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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 10:42:56 -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/t11962712389kgqm1ndz7u6uco.htm/, Retrieved Thu, 02 May 2024 12:36:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7178, Retrieved Thu, 02 May 2024 12:36:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgroep MENS
Estimated Impact188

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] [Q6_voeding en ene...] [2007-11-28 17:42:56] [183840e644503a44411d430a3cdac4ba] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,6
1,5
0,2
0,5
-1,1
1
-0,4
1,8
-0,3
0
-0,1
3,2
-0,2
-0,3
-0,1
-0,1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0,2
4,1
-1
0
4
2
1,1
0
0
0,7
1,6
2
0
4,8
-1,4
-4,5
-2,8
2,9
0,7
0,4
-2
-0,6
0
0
0
8,4
1,4
0
-1,2
0
5,1
-3,7
-4,1
3,4
0
1,2
0
0
Dataseries Y:
Download CSV
Histogram 
0
0
0,1
-0,1
0
-0,2
0,2
-0,1
-0,7
-0,5
0
0,2
0,3
0,6
0,7
-0,4
0,4
-2,1
0,2
0,4
0,1
-0,2
-0,4
-1,6
-0,1
0,2
0
-0,1
0,2
0,1
0,7
1
0,3
0,3
-0,2
0,6
0,1
0,3
0,2
0,2
0,2
-0,1
0,1
0,1
-0,7
-0,2
-0,3
0,1
0
0,3
-0,5
0,7
0,5
0,4
0,1
-0,1
-0,4
0
0
0,2
0
0,2
0,5
1,1
0,3
0,1
1,2
0,5
-0,1
0
0,5
0,6

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=7178&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=7178&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7178&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])
-15-0.0130596930913995
-14-0.0153549340671157
-130.00972320309525962
-12-0.0717410023022267
-110.0471455363104825
-10-0.114539434578767
-9-0.121123573121445
-80.0145325549780856
-70.208505435995252
-6-0.085739147027921
-5-0.0460460808230787
-40.0821984238143067
-30.050232181003912
-20.0998326005884366
-1-0.105966745275280
00.0270323086649094
10.0237662791287982
2-0.0646384517758593
3-0.143866984219393
40.0938438018746961
50.139007595198285
60.0827920616997656
70.116077651095045
80.159015302348163
90.0254546070599198
100.120933295840498
11-0.0194957625514089
12-0.02858243878554
13-0.0270857496901485
14-0.088398944296829
15-0.116528325728272

\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 & -0.0130596930913995 \tabularnewline
-14 & -0.0153549340671157 \tabularnewline
-13 & 0.00972320309525962 \tabularnewline
-12 & -0.0717410023022267 \tabularnewline
-11 & 0.0471455363104825 \tabularnewline
-10 & -0.114539434578767 \tabularnewline
-9 & -0.121123573121445 \tabularnewline
-8 & 0.0145325549780856 \tabularnewline
-7 & 0.208505435995252 \tabularnewline
-6 & -0.085739147027921 \tabularnewline
-5 & -0.0460460808230787 \tabularnewline
-4 & 0.0821984238143067 \tabularnewline
-3 & 0.050232181003912 \tabularnewline
-2 & 0.0998326005884366 \tabularnewline
-1 & -0.105966745275280 \tabularnewline
0 & 0.0270323086649094 \tabularnewline
1 & 0.0237662791287982 \tabularnewline
2 & -0.0646384517758593 \tabularnewline
3 & -0.143866984219393 \tabularnewline
4 & 0.0938438018746961 \tabularnewline
5 & 0.139007595198285 \tabularnewline
6 & 0.0827920616997656 \tabularnewline
7 & 0.116077651095045 \tabularnewline
8 & 0.159015302348163 \tabularnewline
9 & 0.0254546070599198 \tabularnewline
10 & 0.120933295840498 \tabularnewline
11 & -0.0194957625514089 \tabularnewline
12 & -0.02858243878554 \tabularnewline
13 & -0.0270857496901485 \tabularnewline
14 & -0.088398944296829 \tabularnewline
15 & -0.116528325728272 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7178&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]-0.0130596930913995[/C][/ROW]
[ROW][C]-14[/C][C]-0.0153549340671157[/C][/ROW]
[ROW][C]-13[/C][C]0.00972320309525962[/C][/ROW]
[ROW][C]-12[/C][C]-0.0717410023022267[/C][/ROW]
[ROW][C]-11[/C][C]0.0471455363104825[/C][/ROW]
[ROW][C]-10[/C][C]-0.114539434578767[/C][/ROW]
[ROW][C]-9[/C][C]-0.121123573121445[/C][/ROW]
[ROW][C]-8[/C][C]0.0145325549780856[/C][/ROW]
[ROW][C]-7[/C][C]0.208505435995252[/C][/ROW]
[ROW][C]-6[/C][C]-0.085739147027921[/C][/ROW]
[ROW][C]-5[/C][C]-0.0460460808230787[/C][/ROW]
[ROW][C]-4[/C][C]0.0821984238143067[/C][/ROW]
[ROW][C]-3[/C][C]0.050232181003912[/C][/ROW]
[ROW][C]-2[/C][C]0.0998326005884366[/C][/ROW]
[ROW][C]-1[/C][C]-0.105966745275280[/C][/ROW]
[ROW][C]0[/C][C]0.0270323086649094[/C][/ROW]
[ROW][C]1[/C][C]0.0237662791287982[/C][/ROW]
[ROW][C]2[/C][C]-0.0646384517758593[/C][/ROW]
[ROW][C]3[/C][C]-0.143866984219393[/C][/ROW]
[ROW][C]4[/C][C]0.0938438018746961[/C][/ROW]
[ROW][C]5[/C][C]0.139007595198285[/C][/ROW]
[ROW][C]6[/C][C]0.0827920616997656[/C][/ROW]
[ROW][C]7[/C][C]0.116077651095045[/C][/ROW]
[ROW][C]8[/C][C]0.159015302348163[/C][/ROW]
[ROW][C]9[/C][C]0.0254546070599198[/C][/ROW]
[ROW][C]10[/C][C]0.120933295840498[/C][/ROW]
[ROW][C]11[/C][C]-0.0194957625514089[/C][/ROW]
[ROW][C]12[/C][C]-0.02858243878554[/C][/ROW]
[ROW][C]13[/C][C]-0.0270857496901485[/C][/ROW]
[ROW][C]14[/C][C]-0.088398944296829[/C][/ROW]
[ROW][C]15[/C][C]-0.116528325728272[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7178&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7178&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])
-15-0.0130596930913995
-14-0.0153549340671157
-130.00972320309525962
-12-0.0717410023022267
-110.0471455363104825
-10-0.114539434578767
-9-0.121123573121445
-80.0145325549780856
-70.208505435995252
-6-0.085739147027921
-5-0.0460460808230787
-40.0821984238143067
-30.050232181003912
-20.0998326005884366
-1-0.105966745275280
00.0270323086649094
10.0237662791287982
2-0.0646384517758593
3-0.143866984219393
40.0938438018746961
50.139007595198285
60.0827920616997656
70.116077651095045
80.159015302348163
90.0254546070599198
100.120933295840498
11-0.0194957625514089
12-0.02858243878554
13-0.0270857496901485
14-0.088398944296829
15-0.116528325728272


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')