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 11:08:26 -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/t11962727488g4udzuzxdls4b8.htm/, Retrieved Thu, 02 May 2024 04:49:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7187, Retrieved Thu, 02 May 2024 04:49:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgroep MENS
Estimated Impact177

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_energie en tra...] [2007-11-28 18:08:26] [183840e644503a44411d430a3cdac4ba] [Current]
Feedback Forum

Post a new message

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
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 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=7187&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=7187&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7187&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])
-150.0896929238139874
-14-0.0234755209685642
-130.0540377512689327
-12-0.233030032556035
-110.0119997532061158
-100.031463453926607
-90.160471284312171
-8-0.125432747139326
-7-0.114744689316744
-6-0.00522674243076592
-50.0911693026931152
-4-0.132393820364201
-30.176611174000283
-2-0.0418842824715364
-10.0497365185382423
0-0.344390546133953
10.049124954790959
20.222296412574557
30.127945840372414
40.0445039622935358
5-0.169223259627088
6-0.062905219440925
70.164259004710831
80.0178646544904891
9-0.0118991453620374
100.0750017458478819
11-0.0287286111093163
12-0.41192281928258
13-0.00203314433756677
140.313795948146043
150.069968508586075

\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 & 0.0896929238139874 \tabularnewline
-14 & -0.0234755209685642 \tabularnewline
-13 & 0.0540377512689327 \tabularnewline
-12 & -0.233030032556035 \tabularnewline
-11 & 0.0119997532061158 \tabularnewline
-10 & 0.031463453926607 \tabularnewline
-9 & 0.160471284312171 \tabularnewline
-8 & -0.125432747139326 \tabularnewline
-7 & -0.114744689316744 \tabularnewline
-6 & -0.00522674243076592 \tabularnewline
-5 & 0.0911693026931152 \tabularnewline
-4 & -0.132393820364201 \tabularnewline
-3 & 0.176611174000283 \tabularnewline
-2 & -0.0418842824715364 \tabularnewline
-1 & 0.0497365185382423 \tabularnewline
0 & -0.344390546133953 \tabularnewline
1 & 0.049124954790959 \tabularnewline
2 & 0.222296412574557 \tabularnewline
3 & 0.127945840372414 \tabularnewline
4 & 0.0445039622935358 \tabularnewline
5 & -0.169223259627088 \tabularnewline
6 & -0.062905219440925 \tabularnewline
7 & 0.164259004710831 \tabularnewline
8 & 0.0178646544904891 \tabularnewline
9 & -0.0118991453620374 \tabularnewline
10 & 0.0750017458478819 \tabularnewline
11 & -0.0287286111093163 \tabularnewline
12 & -0.41192281928258 \tabularnewline
13 & -0.00203314433756677 \tabularnewline
14 & 0.313795948146043 \tabularnewline
15 & 0.069968508586075 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7187&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]0.0896929238139874[/C][/ROW]
[ROW][C]-14[/C][C]-0.0234755209685642[/C][/ROW]
[ROW][C]-13[/C][C]0.0540377512689327[/C][/ROW]
[ROW][C]-12[/C][C]-0.233030032556035[/C][/ROW]
[ROW][C]-11[/C][C]0.0119997532061158[/C][/ROW]
[ROW][C]-10[/C][C]0.031463453926607[/C][/ROW]
[ROW][C]-9[/C][C]0.160471284312171[/C][/ROW]
[ROW][C]-8[/C][C]-0.125432747139326[/C][/ROW]
[ROW][C]-7[/C][C]-0.114744689316744[/C][/ROW]
[ROW][C]-6[/C][C]-0.00522674243076592[/C][/ROW]
[ROW][C]-5[/C][C]0.0911693026931152[/C][/ROW]
[ROW][C]-4[/C][C]-0.132393820364201[/C][/ROW]
[ROW][C]-3[/C][C]0.176611174000283[/C][/ROW]
[ROW][C]-2[/C][C]-0.0418842824715364[/C][/ROW]
[ROW][C]-1[/C][C]0.0497365185382423[/C][/ROW]
[ROW][C]0[/C][C]-0.344390546133953[/C][/ROW]
[ROW][C]1[/C][C]0.049124954790959[/C][/ROW]
[ROW][C]2[/C][C]0.222296412574557[/C][/ROW]
[ROW][C]3[/C][C]0.127945840372414[/C][/ROW]
[ROW][C]4[/C][C]0.0445039622935358[/C][/ROW]
[ROW][C]5[/C][C]-0.169223259627088[/C][/ROW]
[ROW][C]6[/C][C]-0.062905219440925[/C][/ROW]
[ROW][C]7[/C][C]0.164259004710831[/C][/ROW]
[ROW][C]8[/C][C]0.0178646544904891[/C][/ROW]
[ROW][C]9[/C][C]-0.0118991453620374[/C][/ROW]
[ROW][C]10[/C][C]0.0750017458478819[/C][/ROW]
[ROW][C]11[/C][C]-0.0287286111093163[/C][/ROW]
[ROW][C]12[/C][C]-0.41192281928258[/C][/ROW]
[ROW][C]13[/C][C]-0.00203314433756677[/C][/ROW]
[ROW][C]14[/C][C]0.313795948146043[/C][/ROW]
[ROW][C]15[/C][C]0.069968508586075[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7187&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7187&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])
-150.0896929238139874
-14-0.0234755209685642
-130.0540377512689327
-12-0.233030032556035
-110.0119997532061158
-100.031463453926607
-90.160471284312171
-8-0.125432747139326
-7-0.114744689316744
-6-0.00522674243076592
-50.0911693026931152
-4-0.132393820364201
-30.176611174000283
-2-0.0418842824715364
-10.0497365185382423
0-0.344390546133953
10.049124954790959
20.222296412574557
30.127945840372414
40.0445039622935358
5-0.169223259627088
6-0.062905219440925
70.164259004710831
80.0178646544904891
9-0.0118991453620374
100.0750017458478819
11-0.0287286111093163
12-0.41192281928258
13-0.00203314433756677
140.313795948146043
150.069968508586075


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')