FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationWed, 17 Dec 2008 08:18:13 -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/17/t1229527133zrnepawvih5q2wn.htm/, Retrieved Sun, 19 May 2024 07:23:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34397, Retrieved Sun, 19 May 2024 07:23:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact188

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...] [2008-12-13 11:42:49] [b85eb1eb4b13b870c6e7ebbba3e34fcc]
-   P   [Cross Correlation Function] [Cross Correlation...] [2008-12-16 11:55:59] [b85eb1eb4b13b870c6e7ebbba3e34fcc]
-   PD      [Cross Correlation Function] [Cross Correlation...] [2008-12-17 15:18:13] [b5110a3ab194da7214bdf478e0a05dbd] [Current]
-   P         [Cross Correlation Function] [Cross Correlation...] [2008-12-17 15:26:00] [b85eb1eb4b13b870c6e7ebbba3e34fcc]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
85.0
95.9
108.9
96.2
100.1
105.7
64.5
66.8
110.3
96.1
102.5
97.6
83.6
86.5
96.0
91.1
87.2
84.5
59.2
61.5
98.8
97.9
92.7
84.2
74.5
79.7
86.8
79.8
87.0
91.4
58.7
62.8
87.9
90.4
80.6
73.5
71.4
70.6
78.3
76.0
77.4
80.9
63.4
58.1
88.2
81.2
84.9
76.4
71.5
76.1
82.9
78.0
82.0
84.7
55.7
59.5
83.2
87.6
76.2
76.4
68.3
70.0
76.3
70.9
72.4
80.1
57.4
62.7
82.6
88.9
80.4
72.0
69.4
69.2
77.3
79.4
78.6
76.1
61.8
59.4
78.1
Dataseries Y:
Download CSV
Histogram 
99.5
98.2
108.9
100.0
105.0
108.4
96.7
100.5
115.6
114.9
110.7
107.7
113.5
106.9
119.6
109.4
106.9
118.7
108.9
113.1
125.1
126.5
122.7
127.5
107.1
112.0
122.1
111.5
113.2
128.2
115.1
117.4
132.0
130.8
128.0
132.7
117.0
110.9
123.5
117.4
122.7
123.5
111.5
113.8
131.2
127.0
126.2
121.2
118.8
117.9
135.2
120.7
126.4
129.6
113.4
120.5
135.5
137.6
130.6
133.1
121.5
120.5
136.9
123.7
128.5
135.0
120.9
121.1
132.2
134.5
133.6
136.1
124.5
124.6
133.5
132.3
125.3
135.5
121.2
117.5
135.9

Tables (Output of Computation)





Summary of computational 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 computational 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=34397&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]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=34397&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34397&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series-1
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
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])
-150.158676222516412
-14-0.0605257007903452
-130.121940788019582
-12-0.249531901759207
-110.150872506823183
-100.0358340877670913
-9-0.115735214980811
-80.0944189226302308
-70.0657442421013252
-60.0521078038012706
-5-0.196187987000084
-40.162651021075097
-3-0.169460955484557
-20.208271730258625
-1-0.268627095280049
00.285818566401073
1-0.167519700758042
20.0191682974496971
30.173781505555718
4-0.0907401384666528
5-0.239226644941185
60.0811233089051312
70.0743672669637102
80.00249571645418975
9-0.061011966511003
100.0525897833735208
110.112062392340462
12-0.207192963905159
130.228163603609078
14-0.15325569671643
15-0.0758107926005663

