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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 13:10:16 -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/29/t1196366608p459atc47ey8xw2.htm/, Retrieved Fri, 03 May 2024 05:15:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7596, Retrieved Fri, 03 May 2024 05:15:53 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgedifferentieerde tijdreeksen
Estimated Impact163

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...] [2007-11-29 20:10:16] [0ad9b3c11abcaba622af0629507f53fa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4,8
6,1
1,7
5,1
-3,1
8,1
6,4
3,4
4,2
0,8
1,7
4,6
0,6
0,2
14,2
2,6
6,5
10,3
-0,4
5,8
9,2
-4,4
10,2
12,6
5,2
1,1
-0,3
4,3
6,1
3,4
-6,3
5,5
1,9
0,7
6,3
0,4
6,2
4,5
9,6
-0,2
10,8
0,1
6,0
5,7
0,0
14,1
5,8
-2,3
4,6
7,6
5,7
9,4
1,9
4,9
11,4
Dataseries Y:
Download CSV
Histogram 
4,20
-15,30
-14,50
1,40
5,00
-1,20
1,30
-9,40
8,10
7,30
-2,30
-1,40
-4,40
13,90
11,70
5,40
-6,30
2,30
3,90
4,00
5,30
-10,10
-10,90
4,20
2,30
9,40
-1,80
-14,60
15,80
0,80
4,80
0,40
-20,10
1,60
13,00
5,70
-6,90
-14,00
20,10
12,60
-16,50
6,90
-13,90
-22,60
0,80
9,00
3,00
-33,10
13,90
5,70
-6,30
-4,80
10,90
-19,00

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=7596&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=7596&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7596&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])
-140.197862639433042
-13-0.198365873394054
-120.15762965145864
-110.124973028585150
-100.00562464895945186
-9-0.156571578816709
-8-0.0218667564293227
-7-0.050096783601508
-60.186057734604999
-5-0.157699585834343
-4-0.201161346720368
-30.168202756245341
-2-0.195081963260477
-10.0716767779569908
00.0814875119261071
1-0.0086488817811643
2-0.126297533556215
30.0524116385274158
40.0211468861533442
50.01113098672959
6-0.00836779246623916
70.0182659615890360
8-0.0217962330786508
90.025509450706327
100.104946271740755
110.0589561127432704
120.00628493976748329
13-0.234918657337744
140.09055812269736

\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
-14 & 0.197862639433042 \tabularnewline
-13 & -0.198365873394054 \tabularnewline
-12 & 0.15762965145864 \tabularnewline
-11 & 0.124973028585150 \tabularnewline
-10 & 0.00562464895945186 \tabularnewline
-9 & -0.156571578816709 \tabularnewline
-8 & -0.0218667564293227 \tabularnewline
-7 & -0.050096783601508 \tabularnewline
-6 & 0.186057734604999 \tabularnewline
-5 & -0.157699585834343 \tabularnewline
-4 & -0.201161346720368 \tabularnewline
-3 & 0.168202756245341 \tabularnewline
-2 & -0.195081963260477 \tabularnewline
-1 & 0.0716767779569908 \tabularnewline
0 & 0.0814875119261071 \tabularnewline
1 & -0.0086488817811643 \tabularnewline
2 & -0.126297533556215 \tabularnewline
3 & 0.0524116385274158 \tabularnewline
4 & 0.0211468861533442 \tabularnewline
5 & 0.01113098672959 \tabularnewline
6 & -0.00836779246623916 \tabularnewline
7 & 0.0182659615890360 \tabularnewline
8 & -0.0217962330786508 \tabularnewline
9 & 0.025509450706327 \tabularnewline
10 & 0.104946271740755 \tabularnewline
11 & 0.0589561127432704 \tabularnewline
12 & 0.00628493976748329 \tabularnewline
13 & -0.234918657337744 \tabularnewline
14 & 0.09055812269736 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7596&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]-14[/C][C]0.197862639433042[/C][/ROW]
[ROW][C]-13[/C][C]-0.198365873394054[/C][/ROW]
[ROW][C]-12[/C][C]0.15762965145864[/C][/ROW]
[ROW][C]-11[/C][C]0.124973028585150[/C][/ROW]
[ROW][C]-10[/C][C]0.00562464895945186[/C][/ROW]
[ROW][C]-9[/C][C]-0.156571578816709[/C][/ROW]
[ROW][C]-8[/C][C]-0.0218667564293227[/C][/ROW]
[ROW][C]-7[/C][C]-0.050096783601508[/C][/ROW]
[ROW][C]-6[/C][C]0.186057734604999[/C][/ROW]
[ROW][C]-5[/C][C]-0.157699585834343[/C][/ROW]
[ROW][C]-4[/C][C]-0.201161346720368[/C][/ROW]
[ROW][C]-3[/C][C]0.168202756245341[/C][/ROW]
[ROW][C]-2[/C][C]-0.195081963260477[/C][/ROW]
[ROW][C]-1[/C][C]0.0716767779569908[/C][/ROW]
[ROW][C]0[/C][C]0.0814875119261071[/C][/ROW]
[ROW][C]1[/C][C]-0.0086488817811643[/C][/ROW]
[ROW][C]2[/C][C]-0.126297533556215[/C][/ROW]
[ROW][C]3[/C][C]0.0524116385274158[/C][/ROW]
[ROW][C]4[/C][C]0.0211468861533442[/C][/ROW]
[ROW][C]5[/C][C]0.01113098672959[/C][/ROW]
[ROW][C]6[/C][C]-0.00836779246623916[/C][/ROW]
[ROW][C]7[/C][C]0.0182659615890360[/C][/ROW]
[ROW][C]8[/C][C]-0.0217962330786508[/C][/ROW]
[ROW][C]9[/C][C]0.025509450706327[/C][/ROW]
[ROW][C]10[/C][C]0.104946271740755[/C][/ROW]
[ROW][C]11[/C][C]0.0589561127432704[/C][/ROW]
[ROW][C]12[/C][C]0.00628493976748329[/C][/ROW]
[ROW][C]13[/C][C]-0.234918657337744[/C][/ROW]
[ROW][C]14[/C][C]0.09055812269736[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7596&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7596&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])
-140.197862639433042
-13-0.198365873394054
-120.15762965145864
-110.124973028585150
-100.00562464895945186
-9-0.156571578816709
-8-0.0218667564293227
-7-0.050096783601508
-60.186057734604999
-5-0.157699585834343
-4-0.201161346720368
-30.168202756245341
-2-0.195081963260477
-10.0716767779569908
00.0814875119261071
1-0.0086488817811643
2-0.126297533556215
30.0524116385274158
40.0211468861533442
50.01113098672959
6-0.00836779246623916
70.0182659615890360
8-0.0217962330786508
90.025509450706327
100.104946271740755
110.0589561127432704
120.00628493976748329
13-0.234918657337744
140.09055812269736


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')