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 computationSun, 30 Nov 2008 12:48:56 -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/Nov/30/t12280746354485nge3bfz3005.htm/, Retrieved Sun, 19 May 2024 08:54:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26710, Retrieved Sun, 19 May 2024 08:54:06 +0000
QR Codes:

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

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 18:05:16] [b98453cac15ba1066b407e146608df68]
F RMPD  [Cross Correlation Function] [Cross correlation...] [2008-11-30 19:09:57] [b635de6fc42b001d22cbe6e730fec936]
-   PD      [Cross Correlation Function] [Cross correlation...] [2008-11-30 19:48:56] [f4b2017b314c03698059f43b95818e67] [Current]
F   P         [Cross Correlation Function] [Cross correlation...] [2008-11-30 23:03:03] [b635de6fc42b001d22cbe6e730fec936]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
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
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
Dataseries Y:
Download CSV
Histogram 
9.5
9.1
9
9.3
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
7.9
7.5
7.2
6.9
6.6
6.7
7.3
7.5

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=26710&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=26710&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26710&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 series1
Degree of non-seasonal differencing (d) of X series2
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 series2
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0513690716368326
-120.173699939426762
-110.0943666532819025
-10-0.0573690877211633
-9-0.203510582583622
-80.0398473100934847
-70.15738845543527
-60.149220435098290
-50.0113089369619117
-4-0.327457513953468
-3-0.219598717701186
-2-0.114160508721286
-10.110854711514035
00.660282417076118
10.257434718563516
2-0.136698865768525
3-0.270484841249377
4-0.261456167659993
5-0.146459562368781
60.160139973238123
70.100961876574754
80.194818686353875
9-0.0406319545668014
10-0.164627999301591
110.0875352180909702
120.0851064452577698
13-0.11882277029373

\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 & 2 \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 & 2 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-13 & -0.0513690716368326 \tabularnewline
-12 & 0.173699939426762 \tabularnewline
-11 & 0.0943666532819025 \tabularnewline
-10 & -0.0573690877211633 \tabularnewline
-9 & -0.203510582583622 \tabularnewline
-8 & 0.0398473100934847 \tabularnewline
-7 & 0.15738845543527 \tabularnewline
-6 & 0.149220435098290 \tabularnewline
-5 & 0.0113089369619117 \tabularnewline
-4 & -0.327457513953468 \tabularnewline
-3 & -0.219598717701186 \tabularnewline
-2 & -0.114160508721286 \tabularnewline
-1 & 0.110854711514035 \tabularnewline
0 & 0.660282417076118 \tabularnewline
1 & 0.257434718563516 \tabularnewline
2 & -0.136698865768525 \tabularnewline
3 & -0.270484841249377 \tabularnewline
4 & -0.261456167659993 \tabularnewline
5 & -0.146459562368781 \tabularnewline
6 & 0.160139973238123 \tabularnewline
7 & 0.100961876574754 \tabularnewline
8 & 0.194818686353875 \tabularnewline
9 & -0.0406319545668014 \tabularnewline
10 & -0.164627999301591 \tabularnewline
11 & 0.0875352180909702 \tabularnewline
12 & 0.0851064452577698 \tabularnewline
13 & -0.11882277029373 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26710&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]2[/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]2[/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]-13[/C][C]-0.0513690716368326[/C][/ROW]
[ROW][C]-12[/C][C]0.173699939426762[/C][/ROW]
[ROW][C]-11[/C][C]0.0943666532819025[/C][/ROW]
[ROW][C]-10[/C][C]-0.0573690877211633[/C][/ROW]
[ROW][C]-9[/C][C]-0.203510582583622[/C][/ROW]
[ROW][C]-8[/C][C]0.0398473100934847[/C][/ROW]
[ROW][C]-7[/C][C]0.15738845543527[/C][/ROW]
[ROW][C]-6[/C][C]0.149220435098290[/C][/ROW]
[ROW][C]-5[/C][C]0.0113089369619117[/C][/ROW]
[ROW][C]-4[/C][C]-0.327457513953468[/C][/ROW]
[ROW][C]-3[/C][C]-0.219598717701186[/C][/ROW]
[ROW][C]-2[/C][C]-0.114160508721286[/C][/ROW]
[ROW][C]-1[/C][C]0.110854711514035[/C][/ROW]
[ROW][C]0[/C][C]0.660282417076118[/C][/ROW]
[ROW][C]1[/C][C]0.257434718563516[/C][/ROW]
[ROW][C]2[/C][C]-0.136698865768525[/C][/ROW]
[ROW][C]3[/C][C]-0.270484841249377[/C][/ROW]
[ROW][C]4[/C][C]-0.261456167659993[/C][/ROW]
[ROW][C]5[/C][C]-0.146459562368781[/C][/ROW]
[ROW][C]6[/C][C]0.160139973238123[/C][/ROW]
[ROW][C]7[/C][C]0.100961876574754[/C][/ROW]
[ROW][C]8[/C][C]0.194818686353875[/C][/ROW]
[ROW][C]9[/C][C]-0.0406319545668014[/C][/ROW]
[ROW][C]10[/C][C]-0.164627999301591[/C][/ROW]
[ROW][C]11[/C][C]0.0875352180909702[/C][/ROW]
[ROW][C]12[/C][C]0.0851064452577698[/C][/ROW]
[ROW][C]13[/C][C]-0.11882277029373[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26710&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26710&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 series2
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 series2
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.0513690716368326
-120.173699939426762
-110.0943666532819025
-10-0.0573690877211633
-9-0.203510582583622
-80.0398473100934847
-70.15738845543527
-60.149220435098290
-50.0113089369619117
-4-0.327457513953468
-3-0.219598717701186
-2-0.114160508721286
-10.110854711514035
00.660282417076118
10.257434718563516
2-0.136698865768525
3-0.270484841249377
4-0.261456167659993
5-0.146459562368781
60.160139973238123
70.100961876574754
80.194818686353875
9-0.0406319545668014
10-0.164627999301591
110.0875352180909702
120.0851064452577698
13-0.11882277029373


Figures (Output of Computation)

Input Parameters & R Code

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