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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_cross.wasp
Title produced by softwareCross Correlation Function
Date of computationThu, 11 Dec 2008 07:23:56 -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/11/t1229005499ea7itpulmrdqun5.htm/, Retrieved Sun, 19 May 2024 06:29:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32257, Retrieved Sun, 19 May 2024 06:29:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper
Estimated Impact159

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 17:50:19] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Law of Averages] [2008-11-30 14:45:18] [415d0222c17b651a9576eaac006f530d]
- RMPD      [Cross Correlation Function] [cross correlation] [2008-12-11 14:23:56] [bb7e3816cefc365f4d7adcd50784b783] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8,2
8
7,5
6,8
6,5
6,6
7,6
8
8
7,7
7,5
7,6
7,7
7,9
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,1
7,9
7,3
6,9
6,6
6,7
6,9
7
7,1
7,2
7,1
6,9
7
6,8
6,4
6,7
6,7
6,4
6,3
6,2
6,5
Dataseries Y:
Download CSV
Histogram 
9,9
9,8
9,4
8,3
8
8,5
10,4
11,1
10,9
9,9
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9
9
9
9,8
10
9,9
9,3
9
9
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,8
7,9
7,9
8

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=32257&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=32257&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32257&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 series2
Degree of seasonal differencing (D) of Y series2
krho(Y[t],X[t+k])
-10-0.103288969510182
-9-0.293085251662188
-8-0.251045222061841
-70.0560210094212504
-60.155732580782813
-50.260044730974334
-40.254600214794077
-3-0.13433540814025
-2-0.231627194532811
-1-0.425038217194067
0-0.136867220191149
10.114708263391677
20.404074215934842
30.203149910314278
4-0.101616031753835
5-0.125089439647580
6-0.250432807347463
70.0911825761930453
80.104349492552151
90.118173634458397
100.0644678513963746

\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 & 2 \tabularnewline
Degree of seasonal differencing (D) of Y series & 2 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-10 & -0.103288969510182 \tabularnewline
-9 & -0.293085251662188 \tabularnewline
-8 & -0.251045222061841 \tabularnewline
-7 & 0.0560210094212504 \tabularnewline
-6 & 0.155732580782813 \tabularnewline
-5 & 0.260044730974334 \tabularnewline
-4 & 0.254600214794077 \tabularnewline
-3 & -0.13433540814025 \tabularnewline
-2 & -0.231627194532811 \tabularnewline
-1 & -0.425038217194067 \tabularnewline
0 & -0.136867220191149 \tabularnewline
1 & 0.114708263391677 \tabularnewline
2 & 0.404074215934842 \tabularnewline
3 & 0.203149910314278 \tabularnewline
4 & -0.101616031753835 \tabularnewline
5 & -0.125089439647580 \tabularnewline
6 & -0.250432807347463 \tabularnewline
7 & 0.0911825761930453 \tabularnewline
8 & 0.104349492552151 \tabularnewline
9 & 0.118173634458397 \tabularnewline
10 & 0.0644678513963746 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32257&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]2[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of Y series[/C][C]2[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-10[/C][C]-0.103288969510182[/C][/ROW]
[ROW][C]-9[/C][C]-0.293085251662188[/C][/ROW]
[ROW][C]-8[/C][C]-0.251045222061841[/C][/ROW]
[ROW][C]-7[/C][C]0.0560210094212504[/C][/ROW]
[ROW][C]-6[/C][C]0.155732580782813[/C][/ROW]
[ROW][C]-5[/C][C]0.260044730974334[/C][/ROW]
[ROW][C]-4[/C][C]0.254600214794077[/C][/ROW]
[ROW][C]-3[/C][C]-0.13433540814025[/C][/ROW]
[ROW][C]-2[/C][C]-0.231627194532811[/C][/ROW]
[ROW][C]-1[/C][C]-0.425038217194067[/C][/ROW]
[ROW][C]0[/C][C]-0.136867220191149[/C][/ROW]
[ROW][C]1[/C][C]0.114708263391677[/C][/ROW]
[ROW][C]2[/C][C]0.404074215934842[/C][/ROW]
[ROW][C]3[/C][C]0.203149910314278[/C][/ROW]
[ROW][C]4[/C][C]-0.101616031753835[/C][/ROW]
[ROW][C]5[/C][C]-0.125089439647580[/C][/ROW]
[ROW][C]6[/C][C]-0.250432807347463[/C][/ROW]
[ROW][C]7[/C][C]0.0911825761930453[/C][/ROW]
[ROW][C]8[/C][C]0.104349492552151[/C][/ROW]
[ROW][C]9[/C][C]0.118173634458397[/C][/ROW]
[ROW][C]10[/C][C]0.0644678513963746[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32257&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32257&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 series2
Degree of seasonal differencing (D) of Y series2
krho(Y[t],X[t+k])
-10-0.103288969510182
-9-0.293085251662188
-8-0.251045222061841
-70.0560210094212504
-60.155732580782813
-50.260044730974334
-40.254600214794077
-3-0.13433540814025
-2-0.231627194532811
-1-0.425038217194067
0-0.136867220191149
10.114708263391677
20.404074215934842
30.203149910314278
4-0.101616031753835
5-0.125089439647580
6-0.250432807347463
70.0911825761930453
80.104349492552151
90.118173634458397
100.0644678513963746


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 12 ;
Parameters (R input):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 2 ; par7 = 2 ;
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')