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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 04:33:30 -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/28/t1196249005y1yic7zb39z5nvq.htm/, Retrieved Thu, 02 May 2024 10:13:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7025, Retrieved Thu, 02 May 2024 10:13:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgroep MENS
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] [energie en transp...] [2007-11-28 11:33:30] [82643448f9a1604e63bdcbbe838c35e0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
101.8
103.4
104.9
105.1
105.6
104.5
105.5
105.1
106.9
106.6
106.6
106.5
109.7
109.5
109.2
109.1
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109.2
113.3
112.3
112.3
116.3
118.3
119.4
119.4
119.4
120.1
121.7
123.7
123.7
128.5
127.1
122.6
119.8
122.7
123.4
123.8
121.8
121.2
121.2
121.2
121.2
129.6
131
131
129.8
129.8
134.9
131.2
127.1
130.5
130.5
131.7
131.7
131.7
Dataseries Y:
Download CSV
Histogram 
99.9
99.9
99.9
99.9
99.9
99.7
99.6
99.5
100.6
100.2
100.1
100.2
99.1
99.5
99.5
99.6
99.5
99.6
99.8
99.9
100.5
100.5
100.5
100.5
99.5
99.9
100.4
99.6
99.5
99.6
98.4
99.9
100.3
100.3
101.3
101
99.7
99.4
99.9
100.7
99.8
98.8
99.6
99.1
100.3
100.5
100.8
100.6
99.1
98.8
99
99.9
99.5
99.2
99.6
100.1
99.8
101.6
101.7
101.9
100
102
102
102.9
102.7
102.7
102.7
102.7
102.6
102.6
102.5
102.5
102.1

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=7025&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=7025&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7025&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 series0
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])
-150.443954840364701
-140.434349039663161
-130.426370315468562
-120.43682153179931
-110.456525396941979
-100.475454109958816
-90.484845196967309
-80.466370785624817
-70.493894453340418
-60.523534311124788
-50.541380075416305
-40.550926475881321
-30.575271524576133
-20.579776782804271
-10.588130206104381
00.589278004873752
10.587323212951014
20.570996796356619
30.527416582929067
40.465116852520214
50.396379750817157
60.343930042275666
70.298233815673943
80.230962108815798
90.16119265024228
100.0870823751430146
110.0209427937082685
12-0.0429072409522510
13-0.0146866448710747
14-0.0256052167281700
15-0.071493550862676

\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 & 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 & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-15 & 0.443954840364701 \tabularnewline
-14 & 0.434349039663161 \tabularnewline
-13 & 0.426370315468562 \tabularnewline
-12 & 0.43682153179931 \tabularnewline
-11 & 0.456525396941979 \tabularnewline
-10 & 0.475454109958816 \tabularnewline
-9 & 0.484845196967309 \tabularnewline
-8 & 0.466370785624817 \tabularnewline
-7 & 0.493894453340418 \tabularnewline
-6 & 0.523534311124788 \tabularnewline
-5 & 0.541380075416305 \tabularnewline
-4 & 0.550926475881321 \tabularnewline
-3 & 0.575271524576133 \tabularnewline
-2 & 0.579776782804271 \tabularnewline
-1 & 0.588130206104381 \tabularnewline
0 & 0.589278004873752 \tabularnewline
1 & 0.587323212951014 \tabularnewline
2 & 0.570996796356619 \tabularnewline
3 & 0.527416582929067 \tabularnewline
4 & 0.465116852520214 \tabularnewline
5 & 0.396379750817157 \tabularnewline
6 & 0.343930042275666 \tabularnewline
7 & 0.298233815673943 \tabularnewline
8 & 0.230962108815798 \tabularnewline
9 & 0.16119265024228 \tabularnewline
10 & 0.0870823751430146 \tabularnewline
11 & 0.0209427937082685 \tabularnewline
12 & -0.0429072409522510 \tabularnewline
13 & -0.0146866448710747 \tabularnewline
14 & -0.0256052167281700 \tabularnewline
15 & -0.071493550862676 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7025&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]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]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]-15[/C][C]0.443954840364701[/C][/ROW]
[ROW][C]-14[/C][C]0.434349039663161[/C][/ROW]
[ROW][C]-13[/C][C]0.426370315468562[/C][/ROW]
[ROW][C]-12[/C][C]0.43682153179931[/C][/ROW]
[ROW][C]-11[/C][C]0.456525396941979[/C][/ROW]
[ROW][C]-10[/C][C]0.475454109958816[/C][/ROW]
[ROW][C]-9[/C][C]0.484845196967309[/C][/ROW]
[ROW][C]-8[/C][C]0.466370785624817[/C][/ROW]
[ROW][C]-7[/C][C]0.493894453340418[/C][/ROW]
[ROW][C]-6[/C][C]0.523534311124788[/C][/ROW]
[ROW][C]-5[/C][C]0.541380075416305[/C][/ROW]
[ROW][C]-4[/C][C]0.550926475881321[/C][/ROW]
[ROW][C]-3[/C][C]0.575271524576133[/C][/ROW]
[ROW][C]-2[/C][C]0.579776782804271[/C][/ROW]
[ROW][C]-1[/C][C]0.588130206104381[/C][/ROW]
[ROW][C]0[/C][C]0.589278004873752[/C][/ROW]
[ROW][C]1[/C][C]0.587323212951014[/C][/ROW]
[ROW][C]2[/C][C]0.570996796356619[/C][/ROW]
[ROW][C]3[/C][C]0.527416582929067[/C][/ROW]
[ROW][C]4[/C][C]0.465116852520214[/C][/ROW]
[ROW][C]5[/C][C]0.396379750817157[/C][/ROW]
[ROW][C]6[/C][C]0.343930042275666[/C][/ROW]
[ROW][C]7[/C][C]0.298233815673943[/C][/ROW]
[ROW][C]8[/C][C]0.230962108815798[/C][/ROW]
[ROW][C]9[/C][C]0.16119265024228[/C][/ROW]
[ROW][C]10[/C][C]0.0870823751430146[/C][/ROW]
[ROW][C]11[/C][C]0.0209427937082685[/C][/ROW]
[ROW][C]12[/C][C]-0.0429072409522510[/C][/ROW]
[ROW][C]13[/C][C]-0.0146866448710747[/C][/ROW]
[ROW][C]14[/C][C]-0.0256052167281700[/C][/ROW]
[ROW][C]15[/C][C]-0.071493550862676[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7025&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7025&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 series0
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])
-150.443954840364701
-140.434349039663161
-130.426370315468562
-120.43682153179931
-110.456525396941979
-100.475454109958816
-90.484845196967309
-80.466370785624817
-70.493894453340418
-60.523534311124788
-50.541380075416305
-40.550926475881321
-30.575271524576133
-20.579776782804271
-10.588130206104381
00.589278004873752
10.587323212951014
20.570996796356619
30.527416582929067
40.465116852520214
50.396379750817157
60.343930042275666
70.298233815673943
80.230962108815798
90.16119265024228
100.0870823751430146
110.0209427937082685
12-0.0429072409522510
13-0.0146866448710747
14-0.0256052167281700
15-0.071493550862676


Figures (Output of Computation)

Input Parameters & R Code

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