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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 13:43:16 -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/t1196281990rxc3ey4yhroyf7b.htm/, Retrieved Thu, 02 May 2024 01:13:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7276, Retrieved Thu, 02 May 2024 01:13:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact180

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] [cross correlation...] [2007-11-28 20:43:16] [cb51ec34031fa6f7825ad77351c1efd8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
733.6
844.9
864.3
833.5
814.9
820.4
710.8
773.1
801.2
832.9
808.3
817.2
745.5
932.6
1057.0
879.9
1089.5
903.0
846.1
959.1
952.0
1092.5
1188.9
996.7
1034.3
898.2
1111.6
900.5
1049.2
1010.9
875.9
849.9
713.4
918.6
912.5
767.0
902.2
891.9
874.0
930.9
944.2
935.9
937.1
885.1
892.4
987.3
946.3
799.6
875.4
846.2
880.6
885.7
868.9
882.5
789.6
773.3
804.3
817.8
836.7
721.8
Dataseries Y:
Download CSV
Histogram 
544,5
619,8
777,6
640,4
633,0
722,0
860,1
495,1
692,8
766,7
648,5
640,0
681,6
752,5
1031,7
685,5
887,6
655,4
944,2
626,6
1221,8
939,6
886,6
811,3
774,7
910,6
911,6
697,7
829,8
824,3
885,6
538,9
686,0
878,7
812,7
640,4
773,9
795,9
836,3
876,1
851,7
692,4
877,3
536,8
705,9
951,0
755,7
695,5
744,8
672,1
666,6
760,8
756,0
604,4
883,9
527,9
756,2
812,9
655,6
707,6

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=7276&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=7276&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7276&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)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 series0
krho(Y[t],X[t+k])
-14-0.187171951401378
-13-0.147751060369374
-120.0460248797227359
-110.0630809747063627
-10-0.164937362987902
-9-0.038992040607542
-8-0.0265218712558144
-70.0820213946191847
-60.169321878189782
-50.0896943083968798
-40.334702125595229
-30.112771799801419
-20.135506547908928
-10.275987046873057
00.531765146951329
10.429836169780901
20.280551952907409
30.276665961874943
40.313014258621375
50.150191816823039
60.300274996579621
70.0858207753155049
80.368376620715231
9-0.0732287000896274
10-0.0359757477011307
11-0.101197879562345
12-0.0494163874975895
13-0.0923757951676731
14-0.224712386846301

\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) & 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 & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.187171951401378 \tabularnewline
-13 & -0.147751060369374 \tabularnewline
-12 & 0.0460248797227359 \tabularnewline
-11 & 0.0630809747063627 \tabularnewline
-10 & -0.164937362987902 \tabularnewline
-9 & -0.038992040607542 \tabularnewline
-8 & -0.0265218712558144 \tabularnewline
-7 & 0.0820213946191847 \tabularnewline
-6 & 0.169321878189782 \tabularnewline
-5 & 0.0896943083968798 \tabularnewline
-4 & 0.334702125595229 \tabularnewline
-3 & 0.112771799801419 \tabularnewline
-2 & 0.135506547908928 \tabularnewline
-1 & 0.275987046873057 \tabularnewline
0 & 0.531765146951329 \tabularnewline
1 & 0.429836169780901 \tabularnewline
2 & 0.280551952907409 \tabularnewline
3 & 0.276665961874943 \tabularnewline
4 & 0.313014258621375 \tabularnewline
5 & 0.150191816823039 \tabularnewline
6 & 0.300274996579621 \tabularnewline
7 & 0.0858207753155049 \tabularnewline
8 & 0.368376620715231 \tabularnewline
9 & -0.0732287000896274 \tabularnewline
10 & -0.0359757477011307 \tabularnewline
11 & -0.101197879562345 \tabularnewline
12 & -0.0494163874975895 \tabularnewline
13 & -0.0923757951676731 \tabularnewline
14 & -0.224712386846301 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7276&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]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]0[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-14[/C][C]-0.187171951401378[/C][/ROW]
[ROW][C]-13[/C][C]-0.147751060369374[/C][/ROW]
[ROW][C]-12[/C][C]0.0460248797227359[/C][/ROW]
[ROW][C]-11[/C][C]0.0630809747063627[/C][/ROW]
[ROW][C]-10[/C][C]-0.164937362987902[/C][/ROW]
[ROW][C]-9[/C][C]-0.038992040607542[/C][/ROW]
[ROW][C]-8[/C][C]-0.0265218712558144[/C][/ROW]
[ROW][C]-7[/C][C]0.0820213946191847[/C][/ROW]
[ROW][C]-6[/C][C]0.169321878189782[/C][/ROW]
[ROW][C]-5[/C][C]0.0896943083968798[/C][/ROW]
[ROW][C]-4[/C][C]0.334702125595229[/C][/ROW]
[ROW][C]-3[/C][C]0.112771799801419[/C][/ROW]
[ROW][C]-2[/C][C]0.135506547908928[/C][/ROW]
[ROW][C]-1[/C][C]0.275987046873057[/C][/ROW]
[ROW][C]0[/C][C]0.531765146951329[/C][/ROW]
[ROW][C]1[/C][C]0.429836169780901[/C][/ROW]
[ROW][C]2[/C][C]0.280551952907409[/C][/ROW]
[ROW][C]3[/C][C]0.276665961874943[/C][/ROW]
[ROW][C]4[/C][C]0.313014258621375[/C][/ROW]
[ROW][C]5[/C][C]0.150191816823039[/C][/ROW]
[ROW][C]6[/C][C]0.300274996579621[/C][/ROW]
[ROW][C]7[/C][C]0.0858207753155049[/C][/ROW]
[ROW][C]8[/C][C]0.368376620715231[/C][/ROW]
[ROW][C]9[/C][C]-0.0732287000896274[/C][/ROW]
[ROW][C]10[/C][C]-0.0359757477011307[/C][/ROW]
[ROW][C]11[/C][C]-0.101197879562345[/C][/ROW]
[ROW][C]12[/C][C]-0.0494163874975895[/C][/ROW]
[ROW][C]13[/C][C]-0.0923757951676731[/C][/ROW]
[ROW][C]14[/C][C]-0.224712386846301[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7276&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7276&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)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 series0
krho(Y[t],X[t+k])
-14-0.187171951401378
-13-0.147751060369374
-120.0460248797227359
-110.0630809747063627
-10-0.164937362987902
-9-0.038992040607542
-8-0.0265218712558144
-70.0820213946191847
-60.169321878189782
-50.0896943083968798
-40.334702125595229
-30.112771799801419
-20.135506547908928
-10.275987046873057
00.531765146951329
10.429836169780901
20.280551952907409
30.276665961874943
40.313014258621375
50.150191816823039
60.300274996579621
70.0858207753155049
80.368376620715231
9-0.0732287000896274
10-0.0359757477011307
11-0.101197879562345
12-0.0494163874975895
13-0.0923757951676731
14-0.224712386846301


Figures (Output of Computation)

Input Parameters & R Code

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