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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 04:56:24 -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/t1196250425zawyembe8xroygj.htm/, Retrieved Thu, 02 May 2024 12:22:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7038, Retrieved Thu, 02 May 2024 12:22:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact179

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 11:56:24] [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=7038&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=7038&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7038&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 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 series1
krho(Y[t],X[t+k])
-140.138412000499436
-13-0.143657690258127
-120.240946747073797
-11-0.122876275709446
-100.0157665092268943
-90.0797156240972814
-8-0.0785494711233344
-70.0418849079379991
-6-0.0954001783046864
-5-0.0919562133283884
-40.132718457853344
-3-0.103594281320707
-20.116208243252963
-10.228871849286587
0-0.51416965466013
10.140268912457874
20.0761265754347964
30.081653381074945
4-0.0754355732480002
5-0.0410808821569095
6-0.026702558175864
70.0431590146735732
8-0.0527114108777721
90.0280850385608055
100.0175238516672723
110.0462993935383508
12-0.00488379537487765
13-0.0350613029164303
14-0.0135361185560452

\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 & 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 & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & 0.138412000499436 \tabularnewline
-13 & -0.143657690258127 \tabularnewline
-12 & 0.240946747073797 \tabularnewline
-11 & -0.122876275709446 \tabularnewline
-10 & 0.0157665092268943 \tabularnewline
-9 & 0.0797156240972814 \tabularnewline
-8 & -0.0785494711233344 \tabularnewline
-7 & 0.0418849079379991 \tabularnewline
-6 & -0.0954001783046864 \tabularnewline
-5 & -0.0919562133283884 \tabularnewline
-4 & 0.132718457853344 \tabularnewline
-3 & -0.103594281320707 \tabularnewline
-2 & 0.116208243252963 \tabularnewline
-1 & 0.228871849286587 \tabularnewline
0 & -0.51416965466013 \tabularnewline
1 & 0.140268912457874 \tabularnewline
2 & 0.0761265754347964 \tabularnewline
3 & 0.081653381074945 \tabularnewline
4 & -0.0754355732480002 \tabularnewline
5 & -0.0410808821569095 \tabularnewline
6 & -0.026702558175864 \tabularnewline
7 & 0.0431590146735732 \tabularnewline
8 & -0.0527114108777721 \tabularnewline
9 & 0.0280850385608055 \tabularnewline
10 & 0.0175238516672723 \tabularnewline
11 & 0.0462993935383508 \tabularnewline
12 & -0.00488379537487765 \tabularnewline
13 & -0.0350613029164303 \tabularnewline
14 & -0.0135361185560452 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7038&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]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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-14[/C][C]0.138412000499436[/C][/ROW]
[ROW][C]-13[/C][C]-0.143657690258127[/C][/ROW]
[ROW][C]-12[/C][C]0.240946747073797[/C][/ROW]
[ROW][C]-11[/C][C]-0.122876275709446[/C][/ROW]
[ROW][C]-10[/C][C]0.0157665092268943[/C][/ROW]
[ROW][C]-9[/C][C]0.0797156240972814[/C][/ROW]
[ROW][C]-8[/C][C]-0.0785494711233344[/C][/ROW]
[ROW][C]-7[/C][C]0.0418849079379991[/C][/ROW]
[ROW][C]-6[/C][C]-0.0954001783046864[/C][/ROW]
[ROW][C]-5[/C][C]-0.0919562133283884[/C][/ROW]
[ROW][C]-4[/C][C]0.132718457853344[/C][/ROW]
[ROW][C]-3[/C][C]-0.103594281320707[/C][/ROW]
[ROW][C]-2[/C][C]0.116208243252963[/C][/ROW]
[ROW][C]-1[/C][C]0.228871849286587[/C][/ROW]
[ROW][C]0[/C][C]-0.51416965466013[/C][/ROW]
[ROW][C]1[/C][C]0.140268912457874[/C][/ROW]
[ROW][C]2[/C][C]0.0761265754347964[/C][/ROW]
[ROW][C]3[/C][C]0.081653381074945[/C][/ROW]
[ROW][C]4[/C][C]-0.0754355732480002[/C][/ROW]
[ROW][C]5[/C][C]-0.0410808821569095[/C][/ROW]
[ROW][C]6[/C][C]-0.026702558175864[/C][/ROW]
[ROW][C]7[/C][C]0.0431590146735732[/C][/ROW]
[ROW][C]8[/C][C]-0.0527114108777721[/C][/ROW]
[ROW][C]9[/C][C]0.0280850385608055[/C][/ROW]
[ROW][C]10[/C][C]0.0175238516672723[/C][/ROW]
[ROW][C]11[/C][C]0.0462993935383508[/C][/ROW]
[ROW][C]12[/C][C]-0.00488379537487765[/C][/ROW]
[ROW][C]13[/C][C]-0.0350613029164303[/C][/ROW]
[ROW][C]14[/C][C]-0.0135361185560452[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7038&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7038&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 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 series1
krho(Y[t],X[t+k])
-140.138412000499436
-13-0.143657690258127
-120.240946747073797
-11-0.122876275709446
-100.0157665092268943
-90.0797156240972814
-8-0.0785494711233344
-70.0418849079379991
-6-0.0954001783046864
-5-0.0919562133283884
-40.132718457853344
-3-0.103594281320707
-20.116208243252963
-10.228871849286587
0-0.51416965466013
10.140268912457874
20.0761265754347964
30.081653381074945
4-0.0754355732480002
5-0.0410808821569095
6-0.026702558175864
70.0431590146735732
8-0.0527114108777721
90.0280850385608055
100.0175238516672723
110.0462993935383508
12-0.00488379537487765
13-0.0350613029164303
14-0.0135361185560452


Figures (Output of Computation)

Input Parameters & R Code

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