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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, 04 Dec 2008 05:57:44 -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/2008/Dec/04/t1228395556jey5rfewlwyk05d.htm/, Retrieved Sun, 19 May 2024 05:41:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28923, Retrieved Sun, 19 May 2024 05:41:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact209

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Cross Correlation Function] [] [2008-12-02 16:29:33] [b53e8d20687f12ca59f39c9b7c3a629a]
-   P     [Cross Correlation Function] [] [2008-12-04 12:57:44] [86e877ba38171644c8ca01af8044e645] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7.5
7.2
6.9
6.7
6.4
6.3
6.8
7.3
7.1
7.1
6.8
6.5
6.3
6.1
6.1
6.3
6.3
6
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8.0
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
6.8
Dataseries Y:
Download CSV
Histogram 
15.9
15.5
15.3
14.5
14.4
14.7
19.1
21.6
20.2
17.9
15.7
14.5
14.1
13.9
14.2
15.3
15.4
15.2
16.5
18.2
18.6
21.0
19.2
18.7
18.4
17.8
17.2
16.2
15.5
15.3
18.3
19.2
19.0
18.7
18.1
18.5
21.1
21.0
20.4
19.5
18.6
18.8
23.7
24.8
25.0
23.6
22.3
21.8
20.8
19.7
18.3
17.4
17.0
18.1
23.9
25.6
25.3
23.6
21.9
21.4
20.6
20.5
20.2
20.6
19.7
19.3
22.8
23.5
23.8
22.6
22.0
21.7
20.7
20.2
19.1
19.5
18.7
18.6
22.2
23.2
23.5
21.3
20.0
18.7
18.9
18.3
18.4
19.9
19.2
18.5
20.9
20.5
19.4
18.1
17.0
17.0
17.3
16.7
15.5
15.3
13.7
14.1
17.3
18.1
18.1

Tables (Output of Computation)





Summary of computational 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 computational 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=28923&T=0

[TABLE]
[ROW][C]Summary of computational 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=28923&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28923&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 computational 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 series1
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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-16-0.0820497754636163
-15-0.151308824118427
-14-0.146321667050462
-13-0.0674948322416874
-12-0.0206611043313604
-110.116225024410204
-100.0816079673617492
-90.0956226267594706
-8-0.055019452190462
-7-0.145856748015182
-6-0.132910031173268
-5-0.00875855278750919
-40.180288987735741
-30.227300168336611
-20.173534352772395
-1-0.138025052373589
0-0.324354480597798
1-0.230484356971087
2-0.0636101964553938
30.130356150287232
40.162188813300456
50.0685204807372587
60.0142595511246099
7-0.0507517851223303
8-0.100947434915290
9-0.0920577915828707
100.0350250228881935
110.0815475422657405
120.204852227634538
130.0759256586669207
14-0.0206141810705014
15-0.00703010747010721
16-0.0585808505362966

