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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 04:53:10 -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/t11962501977baeus5ylc36y7x.htm/, Retrieved Thu, 02 May 2024 02:34:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7035, Retrieved Thu, 02 May 2024 02:34:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact191

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] [] [2007-11-28 11:53:10] [67794d83edd3193bd9ea9816803ddb96] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-313
660
103
463
149
-865
-243
1022
236
-720
171
-576
-19
-5
106
667
-102
-702
-66
604
123
-552
-83
-254
-307
581
-277
700
-89
-245
17
329
167
-237
-727
166
-283
586
63
495
10
-637
287
309
-131
-1165
-94
651
-455
577
134
430
356
-573
9
505
-179
-272
-293
-415
-344
567
117
594
40
-622
254
443
-296
-518
109
Dataseries Y:
Download CSV
Histogram 
-426
923
180
546
196
-1115
-272
1270
447
-978
276
-805
-59
-51
243
716
-76
-720
-302
776
205
-722
-90
-383
-523
960
-400
743
37
-210
-120
565
3
-257
-861
85
-387
695
260
635
7
-705
313
251
-176
-1484
-224
846
-728
766
383
354
454
-743
179
274
-324
-266
-476
-568
-415
768
317
964
-72
-664
352
432
-413
-469
39

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=7035&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=7035&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7035&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)1
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])
-150.0269846887354621
-14-0.156093866739673
-13-0.0097616406167099
-120.503054748813564
-110.0776889863248705
-10-0.138511221885284
-9-0.109902169500548
-8-0.0554307333030351
-7-0.0122600250373191
-6-0.0303638985356894
-50.0181385204122062
-4-0.0781180366514636
-3-0.060250333855733
-2-0.276954293459550
-1-0.0478873824955521
00.978872482201437
1-0.063656612656351
2-0.255621208259291
3-0.0991324095725097
4-0.0543674714526885
50.0747006058401825
6-0.0418560217794564
7-0.085413227161558
8-0.0248558771237055
9-0.0818304565203167
10-0.179121544983560
110.091082744733172
120.503552263328582
13-0.0133064320355805
14-0.157077971244769
15-0.014546816384717

\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) & 1 \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 & 0.0269846887354621 \tabularnewline
-14 & -0.156093866739673 \tabularnewline
-13 & -0.0097616406167099 \tabularnewline
-12 & 0.503054748813564 \tabularnewline
-11 & 0.0776889863248705 \tabularnewline
-10 & -0.138511221885284 \tabularnewline
-9 & -0.109902169500548 \tabularnewline
-8 & -0.0554307333030351 \tabularnewline
-7 & -0.0122600250373191 \tabularnewline
-6 & -0.0303638985356894 \tabularnewline
-5 & 0.0181385204122062 \tabularnewline
-4 & -0.0781180366514636 \tabularnewline
-3 & -0.060250333855733 \tabularnewline
-2 & -0.276954293459550 \tabularnewline
-1 & -0.0478873824955521 \tabularnewline
0 & 0.978872482201437 \tabularnewline
1 & -0.063656612656351 \tabularnewline
2 & -0.255621208259291 \tabularnewline
3 & -0.0991324095725097 \tabularnewline
4 & -0.0543674714526885 \tabularnewline
5 & 0.0747006058401825 \tabularnewline
6 & -0.0418560217794564 \tabularnewline
7 & -0.085413227161558 \tabularnewline
8 & -0.0248558771237055 \tabularnewline
9 & -0.0818304565203167 \tabularnewline
10 & -0.179121544983560 \tabularnewline
11 & 0.091082744733172 \tabularnewline
12 & 0.503552263328582 \tabularnewline
13 & -0.0133064320355805 \tabularnewline
14 & -0.157077971244769 \tabularnewline
15 & -0.014546816384717 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7035&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]1[/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]0.0269846887354621[/C][/ROW]
[ROW][C]-14[/C][C]-0.156093866739673[/C][/ROW]
[ROW][C]-13[/C][C]-0.0097616406167099[/C][/ROW]
[ROW][C]-12[/C][C]0.503054748813564[/C][/ROW]
[ROW][C]-11[/C][C]0.0776889863248705[/C][/ROW]
[ROW][C]-10[/C][C]-0.138511221885284[/C][/ROW]
[ROW][C]-9[/C][C]-0.109902169500548[/C][/ROW]
[ROW][C]-8[/C][C]-0.0554307333030351[/C][/ROW]
[ROW][C]-7[/C][C]-0.0122600250373191[/C][/ROW]
[ROW][C]-6[/C][C]-0.0303638985356894[/C][/ROW]
[ROW][C]-5[/C][C]0.0181385204122062[/C][/ROW]
[ROW][C]-4[/C][C]-0.0781180366514636[/C][/ROW]
[ROW][C]-3[/C][C]-0.060250333855733[/C][/ROW]
[ROW][C]-2[/C][C]-0.276954293459550[/C][/ROW]
[ROW][C]-1[/C][C]-0.0478873824955521[/C][/ROW]
[ROW][C]0[/C][C]0.978872482201437[/C][/ROW]
[ROW][C]1[/C][C]-0.063656612656351[/C][/ROW]
[ROW][C]2[/C][C]-0.255621208259291[/C][/ROW]
[ROW][C]3[/C][C]-0.0991324095725097[/C][/ROW]
[ROW][C]4[/C][C]-0.0543674714526885[/C][/ROW]
[ROW][C]5[/C][C]0.0747006058401825[/C][/ROW]
[ROW][C]6[/C][C]-0.0418560217794564[/C][/ROW]
[ROW][C]7[/C][C]-0.085413227161558[/C][/ROW]
[ROW][C]8[/C][C]-0.0248558771237055[/C][/ROW]
[ROW][C]9[/C][C]-0.0818304565203167[/C][/ROW]
[ROW][C]10[/C][C]-0.179121544983560[/C][/ROW]
[ROW][C]11[/C][C]0.091082744733172[/C][/ROW]
[ROW][C]12[/C][C]0.503552263328582[/C][/ROW]
[ROW][C]13[/C][C]-0.0133064320355805[/C][/ROW]
[ROW][C]14[/C][C]-0.157077971244769[/C][/ROW]
[ROW][C]15[/C][C]-0.014546816384717[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7035&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7035&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)1
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])
-150.0269846887354621
-14-0.156093866739673
-13-0.0097616406167099
-120.503054748813564
-110.0776889863248705
-10-0.138511221885284
-9-0.109902169500548
-8-0.0554307333030351
-7-0.0122600250373191
-6-0.0303638985356894
-50.0181385204122062
-4-0.0781180366514636
-3-0.060250333855733
-2-0.276954293459550
-1-0.0478873824955521
00.978872482201437
1-0.063656612656351
2-0.255621208259291
3-0.0991324095725097
4-0.0543674714526885
50.0747006058401825
6-0.0418560217794564
7-0.085413227161558
8-0.0248558771237055
9-0.0818304565203167
10-0.179121544983560
110.091082744733172
120.503552263328582
13-0.0133064320355805
14-0.157077971244769
15-0.014546816384717


Figures (Output of Computation)

Input Parameters & R Code

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