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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 computationThu, 29 Nov 2007 12:05:54 -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/29/t1196362583196fjpsd4jgy3zn.htm/, Retrieved Fri, 03 May 2024 11:32:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7573, Retrieved Fri, 03 May 2024 11:32:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact154

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] [dollarkoer-ruwe a...] [2007-11-29 19:05:54] [cb51ec34031fa6f7825ad77351c1efd8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0
-1,9
8,5
9,2
1,3
1,1
8,1
5,2
8,9
-2,5
6,8
2,6
1
6,4
1,3
-13
13,6
6,5
-4,1
4,5
9,6
-1,9
2,7
-23,6
0,2
5,6
-6,4
2,1
5,1
-2,1
-6,6
2,5
-0,5
-15,5
-8,7
-0,3
2,4
2,2
13,3
6,2
0,5
-3,5
3,7
3,3
5,7
-3
-9,8
9,3
10,8
8,1
-9,1
-16,6
1,8
6,3
3,1
3,9
-9,9
7,1
0,7
2,8
Dataseries Y:
Download CSV
Histogram 
0
-0,04
-0,0325
-0,0179
-0,0076
-0,025
-0,0025
0,0251
-0,0103
0,0205
-0,0368
-0,0228
0,0027
-0,0303
-0,0191
-0,0173
-0,041
0,0432
-0,0095
-0,0356
-0,032
-0,0169
0,0012
0,0409
0,041
-0,0166
-0,0122
-0,0175
-0,0178
-0,021
0,0075
0,0398
0,0106
-0,0052
-0,0176
0,0041
-0,0091
-0,0133
0,0058
0,01
0,0312
0,0384
0,0368
-0,0144
0,003
0,0003
0,0203
0,0169
0,0439
0,0151
0,0034
0,0041
0,0734
0,0081
-0,0291
-0,0233
0,0083
0,047
0,001
0,0584

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=7573&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=7573&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7573&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])
-140.0603561113376543
-13-0.074388587933799
-12-0.0894221073351754
-110.00629591601039106
-100.129414478715068
-9-0.109592193265415
-8-0.302983181219141
-7-0.173255042037201
-6-0.178140526002475
-50.0292414672312031
-40.343854756139296
-30.0730803286438329
-2-0.102679836905115
-1-0.139101005751019
0-0.114296751158855
1-0.00294015776406485
2-0.0459101289170993
3-0.0926892935561442
4-0.0649740464012369
50.0399022574536168
6-0.167726003539841
70.235044743026208
80.0949669866825292
9-0.148780972434953
10-0.102331570945005
11-0.086555466243168
120.0347638144604283
130.239723830462036
140.0617319815282391

\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 & 0.0603561113376543 \tabularnewline
-13 & -0.074388587933799 \tabularnewline
-12 & -0.0894221073351754 \tabularnewline
-11 & 0.00629591601039106 \tabularnewline
-10 & 0.129414478715068 \tabularnewline
-9 & -0.109592193265415 \tabularnewline
-8 & -0.302983181219141 \tabularnewline
-7 & -0.173255042037201 \tabularnewline
-6 & -0.178140526002475 \tabularnewline
-5 & 0.0292414672312031 \tabularnewline
-4 & 0.343854756139296 \tabularnewline
-3 & 0.0730803286438329 \tabularnewline
-2 & -0.102679836905115 \tabularnewline
-1 & -0.139101005751019 \tabularnewline
0 & -0.114296751158855 \tabularnewline
1 & -0.00294015776406485 \tabularnewline
2 & -0.0459101289170993 \tabularnewline
3 & -0.0926892935561442 \tabularnewline
4 & -0.0649740464012369 \tabularnewline
5 & 0.0399022574536168 \tabularnewline
6 & -0.167726003539841 \tabularnewline
7 & 0.235044743026208 \tabularnewline
8 & 0.0949669866825292 \tabularnewline
9 & -0.148780972434953 \tabularnewline
10 & -0.102331570945005 \tabularnewline
11 & -0.086555466243168 \tabularnewline
12 & 0.0347638144604283 \tabularnewline
13 & 0.239723830462036 \tabularnewline
14 & 0.0617319815282391 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7573&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]0.0603561113376543[/C][/ROW]
[ROW][C]-13[/C][C]-0.074388587933799[/C][/ROW]
[ROW][C]-12[/C][C]-0.0894221073351754[/C][/ROW]
[ROW][C]-11[/C][C]0.00629591601039106[/C][/ROW]
[ROW][C]-10[/C][C]0.129414478715068[/C][/ROW]
[ROW][C]-9[/C][C]-0.109592193265415[/C][/ROW]
[ROW][C]-8[/C][C]-0.302983181219141[/C][/ROW]
[ROW][C]-7[/C][C]-0.173255042037201[/C][/ROW]
[ROW][C]-6[/C][C]-0.178140526002475[/C][/ROW]
[ROW][C]-5[/C][C]0.0292414672312031[/C][/ROW]
[ROW][C]-4[/C][C]0.343854756139296[/C][/ROW]
[ROW][C]-3[/C][C]0.0730803286438329[/C][/ROW]
[ROW][C]-2[/C][C]-0.102679836905115[/C][/ROW]
[ROW][C]-1[/C][C]-0.139101005751019[/C][/ROW]
[ROW][C]0[/C][C]-0.114296751158855[/C][/ROW]
[ROW][C]1[/C][C]-0.00294015776406485[/C][/ROW]
[ROW][C]2[/C][C]-0.0459101289170993[/C][/ROW]
[ROW][C]3[/C][C]-0.0926892935561442[/C][/ROW]
[ROW][C]4[/C][C]-0.0649740464012369[/C][/ROW]
[ROW][C]5[/C][C]0.0399022574536168[/C][/ROW]
[ROW][C]6[/C][C]-0.167726003539841[/C][/ROW]
[ROW][C]7[/C][C]0.235044743026208[/C][/ROW]
[ROW][C]8[/C][C]0.0949669866825292[/C][/ROW]
[ROW][C]9[/C][C]-0.148780972434953[/C][/ROW]
[ROW][C]10[/C][C]-0.102331570945005[/C][/ROW]
[ROW][C]11[/C][C]-0.086555466243168[/C][/ROW]
[ROW][C]12[/C][C]0.0347638144604283[/C][/ROW]
[ROW][C]13[/C][C]0.239723830462036[/C][/ROW]
[ROW][C]14[/C][C]0.0617319815282391[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7573&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7573&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])
-140.0603561113376543
-13-0.074388587933799
-12-0.0894221073351754
-110.00629591601039106
-100.129414478715068
-9-0.109592193265415
-8-0.302983181219141
-7-0.173255042037201
-6-0.178140526002475
-50.0292414672312031
-40.343854756139296
-30.0730803286438329
-2-0.102679836905115
-1-0.139101005751019
0-0.114296751158855
1-0.00294015776406485
2-0.0459101289170993
3-0.0926892935561442
4-0.0649740464012369
50.0399022574536168
6-0.167726003539841
70.235044743026208
80.0949669866825292
9-0.148780972434953
10-0.102331570945005
11-0.086555466243168
120.0347638144604283
130.239723830462036
140.0617319815282391


Figures (Output of Computation)

Input Parameters & R Code

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')