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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 computationFri, 03 Dec 2010 09:32:54 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/03/t1291368665vsr8tcxb0yt3yve.htm/, Retrieved Tue, 07 May 2024 20:10:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104555, Retrieved Tue, 07 May 2024 20:10:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact115

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 correlatie ...] [2008-12-14 14:01:08] [4e6222b6603c6cf58bf3d7a9b1dc61c3]
-  M D    [Cross Correlation Function] [Cross correlatie ...] [2010-12-03 09:32:54] [2fa539864aa87c5da4977c85c6885fac] [Current]
-   P       [Cross Correlation Function] [Crosscorrelatie n...] [2010-12-21 12:35:08] [ff7c1e95cf99a1dae07ec89975494dde]
-   P         [Cross Correlation Function] [Crosscorrelatie d...] [2010-12-21 12:37:58] [ff7c1e95cf99a1dae07ec89975494dde]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.81
0.81
0.81
0.79
0.78
0.78
0.77
0.78
0.77
0.78
0.79
0.79
0.79
0.79
0.79
0.8
0.8
0.8
0.8
0.81
0.8
0.82
0.85
0.85
0.86
0.85
0.83
0.81
0.82
0.82
0.78
0.78
0.73
0.68
0.65
0.62
0.6
0.6
0.59
0.6
0.6
0.6
0.59
0.58
0.56
0.55
0.54
0.55
0.55
0.54
0.54
0.54
0.53
0.53
0.53
0.53
Dataseries Y:
Download CSV
Histogram 
1.88
1.87
1.88
1.87
1.88
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.88
1.88
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.86
1.86
1.85
1.84
1.83
1.82
1.78
1.75
1.74
1.74
1.74
1.73
1.73
1.73
1.71
1.7
1.7
1.69
1.68
1.68
1.68
1.68
1.67
1.66
1.65
1.65
1.65

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104555&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104555&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104555&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 time3 seconds
R Server'George Udny Yule' @ 72.249.76.132






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)12
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])
-140.230970705829976
-130.293191893535562
-120.35770471711371
-110.427900797655811
-100.497455220153595
-90.564901337648622
-80.62492255491655
-70.680910493048767
-60.737540089225303
-50.790319737135934
-40.839655383706658
-30.884826800520384
-20.92343759120752
-10.95064258278036
00.972570264315245
10.92386318072671
20.868556185825195
30.809399242657777
40.752219653871827
50.698575731860687
60.645809179012184
70.593317622468389
80.537801106572813
90.480542947414089
100.422053852415246
110.363800468534724
120.303347114216543
130.246154430368464
140.194383102241760

\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) & 12 \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
-14 & 0.230970705829976 \tabularnewline
-13 & 0.293191893535562 \tabularnewline
-12 & 0.35770471711371 \tabularnewline
-11 & 0.427900797655811 \tabularnewline
-10 & 0.497455220153595 \tabularnewline
-9 & 0.564901337648622 \tabularnewline
-8 & 0.62492255491655 \tabularnewline
-7 & 0.680910493048767 \tabularnewline
-6 & 0.737540089225303 \tabularnewline
-5 & 0.790319737135934 \tabularnewline
-4 & 0.839655383706658 \tabularnewline
-3 & 0.884826800520384 \tabularnewline
-2 & 0.92343759120752 \tabularnewline
-1 & 0.95064258278036 \tabularnewline
0 & 0.972570264315245 \tabularnewline
1 & 0.92386318072671 \tabularnewline
2 & 0.868556185825195 \tabularnewline
3 & 0.809399242657777 \tabularnewline
4 & 0.752219653871827 \tabularnewline
5 & 0.698575731860687 \tabularnewline
6 & 0.645809179012184 \tabularnewline
7 & 0.593317622468389 \tabularnewline
8 & 0.537801106572813 \tabularnewline
9 & 0.480542947414089 \tabularnewline
10 & 0.422053852415246 \tabularnewline
11 & 0.363800468534724 \tabularnewline
12 & 0.303347114216543 \tabularnewline
13 & 0.246154430368464 \tabularnewline
14 & 0.194383102241760 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104555&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]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]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]-14[/C][C]0.230970705829976[/C][/ROW]
[ROW][C]-13[/C][C]0.293191893535562[/C][/ROW]
[ROW][C]-12[/C][C]0.35770471711371[/C][/ROW]
[ROW][C]-11[/C][C]0.427900797655811[/C][/ROW]
[ROW][C]-10[/C][C]0.497455220153595[/C][/ROW]
[ROW][C]-9[/C][C]0.564901337648622[/C][/ROW]
[ROW][C]-8[/C][C]0.62492255491655[/C][/ROW]
[ROW][C]-7[/C][C]0.680910493048767[/C][/ROW]
[ROW][C]-6[/C][C]0.737540089225303[/C][/ROW]
[ROW][C]-5[/C][C]0.790319737135934[/C][/ROW]
[ROW][C]-4[/C][C]0.839655383706658[/C][/ROW]
[ROW][C]-3[/C][C]0.884826800520384[/C][/ROW]
[ROW][C]-2[/C][C]0.92343759120752[/C][/ROW]
[ROW][C]-1[/C][C]0.95064258278036[/C][/ROW]
[ROW][C]0[/C][C]0.972570264315245[/C][/ROW]
[ROW][C]1[/C][C]0.92386318072671[/C][/ROW]
[ROW][C]2[/C][C]0.868556185825195[/C][/ROW]
[ROW][C]3[/C][C]0.809399242657777[/C][/ROW]
[ROW][C]4[/C][C]0.752219653871827[/C][/ROW]
[ROW][C]5[/C][C]0.698575731860687[/C][/ROW]
[ROW][C]6[/C][C]0.645809179012184[/C][/ROW]
[ROW][C]7[/C][C]0.593317622468389[/C][/ROW]
[ROW][C]8[/C][C]0.537801106572813[/C][/ROW]
[ROW][C]9[/C][C]0.480542947414089[/C][/ROW]
[ROW][C]10[/C][C]0.422053852415246[/C][/ROW]
[ROW][C]11[/C][C]0.363800468534724[/C][/ROW]
[ROW][C]12[/C][C]0.303347114216543[/C][/ROW]
[ROW][C]13[/C][C]0.246154430368464[/C][/ROW]
[ROW][C]14[/C][C]0.194383102241760[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104555&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104555&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)12
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])
-140.230970705829976
-130.293191893535562
-120.35770471711371
-110.427900797655811
-100.497455220153595
-90.564901337648622
-80.62492255491655
-70.680910493048767
-60.737540089225303
-50.790319737135934
-40.839655383706658
-30.884826800520384
-20.92343759120752
-10.95064258278036
00.972570264315245
10.92386318072671
20.868556185825195
30.809399242657777
40.752219653871827
50.698575731860687
60.645809179012184
70.593317622468389
80.537801106572813
90.480542947414089
100.422053852415246
110.363800468534724
120.303347114216543
130.246154430368464
140.194383102241760


Figures (Output of Computation)

Input Parameters & R Code

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