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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 computationFri, 30 Nov 2007 01:58:16 -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/30/t1196412435ikq4csdt7b9bfa7.htm/, Retrieved Sun, 28 Apr 2024 09:14:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7620, Retrieved Sun, 28 Apr 2024 09:14:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact246

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 corr funct] [2007-11-30 08:58:16] [6c82e325b196f1aec5740f38b2795d46] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.5
1.4
1.6
1.6
1.6
1.4
1.7
1.8
1.9
2.2
2.1
2.4
2.6
2.8
2.7
2.6
2.9
2.8
2.2
2.2
2.2
2
2
1.7
1.4
1.3
1.4
1.3
1.3
1.4
2
1.7
1.8
1.7
1.6
1.7
1.9
1.8
1.7
1.6
1.8
1.6
1.5
1.5
1.3
1.4
1.4
1.3
1.3
1.2
1.1
1.4
1.2
1.5
1.1
1.3
1.5
1.1
1.4
1.3
1.5
1.6
1.7
1.1
1.6
1.3
1.7
1.6
1.7
1.9
1.8
1.9
1.6
1.5
1.6
1.6
1.7
2
2
1.9
1.7
1.8
1.9
1.7
2
Dataseries Y:
Download CSV
Histogram 
4.76
4.83
4.81
4.77
4.77
4.77
4.79
4.63
4.53
4.52
4.51
4.06
3.76
3.48
3.35
3.31
3.3
3.3
3.3
3.32
3.34
3.32
3.29
3.29
3.29
3.28
3.02
2.84
2.78
2.63
2.54
2.56
2.19
2.09
2.06
2.08
2.05
2.03
2.04
2.03
2.01
2.01
2.01
2.01
2.01
2.01
2.02
2.02
2.03
2.05
2.08
2.07
2.06
2.05
2.05
2.05
2.05
2.05
2.06
2.06
2.07
2.07
2.3
2.31
2.31
2.53
2.58
2.59
2.73
2.82
3
3.04
3.23
3.32
3.49
3.57
3.56
3.72
3.82
3.82
3.98
4.06
4.08
4.19
4.16

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=7620&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=7620&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7620&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])
-16-0.103149023689939
-15-0.0397485745921663
-140.0227215398331327
-130.0786536445809447
-120.123822733169880
-110.155703770911114
-100.185560093889344
-90.213675154731689
-80.236322406957205
-70.260604905572242
-60.282796476080933
-50.294901671282098
-40.307061176304208
-30.317707446041382
-20.333566342633963
-10.353617139036262
00.382676669983928
10.42673452537029
20.479625166361564
30.522680521970909
40.572213253690524
50.621949461246142
60.680101087152567
70.71332376127551
80.728149169546183
90.739140155664175
100.727670682956115
110.71299432691683
120.672276039749785
130.604336628767357
140.52363515383322
150.445110907542822
160.368321599642034

