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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 11:19:22 -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/t1196273397cxk34reoc8sx62n.htm/, Retrieved Thu, 02 May 2024 04:08:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7191, Retrieved Thu, 02 May 2024 04:08:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgroep MENS
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] [Q6_energie en tex...] [2007-11-28 18:19:22] [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 
0,1
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=7191&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=7191&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7191&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])
-150.0120291572290834
-140.0449764393143479
-130.219230262887512
-12-0.0965303314029749
-11-0.168022514275030
-100.0731814925827238
-90.00667832571335654
-8-0.155256550134013
-70.0463788496399503
-6-0.106233186454106
-5-0.0573394804423294
-40.00765648515313472
-30.0117309461722272
-2-0.0646456039400339
-10.283650486506656
0-0.206957715133851
1-0.0776721156944052
20.131608362770357
3-0.0173852970153710
40.193983606752842
5-0.114136458793041
6-0.0446382898408922
70.14475551129259
8-0.176739121093148
9-0.0447224164502246
100.160008115819656
11-0.0673253800630007
120.0499085493927514
130.055193327696531
14-0.0804678522516443
15-0.17994672257157

\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 & 0.0120291572290834 \tabularnewline
-14 & 0.0449764393143479 \tabularnewline
-13 & 0.219230262887512 \tabularnewline
-12 & -0.0965303314029749 \tabularnewline
-11 & -0.168022514275030 \tabularnewline
-10 & 0.0731814925827238 \tabularnewline
-9 & 0.00667832571335654 \tabularnewline
-8 & -0.155256550134013 \tabularnewline
-7 & 0.0463788496399503 \tabularnewline
-6 & -0.106233186454106 \tabularnewline
-5 & -0.0573394804423294 \tabularnewline
-4 & 0.00765648515313472 \tabularnewline
-3 & 0.0117309461722272 \tabularnewline
-2 & -0.0646456039400339 \tabularnewline
-1 & 0.283650486506656 \tabularnewline
0 & -0.206957715133851 \tabularnewline
1 & -0.0776721156944052 \tabularnewline
2 & 0.131608362770357 \tabularnewline
3 & -0.0173852970153710 \tabularnewline
4 & 0.193983606752842 \tabularnewline
5 & -0.114136458793041 \tabularnewline
6 & -0.0446382898408922 \tabularnewline
7 & 0.14475551129259 \tabularnewline
8 & -0.176739121093148 \tabularnewline
9 & -0.0447224164502246 \tabularnewline
10 & 0.160008115819656 \tabularnewline
11 & -0.0673253800630007 \tabularnewline
12 & 0.0499085493927514 \tabularnewline
13 & 0.055193327696531 \tabularnewline
14 & -0.0804678522516443 \tabularnewline
15 & -0.17994672257157 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7191&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]0.0120291572290834[/C][/ROW]
[ROW][C]-14[/C][C]0.0449764393143479[/C][/ROW]
[ROW][C]-13[/C][C]0.219230262887512[/C][/ROW]
[ROW][C]-12[/C][C]-0.0965303314029749[/C][/ROW]
[ROW][C]-11[/C][C]-0.168022514275030[/C][/ROW]
[ROW][C]-10[/C][C]0.0731814925827238[/C][/ROW]
[ROW][C]-9[/C][C]0.00667832571335654[/C][/ROW]
[ROW][C]-8[/C][C]-0.155256550134013[/C][/ROW]
[ROW][C]-7[/C][C]0.0463788496399503[/C][/ROW]
[ROW][C]-6[/C][C]-0.106233186454106[/C][/ROW]
[ROW][C]-5[/C][C]-0.0573394804423294[/C][/ROW]
[ROW][C]-4[/C][C]0.00765648515313472[/C][/ROW]
[ROW][C]-3[/C][C]0.0117309461722272[/C][/ROW]
[ROW][C]-2[/C][C]-0.0646456039400339[/C][/ROW]
[ROW][C]-1[/C][C]0.283650486506656[/C][/ROW]
[ROW][C]0[/C][C]-0.206957715133851[/C][/ROW]
[ROW][C]1[/C][C]-0.0776721156944052[/C][/ROW]
[ROW][C]2[/C][C]0.131608362770357[/C][/ROW]
[ROW][C]3[/C][C]-0.0173852970153710[/C][/ROW]
[ROW][C]4[/C][C]0.193983606752842[/C][/ROW]
[ROW][C]5[/C][C]-0.114136458793041[/C][/ROW]
[ROW][C]6[/C][C]-0.0446382898408922[/C][/ROW]
[ROW][C]7[/C][C]0.14475551129259[/C][/ROW]
[ROW][C]8[/C][C]-0.176739121093148[/C][/ROW]
[ROW][C]9[/C][C]-0.0447224164502246[/C][/ROW]
[ROW][C]10[/C][C]0.160008115819656[/C][/ROW]
[ROW][C]11[/C][C]-0.0673253800630007[/C][/ROW]
[ROW][C]12[/C][C]0.0499085493927514[/C][/ROW]
[ROW][C]13[/C][C]0.055193327696531[/C][/ROW]
[ROW][C]14[/C][C]-0.0804678522516443[/C][/ROW]
[ROW][C]15[/C][C]-0.17994672257157[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7191&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7191&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])
-150.0120291572290834
-140.0449764393143479
-130.219230262887512
-12-0.0965303314029749
-11-0.168022514275030
-100.0731814925827238
-90.00667832571335654
-8-0.155256550134013
-70.0463788496399503
-6-0.106233186454106
-5-0.0573394804423294
-40.00765648515313472
-30.0117309461722272
-2-0.0646456039400339
-10.283650486506656
0-0.206957715133851
1-0.0776721156944052
20.131608362770357
3-0.0173852970153710
40.193983606752842
5-0.114136458793041
6-0.0446382898408922
70.14475551129259
8-0.176739121093148
9-0.0447224164502246
100.160008115819656
11-0.0673253800630007
120.0499085493927514
130.055193327696531
14-0.0804678522516443
15-0.17994672257157


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')