
30.0248887241615575
4-0.0223324380996376
50.0475650041099254
6-0.0200029240045064
70.00253425057660090
80.00526853514666441
9-0.0513026841805918
100.0304398330009303
110.0020710300431528
120.00702889540450241
130.0054101700110841
14-0.0889168501844284

\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 & -0.00215613319253982 \tabularnewline
-13 & -0.0249657465012282 \tabularnewline
-12 & 0.433688976668696 \tabularnewline
-11 & -0.390834694164131 \tabularnewline
-10 & 0.00371179092189013 \tabularnewline
-9 & -0.0457517451061289 \tabularnewline
-8 & 0.0340328563917788 \tabularnewline
-7 & -0.0262240609906992 \tabularnewline
-6 & 0.0235331853081248 \tabularnewline
-5 & 0.0065980320629018 \tabularnewline
-4 & -0.0292635998454483 \tabularnewline
-3 & 0.0510859113670024 \tabularnewline
-2 & -0.0219656100820921 \tabularnewline
-1 & 0.0334687785252949 \tabularnewline
0 & -0.793241413418963 \tabularnewline
1 & 0.033093173661902 \tabularnewline
2 & -0.00769863495097539 \tabularnewline
3 & 0.0248887241615575 \tabularnewline
4 & -0.0223324380996376 \tabularnewline
5 & 0.0475650041099254 \tabularnewline
6 & -0.0200029240045064 \tabularnewline
7 & 0.00253425057660090 \tabularnewline
8 & 0.00526853514666441 \tabularnewline
9 & -0.0513026841805918 \tabularnewline
10 & 0.0304398330009303 \tabularnewline
11 & 0.0020710300431528 \tabularnewline
12 & 0.00702889540450241 \tabularnewline
13 & 0.0054101700110841 \tabularnewline
14 & -0.0889168501844284 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6973&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]-0.00215613319253982[/C][/ROW]
[ROW][C]-13[/C][C]-0.0249657465012282[/C][/ROW]
[ROW][C]-12[/C][C]0.433688976668696[/C][/ROW]
[ROW][C]-11[/C][C]-0.390834694164131[/C][/ROW]
[ROW][C]-10[/C][C]0.00371179092189013[/C][/ROW]
[ROW][C]-9[/C][C]-0.0457517451061289[/C][/ROW]
[ROW][C]-8[/C][C]0.0340328563917788[/C][/ROW]
[ROW][C]-7[/C][C]-0.0262240609906992[/C][/ROW]
[ROW][C]-6[/C][C]0.0235331853081248[/C][/ROW]
[ROW][C]-5[/C][C]0.0065980320629018[/C][/ROW]
[ROW][C]-4[/C][C]-0.0292635998454483[/C][/ROW]
[ROW][C]-3[/C][C]0.0510859113670024[/C][/ROW]
[ROW][C]-2[/C][C]-0.0219656100820921[/C][/ROW]
[ROW][C]-1[/C][C]0.0334687785252949[/C][/ROW]
[ROW][C]0[/C][C]-0.793241413418963[/C][/ROW]
[ROW][C]1[/C][C]0.033093173661902[/C][/ROW]
[ROW][C]2[/C][C]-0.00769863495097539[/C][/ROW]
[ROW][C]3[/C][C]0.0248887241615575[/C][/ROW]
[ROW][C]4[/C][C]-0.0223324380996376[/C][/ROW]
[ROW][C]5[/C][C]0.0475650041099254[/C][/ROW]
[ROW][C]6[/C][C]-0.0200029240045064[/C][/ROW]
[ROW][C]7[/C][C]0.00253425057660090[/C][/ROW]
[ROW][C]8[/C][C]0.00526853514666441[/C][/ROW]
[ROW][C]9[/C][C]-0.0513026841805918[/C][/ROW]
[ROW][C]10[/C][C]0.0304398330009303[/C][/ROW]
[ROW][C]11[/C][C]0.0020710300431528[/C][/ROW]
[ROW][C]12[/C][C]0.00702889540450241[/C][/ROW]
[ROW][C]13[/C][C]0.0054101700110841[/C][/ROW]
[ROW][C]14[/C][C]-0.0889168501844284[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6973&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6973&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])
-14-0.00215613319253982
-13-0.0249657465012282
-120.433688976668696
-11-0.390834694164131
-100.00371179092189013
-9-0.0457517451061289
-80.0340328563917788
-7-0.0262240609906992
-60.0235331853081248
-50.0065980320629018
-4-0.0292635998454483
-30.0510859113670024
-2-0.0219656100820921
-10.0334687785252949
0-0.793241413418963
10.033093173661902
2-0.00769863495097539
30.0248887241615575
4-0.0223324380996376
50.0475650041099254
6-0.0200029240045064
70.00253425057660090
80.00526853514666441
9-0.0513026841805918
100.0304398330009303
110.0020710300431528
120.00702889540450241
130.0054101700110841
14-0.0889168501844284


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')