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 11:01:23 -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/t1196272345nitbaqjqjydvv96.htm/, Retrieved Wed, 01 May 2024 23:28:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7184, Retrieved Wed, 01 May 2024 23:28:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgroep MENS
Estimated Impact176

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 tex...] [2007-11-28 18:01:23] [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 
0,1
0
0,1
0
0
0,1
-0,1
-0,3
0
-0,7
0,4
0,1
0,7
-0,6
0,3
0,2
-0,2
-0,1
-0,1
0,7
-0,1
0,2
0
-0,8
0,3
0,6
-0,2
0,2
-0,8
-0,9
1
0
-0,1
-0,2
0,1
0
0,7
-1,3
0,2
0,3
-1,4
2,1
0,1
-0,3
-2,7
-0,4
0
0
-0,3
0,3
0,1
0,3
0,3
-1,1
0,5
-0,3
-0,2
2,8
-0,1
-2,2
4,2
0,1
-0,3
-0,5
0
0
1
-0,3
-0,2
0,1
-0,4
0,3

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7184&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7184&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7184&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






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])
-15-0.0169219212237033
-14-0.00108397173959929
-13-0.190515417238248
-12-0.00296393907544379
-110.0839022185663805
-10-0.102241868495827
-90.0614253113774147
-80.027983897130336
-7-0.164012751245266
-60.160017266856321
-50.0567128402315546
-4-0.100150718654856
-30.0954951043372992
-2-0.136946685771825
-1-0.00544422591012632
00.113613234156473
10.102560119054251
20.0577473391465265
3-0.0287422343078349
4-0.0226807056904164
5-0.0445794453915715
60.299871773275655
7-0.096564308069547
8-0.0851862968055925
90.00235032836998941
100.160073385284257
110.0234449500708560
120.0158564094932935
130.0493687101756593
140.0197344882237944
15-0.0286093222416715

\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 & -0.0169219212237033 \tabularnewline
-14 & -0.00108397173959929 \tabularnewline
-13 & -0.190515417238248 \tabularnewline
-12 & -0.00296393907544379 \tabularnewline
-11 & 0.0839022185663805 \tabularnewline
-10 & -0.102241868495827 \tabularnewline
-9 & 0.0614253113774147 \tabularnewline
-8 & 0.027983897130336 \tabularnewline
-7 & -0.164012751245266 \tabularnewline
-6 & 0.160017266856321 \tabularnewline
-5 & 0.0567128402315546 \tabularnewline
-4 & -0.100150718654856 \tabularnewline
-3 & 0.0954951043372992 \tabularnewline
-2 & -0.136946685771825 \tabularnewline
-1 & -0.00544422591012632 \tabularnewline
0 & 0.113613234156473 \tabularnewline
1 & 0.102560119054251 \tabularnewline
2 & 0.0577473391465265 \tabularnewline
3 & -0.0287422343078349 \tabularnewline
4 & -0.0226807056904164 \tabularnewline
5 & -0.0445794453915715 \tabularnewline
6 & 0.299871773275655 \tabularnewline
7 & -0.096564308069547 \tabularnewline
8 & -0.0851862968055925 \tabularnewline
9 & 0.00235032836998941 \tabularnewline
10 & 0.160073385284257 \tabularnewline
11 & 0.0234449500708560 \tabularnewline
12 & 0.0158564094932935 \tabularnewline
13 & 0.0493687101756593 \tabularnewline
14 & 0.0197344882237944 \tabularnewline
15 & -0.0286093222416715 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7184&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]-0.0169219212237033[/C][/ROW]
[ROW][C]-14[/C][C]-0.00108397173959929[/C][/ROW]
[ROW][C]-13[/C][C]-0.190515417238248[/C][/ROW]
[ROW][C]-12[/C][C]-0.00296393907544379[/C][/ROW]
[ROW][C]-11[/C][C]0.0839022185663805[/C][/ROW]
[ROW][C]-10[/C][C]-0.102241868495827[/C][/ROW]
[ROW][C]-9[/C][C]0.0614253113774147[/C][/ROW]
[ROW][C]-8[/C][C]0.027983897130336[/C][/ROW]
[ROW][C]-7[/C][C]-0.164012751245266[/C][/ROW]
[ROW][C]-6[/C][C]0.160017266856321[/C][/ROW]
[ROW][C]-5[/C][C]0.0567128402315546[/C][/ROW]
[ROW][C]-4[/C][C]-0.100150718654856[/C][/ROW]
[ROW][C]-3[/C][C]0.0954951043372992[/C][/ROW]
[ROW][C]-2[/C][C]-0.136946685771825[/C][/ROW]
[ROW][C]-1[/C][C]-0.00544422591012632[/C][/ROW]
[ROW][C]0[/C][C]0.113613234156473[/C][/ROW]
[ROW][C]1[/C][C]0.102560119054251[/C][/ROW]
[ROW][C]2[/C][C]0.0577473391465265[/C][/ROW]
[ROW][C]3[/C][C]-0.0287422343078349[/C][/ROW]
[ROW][C]4[/C][C]-0.0226807056904164[/C][/ROW]
[ROW][C]5[/C][C]-0.0445794453915715[/C][/ROW]
[ROW][C]6[/C][C]0.299871773275655[/C][/ROW]
[ROW][C]7[/C][C]-0.096564308069547[/C][/ROW]
[ROW][C]8[/C][C]-0.0851862968055925[/C][/ROW]
[ROW][C]9[/C][C]0.00235032836998941[/C][/ROW]
[ROW][C]10[/C][C]0.160073385284257[/C][/ROW]
[ROW][C]11[/C][C]0.0234449500708560[/C][/ROW]
[ROW][C]12[/C][C]0.0158564094932935[/C][/ROW]
[ROW][C]13[/C][C]0.0493687101756593[/C][/ROW]
[ROW][C]14[/C][C]0.0197344882237944[/C][/ROW]
[ROW][C]15[/C][C]-0.0286093222416715[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7184&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7184&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])
-15-0.0169219212237033
-14-0.00108397173959929
-13-0.190515417238248
-12-0.00296393907544379
-110.0839022185663805
-10-0.102241868495827
-90.0614253113774147
-80.027983897130336
-7-0.164012751245266
-60.160017266856321
-50.0567128402315546
-4-0.100150718654856
-30.0954951043372992
-2-0.136946685771825
-1-0.00544422591012632
00.113613234156473
10.102560119054251
20.0577473391465265
3-0.0287422343078349
4-0.0226807056904164
5-0.0445794453915715
60.299871773275655
7-0.096564308069547
8-0.0851862968055925
90.00235032836998941
100.160073385284257
110.0234449500708560
120.0158564094932935
130.0493687101756593
140.0197344882237944
15-0.0286093222416715


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')