\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
-16 & -0.103149023689939 \tabularnewline
-15 & -0.0397485745921663 \tabularnewline
-14 & 0.0227215398331327 \tabularnewline
-13 & 0.0786536445809447 \tabularnewline
-12 & 0.123822733169880 \tabularnewline
-11 & 0.155703770911114 \tabularnewline
-10 & 0.185560093889344 \tabularnewline
-9 & 0.213675154731689 \tabularnewline
-8 & 0.236322406957205 \tabularnewline
-7 & 0.260604905572242 \tabularnewline
-6 & 0.282796476080933 \tabularnewline
-5 & 0.294901671282098 \tabularnewline
-4 & 0.307061176304208 \tabularnewline
-3 & 0.317707446041382 \tabularnewline
-2 & 0.333566342633963 \tabularnewline
-1 & 0.353617139036262 \tabularnewline
0 & 0.382676669983928 \tabularnewline
1 & 0.42673452537029 \tabularnewline
2 & 0.479625166361564 \tabularnewline
3 & 0.522680521970909 \tabularnewline
4 & 0.572213253690524 \tabularnewline
5 & 0.621949461246142 \tabularnewline
6 & 0.680101087152567 \tabularnewline
7 & 0.71332376127551 \tabularnewline
8 & 0.728149169546183 \tabularnewline
9 & 0.739140155664175 \tabularnewline
10 & 0.727670682956115 \tabularnewline
11 & 0.71299432691683 \tabularnewline
12 & 0.672276039749785 \tabularnewline
13 & 0.604336628767357 \tabularnewline
14 & 0.52363515383322 \tabularnewline
15 & 0.445110907542822 \tabularnewline
16 & 0.368321599642034 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7620&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]-16[/C][C]-0.103149023689939[/C][/ROW]
[ROW][C]-15[/C][C]-0.0397485745921663[/C][/ROW]
[ROW][C]-14[/C][C]0.0227215398331327[/C][/ROW]
[ROW][C]-13[/C][C]0.0786536445809447[/C][/ROW]
[ROW][C]-12[/C][C]0.123822733169880[/C][/ROW]
[ROW][C]-11[/C][C]0.155703770911114[/C][/ROW]
[ROW][C]-10[/C][C]0.185560093889344[/C][/ROW]
[ROW][C]-9[/C][C]0.213675154731689[/C][/ROW]
[ROW][C]-8[/C][C]0.236322406957205[/C][/ROW]
[ROW][C]-7[/C][C]0.260604905572242[/C][/ROW]
[ROW][C]-6[/C][C]0.282796476080933[/C][/ROW]
[ROW][C]-5[/C][C]0.294901671282098[/C][/ROW]
[ROW][C]-4[/C][C]0.307061176304208[/C][/ROW]
[ROW][C]-3[/C][C]0.317707446041382[/C][/ROW]
[ROW][C]-2[/C][C]0.333566342633963[/C][/ROW]
[ROW][C]-1[/C][C]0.353617139036262[/C][/ROW]
[ROW][C]0[/C][C]0.382676669983928[/C][/ROW]
[ROW][C]1[/C][C]0.42673452537029[/C][/ROW]
[ROW][C]2[/C][C]0.479625166361564[/C][/ROW]
[ROW][C]3[/C][C]0.522680521970909[/C][/ROW]
[ROW][C]4[/C][C]0.572213253690524[/C][/ROW]
[ROW][C]5[/C][C]0.621949461246142[/C][/ROW]
[ROW][C]6[/C][C]0.680101087152567[/C][/ROW]
[ROW][C]7[/C][C]0.71332376127551[/C][/ROW]
[ROW][C]8[/C][C]0.728149169546183[/C][/ROW]
[ROW][C]9[/C][C]0.739140155664175[/C][/ROW]
[ROW][C]10[/C][C]0.727670682956115[/C][/ROW]
[ROW][C]11[/C][C]0.71299432691683[/C][/ROW]
[ROW][C]12[/C][C]0.672276039749785[/C][/ROW]
[ROW][C]13[/C][C]0.604336628767357[/C][/ROW]
[ROW][C]14[/C][C]0.52363515383322[/C][/ROW]
[ROW][C]15[/C][C]0.445110907542822[/C][/ROW]
[ROW][C]16[/C][C]0.368321599642034[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7620&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7620&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])
-16-0.103149023689939
-15-0.0397485745921663
-140.0227215398331327
-130.0786536445809447
-120.123822733169880
-110.155703770911114
-100.185560093889344
-90.213675154731689
-80.236322406957205
-70.260604905572242
-60.282796476080933
-50.294901671282098
-40.307061176304208
-30.317707446041382
-20.333566342633963
-10.353617139036262
00.382676669983928
10.42673452537029
20.479625166361564
30.522680521970909
40.572213253690524
50.621949461246142
60.680101087152567
70.71332376127551
80.728149169546183
90.739140155664175
100.727670682956115
110.71299432691683
120.672276039749785
130.604336628767357
140.52363515383322
150.445110907542822
160.368321599642034


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')