FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 10:52:46 -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/t1196271854j1oxfxddgkrkrne.htm/, Retrieved Wed, 01 May 2024 23:37:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7181, Retrieved Wed, 01 May 2024 23:37:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgroep MENS
Estimated Impact178

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 tra...] [2007-11-28 17:52:46] [183840e644503a44411d430a3cdac4ba] [Current]
Feedback Forum

Post a new message

Dataset

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

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=7181&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=7181&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7181&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])
-15-0.055392662723648
-14-0.000686072710907688
-130.00566395420606065
-120.109444014754061
-110.0592508581372353
-10-0.213067974488624
-90.0140317286744905
-8-0.0820319410463346
-7-0.125668863498812
-60.145647840448193
-50.00970330365005628
-4-0.130831753365446
-30.187430824844791
-2-0.000616694571602399
-10.0533845510248676
00.0160957283188223
10.00960694512324338
2-0.0258819003019376
3-0.0224611726000806
4-0.0718140828630976
5-0.0327214285351153
60.213349341386917
7-0.0112874378308599
8-0.0215110775257057
90.133315876186682
100.104059500275757
110.0269437712674154
12-0.000936604880621069
130.0389538980493719
14-0.0146426417344841
150.0160436947143433

\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 & -0.055392662723648 \tabularnewline
-14 & -0.000686072710907688 \tabularnewline
-13 & 0.00566395420606065 \tabularnewline
-12 & 0.109444014754061 \tabularnewline
-11 & 0.0592508581372353 \tabularnewline
-10 & -0.213067974488624 \tabularnewline
-9 & 0.0140317286744905 \tabularnewline
-8 & -0.0820319410463346 \tabularnewline
-7 & -0.125668863498812 \tabularnewline
-6 & 0.145647840448193 \tabularnewline
-5 & 0.00970330365005628 \tabularnewline
-4 & -0.130831753365446 \tabularnewline
-3 & 0.187430824844791 \tabularnewline
-2 & -0.000616694571602399 \tabularnewline
-1 & 0.0533845510248676 \tabularnewline
0 & 0.0160957283188223 \tabularnewline
1 & 0.00960694512324338 \tabularnewline
2 & -0.0258819003019376 \tabularnewline
3 & -0.0224611726000806 \tabularnewline
4 & -0.0718140828630976 \tabularnewline
5 & -0.0327214285351153 \tabularnewline
6 & 0.213349341386917 \tabularnewline
7 & -0.0112874378308599 \tabularnewline
8 & -0.0215110775257057 \tabularnewline
9 & 0.133315876186682 \tabularnewline
10 & 0.104059500275757 \tabularnewline
11 & 0.0269437712674154 \tabularnewline
12 & -0.000936604880621069 \tabularnewline
13 & 0.0389538980493719 \tabularnewline
14 & -0.0146426417344841 \tabularnewline
15 & 0.0160436947143433 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7181&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]-0.055392662723648[/C][/ROW]
[ROW][C]-14[/C][C]-0.000686072710907688[/C][/ROW]
[ROW][C]-13[/C][C]0.00566395420606065[/C][/ROW]
[ROW][C]-12[/C][C]0.109444014754061[/C][/ROW]
[ROW][C]-11[/C][C]0.0592508581372353[/C][/ROW]
[ROW][C]-10[/C][C]-0.213067974488624[/C][/ROW]
[ROW][C]-9[/C][C]0.0140317286744905[/C][/ROW]
[ROW][C]-8[/C][C]-0.0820319410463346[/C][/ROW]
[ROW][C]-7[/C][C]-0.125668863498812[/C][/ROW]
[ROW][C]-6[/C][C]0.145647840448193[/C][/ROW]
[ROW][C]-5[/C][C]0.00970330365005628[/C][/ROW]
[ROW][C]-4[/C][C]-0.130831753365446[/C][/ROW]
[ROW][C]-3[/C][C]0.187430824844791[/C][/ROW]
[ROW][C]-2[/C][C]-0.000616694571602399[/C][/ROW]
[ROW][C]-1[/C][C]0.0533845510248676[/C][/ROW]
[ROW][C]0[/C][C]0.0160957283188223[/C][/ROW]
[ROW][C]1[/C][C]0.00960694512324338[/C][/ROW]
[ROW][C]2[/C][C]-0.0258819003019376[/C][/ROW]
[ROW][C]3[/C][C]-0.0224611726000806[/C][/ROW]
[ROW][C]4[/C][C]-0.0718140828630976[/C][/ROW]
[ROW][C]5[/C][C]-0.0327214285351153[/C][/ROW]
[ROW][C]6[/C][C]0.213349341386917[/C][/ROW]
[ROW][C]7[/C][C]-0.0112874378308599[/C][/ROW]
[ROW][C]8[/C][C]-0.0215110775257057[/C][/ROW]
[ROW][C]9[/C][C]0.133315876186682[/C][/ROW]
[ROW][C]10[/C][C]0.104059500275757[/C][/ROW]
[ROW][C]11[/C][C]0.0269437712674154[/C][/ROW]
[ROW][C]12[/C][C]-0.000936604880621069[/C][/ROW]
[ROW][C]13[/C][C]0.0389538980493719[/C][/ROW]
[ROW][C]14[/C][C]-0.0146426417344841[/C][/ROW]
[ROW][C]15[/C][C]0.0160436947143433[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7181&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7181&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])
-15-0.055392662723648
-14-0.000686072710907688
-130.00566395420606065
-120.109444014754061
-110.0592508581372353
-10-0.213067974488624
-90.0140317286744905
-8-0.0820319410463346
-7-0.125668863498812
-60.145647840448193
-50.00970330365005628
-4-0.130831753365446
-30.187430824844791
-2-0.000616694571602399
-10.0533845510248676
00.0160957283188223
10.00960694512324338
2-0.0258819003019376
3-0.0224611726000806
4-0.0718140828630976
5-0.0327214285351153
60.213349341386917
7-0.0112874378308599
8-0.0215110775257057
90.133315876186682
100.104059500275757
110.0269437712674154
12-0.000936604880621069
130.0389538980493719
14-0.0146426417344841
150.0160436947143433


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')