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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 12:34:54 -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/t1196278015xpe0nsunztfkxhk.htm/, Retrieved Thu, 02 May 2024 10:15:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7255, Retrieved Thu, 02 May 2024 10:15:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170

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] [G3CrossCorrelEcht...] [2007-11-28 19:34:54] [142ab5472309a9ae9a3b52678758dc4a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2
0
-2
1
-1
1
0
0
-2
2
0
1
-3
5
-2
0
0
2
-2
1
1
-3
-1
2
1
0
-1
-2
1
0
-1
0
-3
1
1
0
1
1
-1
1
-2
3
-2
-2
-2
1
1
1
Dataseries Y:
Download CSV
Histogram 
183
118
-110
-41
85
314
242
-34
164
-160
-118
114
-152
-214
223
124
-410
356
-432
363
-20
-10
173
44
-328
273
-188
1
238
-237
112
-174
-18
-148
-65
-40
30
-219
103
-507
74
-54
-302
-76
-280
67
-45
-452

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=7255&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=7255&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7255&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 series1
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-120.645713106348752
-11-0.4678822501621
-100.229949838138968
-90.0648354088095627
-8-0.229556854063701
-70.159292260544628
-60.0132629826097590
-5-0.224926382223982
-40.317403904604582
-3-0.0890968870557518
-2-0.155334368270704
-10.415356794878395
0-0.800110847244703
10.455084778277407
2-0.112515264896176
30.0301943421441100
40.122936766361247
5-0.00984242697012176
6-0.0910321792445333
70.170958211581378
8-0.190414076639694
90.170348808158297
100.0465070791371541
11-0.0587760393392125
120.227701752874787

\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 & 1 \tabularnewline
Degree of seasonal differencing (D) of X series & 0 \tabularnewline
Seasonal Period (s) & 12 \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 & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-12 & 0.645713106348752 \tabularnewline
-11 & -0.4678822501621 \tabularnewline
-10 & 0.229949838138968 \tabularnewline
-9 & 0.0648354088095627 \tabularnewline
-8 & -0.229556854063701 \tabularnewline
-7 & 0.159292260544628 \tabularnewline
-6 & 0.0132629826097590 \tabularnewline
-5 & -0.224926382223982 \tabularnewline
-4 & 0.317403904604582 \tabularnewline
-3 & -0.0890968870557518 \tabularnewline
-2 & -0.155334368270704 \tabularnewline
-1 & 0.415356794878395 \tabularnewline
0 & -0.800110847244703 \tabularnewline
1 & 0.455084778277407 \tabularnewline
2 & -0.112515264896176 \tabularnewline
3 & 0.0301943421441100 \tabularnewline
4 & 0.122936766361247 \tabularnewline
5 & -0.00984242697012176 \tabularnewline
6 & -0.0910321792445333 \tabularnewline
7 & 0.170958211581378 \tabularnewline
8 & -0.190414076639694 \tabularnewline
9 & 0.170348808158297 \tabularnewline
10 & 0.0465070791371541 \tabularnewline
11 & -0.0587760393392125 \tabularnewline
12 & 0.227701752874787 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7255&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]1[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of X series[/C][C]0[/C][/ROW]
[ROW][C]Seasonal Period (s)[/C][C]12[/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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-12[/C][C]0.645713106348752[/C][/ROW]
[ROW][C]-11[/C][C]-0.4678822501621[/C][/ROW]
[ROW][C]-10[/C][C]0.229949838138968[/C][/ROW]
[ROW][C]-9[/C][C]0.0648354088095627[/C][/ROW]
[ROW][C]-8[/C][C]-0.229556854063701[/C][/ROW]
[ROW][C]-7[/C][C]0.159292260544628[/C][/ROW]
[ROW][C]-6[/C][C]0.0132629826097590[/C][/ROW]
[ROW][C]-5[/C][C]-0.224926382223982[/C][/ROW]
[ROW][C]-4[/C][C]0.317403904604582[/C][/ROW]
[ROW][C]-3[/C][C]-0.0890968870557518[/C][/ROW]
[ROW][C]-2[/C][C]-0.155334368270704[/C][/ROW]
[ROW][C]-1[/C][C]0.415356794878395[/C][/ROW]
[ROW][C]0[/C][C]-0.800110847244703[/C][/ROW]
[ROW][C]1[/C][C]0.455084778277407[/C][/ROW]
[ROW][C]2[/C][C]-0.112515264896176[/C][/ROW]
[ROW][C]3[/C][C]0.0301943421441100[/C][/ROW]
[ROW][C]4[/C][C]0.122936766361247[/C][/ROW]
[ROW][C]5[/C][C]-0.00984242697012176[/C][/ROW]
[ROW][C]6[/C][C]-0.0910321792445333[/C][/ROW]
[ROW][C]7[/C][C]0.170958211581378[/C][/ROW]
[ROW][C]8[/C][C]-0.190414076639694[/C][/ROW]
[ROW][C]9[/C][C]0.170348808158297[/C][/ROW]
[ROW][C]10[/C][C]0.0465070791371541[/C][/ROW]
[ROW][C]11[/C][C]-0.0587760393392125[/C][/ROW]
[ROW][C]12[/C][C]0.227701752874787[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7255&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7255&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 series1
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-120.645713106348752
-11-0.4678822501621
-100.229949838138968
-90.0648354088095627
-8-0.229556854063701
-70.159292260544628
-60.0132629826097590
-5-0.224926382223982
-40.317403904604582
-3-0.0890968870557518
-2-0.155334368270704
-10.415356794878395
0-0.800110847244703
10.455084778277407
2-0.112515264896176
30.0301943421441100
40.122936766361247
5-0.00984242697012176
6-0.0910321792445333
70.170958211581378
8-0.190414076639694
90.170348808158297
100.0465070791371541
11-0.0587760393392125
120.227701752874787


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 1 ;
Parameters (R input):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 1 ;
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')