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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 11:25:12 -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/t119627370209eojk7xs9ygvsb.htm/, Retrieved Thu, 02 May 2024 04:30:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7195, Retrieved Thu, 02 May 2024 04:30:19 +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_transport en t...] [2007-11-28 18:25:12] [183840e644503a44411d430a3cdac4ba] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
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 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=7195&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=7195&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7195&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])
-15-0.0235532523144765
-14-0.0247222163494064
-13-0.152345378728987
-12-0.030083762158708
-110.144526047798268
-10-0.0908332192951043
-9-0.0137294463647985
-80.130341502419794
-7-0.130488282585172
-60.00754187080091915
-50.05779372857765
-40.258160640023227
-3-0.0854177378126018
-2-0.0462524784138250
-1-0.207602341754977
00.396457788408496
1-0.230477507272544
20.0928790181631826
30.155766492540908
4-0.0203567363058847
5-0.0162607557372459
6-0.0360091727836954
70.0288521862311734
80.0311546044133702
9-0.0412511298781221
10-0.107825371383534
110.0302210610946341
12-0.0804162103857772
130.0148584282340222
14-0.0274206100295474
150.137345715954360

\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 & -0.0235532523144765 \tabularnewline
-14 & -0.0247222163494064 \tabularnewline
-13 & -0.152345378728987 \tabularnewline
-12 & -0.030083762158708 \tabularnewline
-11 & 0.144526047798268 \tabularnewline
-10 & -0.0908332192951043 \tabularnewline
-9 & -0.0137294463647985 \tabularnewline
-8 & 0.130341502419794 \tabularnewline
-7 & -0.130488282585172 \tabularnewline
-6 & 0.00754187080091915 \tabularnewline
-5 & 0.05779372857765 \tabularnewline
-4 & 0.258160640023227 \tabularnewline
-3 & -0.0854177378126018 \tabularnewline
-2 & -0.0462524784138250 \tabularnewline
-1 & -0.207602341754977 \tabularnewline
0 & 0.396457788408496 \tabularnewline
1 & -0.230477507272544 \tabularnewline
2 & 0.0928790181631826 \tabularnewline
3 & 0.155766492540908 \tabularnewline
4 & -0.0203567363058847 \tabularnewline
5 & -0.0162607557372459 \tabularnewline
6 & -0.0360091727836954 \tabularnewline
7 & 0.0288521862311734 \tabularnewline
8 & 0.0311546044133702 \tabularnewline
9 & -0.0412511298781221 \tabularnewline
10 & -0.107825371383534 \tabularnewline
11 & 0.0302210610946341 \tabularnewline
12 & -0.0804162103857772 \tabularnewline
13 & 0.0148584282340222 \tabularnewline
14 & -0.0274206100295474 \tabularnewline
15 & 0.137345715954360 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7195&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]-0.0235532523144765[/C][/ROW]
[ROW][C]-14[/C][C]-0.0247222163494064[/C][/ROW]
[ROW][C]-13[/C][C]-0.152345378728987[/C][/ROW]
[ROW][C]-12[/C][C]-0.030083762158708[/C][/ROW]
[ROW][C]-11[/C][C]0.144526047798268[/C][/ROW]
[ROW][C]-10[/C][C]-0.0908332192951043[/C][/ROW]
[ROW][C]-9[/C][C]-0.0137294463647985[/C][/ROW]
[ROW][C]-8[/C][C]0.130341502419794[/C][/ROW]
[ROW][C]-7[/C][C]-0.130488282585172[/C][/ROW]
[ROW][C]-6[/C][C]0.00754187080091915[/C][/ROW]
[ROW][C]-5[/C][C]0.05779372857765[/C][/ROW]
[ROW][C]-4[/C][C]0.258160640023227[/C][/ROW]
[ROW][C]-3[/C][C]-0.0854177378126018[/C][/ROW]
[ROW][C]-2[/C][C]-0.0462524784138250[/C][/ROW]
[ROW][C]-1[/C][C]-0.207602341754977[/C][/ROW]
[ROW][C]0[/C][C]0.396457788408496[/C][/ROW]
[ROW][C]1[/C][C]-0.230477507272544[/C][/ROW]
[ROW][C]2[/C][C]0.0928790181631826[/C][/ROW]
[ROW][C]3[/C][C]0.155766492540908[/C][/ROW]
[ROW][C]4[/C][C]-0.0203567363058847[/C][/ROW]
[ROW][C]5[/C][C]-0.0162607557372459[/C][/ROW]
[ROW][C]6[/C][C]-0.0360091727836954[/C][/ROW]
[ROW][C]7[/C][C]0.0288521862311734[/C][/ROW]
[ROW][C]8[/C][C]0.0311546044133702[/C][/ROW]
[ROW][C]9[/C][C]-0.0412511298781221[/C][/ROW]
[ROW][C]10[/C][C]-0.107825371383534[/C][/ROW]
[ROW][C]11[/C][C]0.0302210610946341[/C][/ROW]
[ROW][C]12[/C][C]-0.0804162103857772[/C][/ROW]
[ROW][C]13[/C][C]0.0148584282340222[/C][/ROW]
[ROW][C]14[/C][C]-0.0274206100295474[/C][/ROW]
[ROW][C]15[/C][C]0.137345715954360[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7195&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7195&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])
-15-0.0235532523144765
-14-0.0247222163494064
-13-0.152345378728987
-12-0.030083762158708
-110.144526047798268
-10-0.0908332192951043
-9-0.0137294463647985
-80.130341502419794
-7-0.130488282585172
-60.00754187080091915
-50.05779372857765
-40.258160640023227
-3-0.0854177378126018
-2-0.0462524784138250
-1-0.207602341754977
00.396457788408496
1-0.230477507272544
20.0928790181631826
30.155766492540908
4-0.0203567363058847
5-0.0162607557372459
6-0.0360091727836954
70.0288521862311734
80.0311546044133702
9-0.0412511298781221
10-0.107825371383534
110.0302210610946341
12-0.0804162103857772
130.0148584282340222
14-0.0274206100295474
150.137345715954360


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')