Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Thu, 29 Nov 2007 11:24:00 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/29/t11963602084b66dyqfy0zb5lx.htm/, Retrieved Fri, 03 May 2024 11:31:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7564, Retrieved Fri, 03 May 2024 11:31:57 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

bridome

Estimated Impact

198

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Cross Correlation Function] [cross correlation...] [2007-11-29 18:24:00] [05eb25e9a99d8c3f4eb6a6fe65650e56] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Dataseries Y:

Download CSV

Histogram

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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=7564&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=7564&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7564&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-17	0.572871937300082
-16	0.523477063611138
-15	0.541749620486929
-14	0.566428724925392
-13	0.565449082830950
-12	0.574212003877465
-11	0.619973660632641
-10	0.640189848574878
-9	0.677899709507638
-8	0.745999467145572
-7	0.747490781603665
-6	0.750752095835524
-5	0.729782314586477
-4	0.641989236394626
-3	0.6191171217729
-2	0.613198371966922
-1	0.599505401001557
0	0.590071785142166
1	0.611792845469604
2	0.601777904723515
3	0.61339926071097
4	0.674426223008845
5	0.655884824031759
6	0.62000411950707
7	0.557973963526296
8	0.443079489513923
9	0.392903893389219
10	0.361701532149685
11	0.34444134400962
12	0.322963567497909
13	0.33052724254513
14	0.316346378687485
15	0.302366029668913
16	0.344291368290804
17	0.311820181539960

\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
-17 & 0.572871937300082 \tabularnewline
-16 & 0.523477063611138 \tabularnewline
-15 & 0.541749620486929 \tabularnewline
-14 & 0.566428724925392 \tabularnewline
-13 & 0.565449082830950 \tabularnewline
-12 & 0.574212003877465 \tabularnewline
-11 & 0.619973660632641 \tabularnewline
-10 & 0.640189848574878 \tabularnewline
-9 & 0.677899709507638 \tabularnewline
-8 & 0.745999467145572 \tabularnewline
-7 & 0.747490781603665 \tabularnewline
-6 & 0.750752095835524 \tabularnewline
-5 & 0.729782314586477 \tabularnewline
-4 & 0.641989236394626 \tabularnewline
-3 & 0.6191171217729 \tabularnewline
-2 & 0.613198371966922 \tabularnewline
-1 & 0.599505401001557 \tabularnewline
0 & 0.590071785142166 \tabularnewline
1 & 0.611792845469604 \tabularnewline
2 & 0.601777904723515 \tabularnewline
3 & 0.61339926071097 \tabularnewline
4 & 0.674426223008845 \tabularnewline
5 & 0.655884824031759 \tabularnewline
6 & 0.62000411950707 \tabularnewline
7 & 0.557973963526296 \tabularnewline
8 & 0.443079489513923 \tabularnewline
9 & 0.392903893389219 \tabularnewline
10 & 0.361701532149685 \tabularnewline
11 & 0.34444134400962 \tabularnewline
12 & 0.322963567497909 \tabularnewline
13 & 0.33052724254513 \tabularnewline
14 & 0.316346378687485 \tabularnewline
15 & 0.302366029668913 \tabularnewline
16 & 0.344291368290804 \tabularnewline
17 & 0.311820181539960 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7564&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]-17[/C][C]0.572871937300082[/C][/ROW]
[ROW][C]-16[/C][C]0.523477063611138[/C][/ROW]
[ROW][C]-15[/C][C]0.541749620486929[/C][/ROW]
[ROW][C]-14[/C][C]0.566428724925392[/C][/ROW]
[ROW][C]-13[/C][C]0.565449082830950[/C][/ROW]
[ROW][C]-12[/C][C]0.574212003877465[/C][/ROW]
[ROW][C]-11[/C][C]0.619973660632641[/C][/ROW]
[ROW][C]-10[/C][C]0.640189848574878[/C][/ROW]
[ROW][C]-9[/C][C]0.677899709507638[/C][/ROW]
[ROW][C]-8[/C][C]0.745999467145572[/C][/ROW]
[ROW][C]-7[/C][C]0.747490781603665[/C][/ROW]
[ROW][C]-6[/C][C]0.750752095835524[/C][/ROW]
[ROW][C]-5[/C][C]0.729782314586477[/C][/ROW]
[ROW][C]-4[/C][C]0.641989236394626[/C][/ROW]
[ROW][C]-3[/C][C]0.6191171217729[/C][/ROW]
[ROW][C]-2[/C][C]0.613198371966922[/C][/ROW]
[ROW][C]-1[/C][C]0.599505401001557[/C][/ROW]
[ROW][C]0[/C][C]0.590071785142166[/C][/ROW]
[ROW][C]1[/C][C]0.611792845469604[/C][/ROW]
[ROW][C]2[/C][C]0.601777904723515[/C][/ROW]
[ROW][C]3[/C][C]0.61339926071097[/C][/ROW]
[ROW][C]4[/C][C]0.674426223008845[/C][/ROW]
[ROW][C]5[/C][C]0.655884824031759[/C][/ROW]
[ROW][C]6[/C][C]0.62000411950707[/C][/ROW]
[ROW][C]7[/C][C]0.557973963526296[/C][/ROW]
[ROW][C]8[/C][C]0.443079489513923[/C][/ROW]
[ROW][C]9[/C][C]0.392903893389219[/C][/ROW]
[ROW][C]10[/C][C]0.361701532149685[/C][/ROW]
[ROW][C]11[/C][C]0.34444134400962[/C][/ROW]
[ROW][C]12[/C][C]0.322963567497909[/C][/ROW]
[ROW][C]13[/C][C]0.33052724254513[/C][/ROW]
[ROW][C]14[/C][C]0.316346378687485[/C][/ROW]
[ROW][C]15[/C][C]0.302366029668913[/C][/ROW]
[ROW][C]16[/C][C]0.344291368290804[/C][/ROW]
[ROW][C]17[/C][C]0.311820181539960[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7564&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7564&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-17	0.572871937300082
-16	0.523477063611138
-15	0.541749620486929
-14	0.566428724925392
-13	0.565449082830950
-12	0.574212003877465
-11	0.619973660632641
-10	0.640189848574878
-9	0.677899709507638
-8	0.745999467145572
-7	0.747490781603665
-6	0.750752095835524
-5	0.729782314586477
-4	0.641989236394626
-3	0.6191171217729
-2	0.613198371966922
-1	0.599505401001557
0	0.590071785142166
1	0.611792845469604
2	0.601777904723515
3	0.61339926071097
4	0.674426223008845
5	0.655884824031759
6	0.62000411950707
7	0.557973963526296
8	0.443079489513923
9	0.392903893389219
10	0.361701532149685
11	0.34444134400962
12	0.322963567497909
13	0.33052724254513
14	0.316346378687485
15	0.302366029668913
16	0.344291368290804
17	0.311820181539960

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code