\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 & 1 \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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-16 & -0.0820497754636163 \tabularnewline
-15 & -0.151308824118427 \tabularnewline
-14 & -0.146321667050462 \tabularnewline
-13 & -0.0674948322416874 \tabularnewline
-12 & -0.0206611043313604 \tabularnewline
-11 & 0.116225024410204 \tabularnewline
-10 & 0.0816079673617492 \tabularnewline
-9 & 0.0956226267594706 \tabularnewline
-8 & -0.055019452190462 \tabularnewline
-7 & -0.145856748015182 \tabularnewline
-6 & -0.132910031173268 \tabularnewline
-5 & -0.00875855278750919 \tabularnewline
-4 & 0.180288987735741 \tabularnewline
-3 & 0.227300168336611 \tabularnewline
-2 & 0.173534352772395 \tabularnewline
-1 & -0.138025052373589 \tabularnewline
0 & -0.324354480597798 \tabularnewline
1 & -0.230484356971087 \tabularnewline
2 & -0.0636101964553938 \tabularnewline
3 & 0.130356150287232 \tabularnewline
4 & 0.162188813300456 \tabularnewline
5 & 0.0685204807372587 \tabularnewline
6 & 0.0142595511246099 \tabularnewline
7 & -0.0507517851223303 \tabularnewline
8 & -0.100947434915290 \tabularnewline
9 & -0.0920577915828707 \tabularnewline
10 & 0.0350250228881935 \tabularnewline
11 & 0.0815475422657405 \tabularnewline
12 & 0.204852227634538 \tabularnewline
13 & 0.0759256586669207 \tabularnewline
14 & -0.0206141810705014 \tabularnewline
15 & -0.00703010747010721 \tabularnewline
16 & -0.0585808505362966 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28923&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]1[/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]1[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of Y series[/C][C]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-16[/C][C]-0.0820497754636163[/C][/ROW]
[ROW][C]-15[/C][C]-0.151308824118427[/C][/ROW]
[ROW][C]-14[/C][C]-0.146321667050462[/C][/ROW]
[ROW][C]-13[/C][C]-0.0674948322416874[/C][/ROW]
[ROW][C]-12[/C][C]-0.0206611043313604[/C][/ROW]
[ROW][C]-11[/C][C]0.116225024410204[/C][/ROW]
[ROW][C]-10[/C][C]0.0816079673617492[/C][/ROW]
[ROW][C]-9[/C][C]0.0956226267594706[/C][/ROW]
[ROW][C]-8[/C][C]-0.055019452190462[/C][/ROW]
[ROW][C]-7[/C][C]-0.145856748015182[/C][/ROW]
[ROW][C]-6[/C][C]-0.132910031173268[/C][/ROW]
[ROW][C]-5[/C][C]-0.00875855278750919[/C][/ROW]
[ROW][C]-4[/C][C]0.180288987735741[/C][/ROW]
[ROW][C]-3[/C][C]0.227300168336611[/C][/ROW]
[ROW][C]-2[/C][C]0.173534352772395[/C][/ROW]
[ROW][C]-1[/C][C]-0.138025052373589[/C][/ROW]
[ROW][C]0[/C][C]-0.324354480597798[/C][/ROW]
[ROW][C]1[/C][C]-0.230484356971087[/C][/ROW]
[ROW][C]2[/C][C]-0.0636101964553938[/C][/ROW]
[ROW][C]3[/C][C]0.130356150287232[/C][/ROW]
[ROW][C]4[/C][C]0.162188813300456[/C][/ROW]
[ROW][C]5[/C][C]0.0685204807372587[/C][/ROW]
[ROW][C]6[/C][C]0.0142595511246099[/C][/ROW]
[ROW][C]7[/C][C]-0.0507517851223303[/C][/ROW]
[ROW][C]8[/C][C]-0.100947434915290[/C][/ROW]
[ROW][C]9[/C][C]-0.0920577915828707[/C][/ROW]
[ROW][C]10[/C][C]0.0350250228881935[/C][/ROW]
[ROW][C]11[/C][C]0.0815475422657405[/C][/ROW]
[ROW][C]12[/C][C]0.204852227634538[/C][/ROW]
[ROW][C]13[/C][C]0.0759256586669207[/C][/ROW]
[ROW][C]14[/C][C]-0.0206141810705014[/C][/ROW]
[ROW][C]15[/C][C]-0.00703010747010721[/C][/ROW]
[ROW][C]16[/C][C]-0.0585808505362966[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28923&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28923&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 series1
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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-16-0.0820497754636163
-15-0.151308824118427
-14-0.146321667050462
-13-0.0674948322416874
-12-0.0206611043313604
-110.116225024410204
-100.0816079673617492
-90.0956226267594706
-8-0.055019452190462
-7-0.145856748015182
-6-0.132910031173268
-5-0.00875855278750919
-40.180288987735741
-30.227300168336611
-20.173534352772395
-1-0.138025052373589
0-0.324354480597798
1-0.230484356971087
2-0.0636101964553938
30.130356150287232
40.162188813300456
50.0685204807372587
60.0142595511246099
7-0.0507517851223303
8-0.100947434915290
9-0.0920577915828707
100.0350250228881935
110.0815475422657405
120.204852227634538
130.0759256586669207
14-0.0206141810705014
15-0.00703010747010721
16-0.0585808505362966


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ;
Parameters (R input):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ;
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) y <- diff(y,lag=par4,difference=par7)
x
y
bitmap(file='test1.png')
(r <- ccf(x,y,main='Cross Correlation Function',ylab='CCF',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')