\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 & 1 \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
-15 & 0.158676222516412 \tabularnewline
-14 & -0.0605257007903452 \tabularnewline
-13 & 0.121940788019582 \tabularnewline
-12 & -0.249531901759207 \tabularnewline
-11 & 0.150872506823183 \tabularnewline
-10 & 0.0358340877670913 \tabularnewline
-9 & -0.115735214980811 \tabularnewline
-8 & 0.0944189226302308 \tabularnewline
-7 & 0.0657442421013252 \tabularnewline
-6 & 0.0521078038012706 \tabularnewline
-5 & -0.196187987000084 \tabularnewline
-4 & 0.162651021075097 \tabularnewline
-3 & -0.169460955484557 \tabularnewline
-2 & 0.208271730258625 \tabularnewline
-1 & -0.268627095280049 \tabularnewline
0 & 0.285818566401073 \tabularnewline
1 & -0.167519700758042 \tabularnewline
2 & 0.0191682974496971 \tabularnewline
3 & 0.173781505555718 \tabularnewline
4 & -0.0907401384666528 \tabularnewline
5 & -0.239226644941185 \tabularnewline
6 & 0.0811233089051312 \tabularnewline
7 & 0.0743672669637102 \tabularnewline
8 & 0.00249571645418975 \tabularnewline
9 & -0.061011966511003 \tabularnewline
10 & 0.0525897833735208 \tabularnewline
11 & 0.112062392340462 \tabularnewline
12 & -0.207192963905159 \tabularnewline
13 & 0.228163603609078 \tabularnewline
14 & -0.15325569671643 \tabularnewline
15 & -0.0758107926005663 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34397&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]1[/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]-15[/C][C]0.158676222516412[/C][/ROW]
[ROW][C]-14[/C][C]-0.0605257007903452[/C][/ROW]
[ROW][C]-13[/C][C]0.121940788019582[/C][/ROW]
[ROW][C]-12[/C][C]-0.249531901759207[/C][/ROW]
[ROW][C]-11[/C][C]0.150872506823183[/C][/ROW]
[ROW][C]-10[/C][C]0.0358340877670913[/C][/ROW]
[ROW][C]-9[/C][C]-0.115735214980811[/C][/ROW]
[ROW][C]-8[/C][C]0.0944189226302308[/C][/ROW]
[ROW][C]-7[/C][C]0.0657442421013252[/C][/ROW]
[ROW][C]-6[/C][C]0.0521078038012706[/C][/ROW]
[ROW][C]-5[/C][C]-0.196187987000084[/C][/ROW]
[ROW][C]-4[/C][C]0.162651021075097[/C][/ROW]
[ROW][C]-3[/C][C]-0.169460955484557[/C][/ROW]
[ROW][C]-2[/C][C]0.208271730258625[/C][/ROW]
[ROW][C]-1[/C][C]-0.268627095280049[/C][/ROW]
[ROW][C]0[/C][C]0.285818566401073[/C][/ROW]
[ROW][C]1[/C][C]-0.167519700758042[/C][/ROW]
[ROW][C]2[/C][C]0.0191682974496971[/C][/ROW]
[ROW][C]3[/C][C]0.173781505555718[/C][/ROW]
[ROW][C]4[/C][C]-0.0907401384666528[/C][/ROW]
[ROW][C]5[/C][C]-0.239226644941185[/C][/ROW]
[ROW][C]6[/C][C]0.0811233089051312[/C][/ROW]
[ROW][C]7[/C][C]0.0743672669637102[/C][/ROW]
[ROW][C]8[/C][C]0.00249571645418975[/C][/ROW]
[ROW][C]9[/C][C]-0.061011966511003[/C][/ROW]
[ROW][C]10[/C][C]0.0525897833735208[/C][/ROW]
[ROW][C]11[/C][C]0.112062392340462[/C][/ROW]
[ROW][C]12[/C][C]-0.207192963905159[/C][/ROW]
[ROW][C]13[/C][C]0.228163603609078[/C][/ROW]
[ROW][C]14[/C][C]-0.15325569671643[/C][/ROW]
[ROW][C]15[/C][C]-0.0758107926005663[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34397&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34397&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 series-1
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
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])
-150.158676222516412
-14-0.0605257007903452
-130.121940788019582
-12-0.249531901759207
-110.150872506823183
-100.0358340877670913
-9-0.115735214980811
-80.0944189226302308
-70.0657442421013252
-60.0521078038012706
-5-0.196187987000084
-40.162651021075097
-3-0.169460955484557
-20.208271730258625
-1-0.268627095280049
00.285818566401073
1-0.167519700758042
20.0191682974496971
30.173781505555718
4-0.0907401384666528
5-0.239226644941185
60.0811233089051312
70.0743672669637102
80.00249571645418975
9-0.061011966511003
100.0525897833735208
110.112062392340462
12-0.207192963905159
130.228163603609078
14-0.15325569671643
15-0.0758107926005663


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = -1.0 ; par2 = 1 ; par3 = 1 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ;
Parameters (R input):
par1 = -1.0 ; par2 = 1 ; par3 = 1 ; 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')