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 computationFri, 03 Dec 2010 09:35:23 +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/t1291368810e8fg2n18ijiscos.htm/, Retrieved Tue, 07 May 2024 11:00:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104557, Retrieved Tue, 07 May 2024 11:00:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact123

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]
-   PD  [Cross Correlation Function] [Cross correlatie:...] [2008-12-17 10:35:40] [f77c9ab3b413812d7baee6b7ec69a15d]
-  M D      [Cross Correlation Function] [Crosscorrelatie n...] [2010-12-03 09:35:23] [2fa539864aa87c5da4977c85c6885fac] [Current]
Feedback Forum

Post a new message

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 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=104557&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=104557&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104557&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 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 series0
krho(Y[t],X[t+k])
-14-0.189849300396958
-13-0.121166198130677
-12-0.167081211890595
-110.0961582373565297
-100.207815633132636
-90.176225383875992
-80.142291082246085
-70.00209307302824763
-60.128075233307628
-50.24572298514874
-40.227155249076892
-30.489352897269234
-20.57105851272031
-10.395178817376134
00.304987258787911
10.344911916482822
20.126990813118786
30.157539261320644
4-0.061423643098175
50.0430926799933221
6-0.0542399512795061
7-0.0203056496496005
80.097233186626691
90.0954858021302604
10-0.0208596983923721
110.0190649593025387
12-0.148589243168185
13-0.0511050771964768
14-0.0971290065212133

\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 & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.189849300396958 \tabularnewline
-13 & -0.121166198130677 \tabularnewline
-12 & -0.167081211890595 \tabularnewline
-11 & 0.0961582373565297 \tabularnewline
-10 & 0.207815633132636 \tabularnewline
-9 & 0.176225383875992 \tabularnewline
-8 & 0.142291082246085 \tabularnewline
-7 & 0.00209307302824763 \tabularnewline
-6 & 0.128075233307628 \tabularnewline
-5 & 0.24572298514874 \tabularnewline
-4 & 0.227155249076892 \tabularnewline
-3 & 0.489352897269234 \tabularnewline
-2 & 0.57105851272031 \tabularnewline
-1 & 0.395178817376134 \tabularnewline
0 & 0.304987258787911 \tabularnewline
1 & 0.344911916482822 \tabularnewline
2 & 0.126990813118786 \tabularnewline
3 & 0.157539261320644 \tabularnewline
4 & -0.061423643098175 \tabularnewline
5 & 0.0430926799933221 \tabularnewline
6 & -0.0542399512795061 \tabularnewline
7 & -0.0203056496496005 \tabularnewline
8 & 0.097233186626691 \tabularnewline
9 & 0.0954858021302604 \tabularnewline
10 & -0.0208596983923721 \tabularnewline
11 & 0.0190649593025387 \tabularnewline
12 & -0.148589243168185 \tabularnewline
13 & -0.0511050771964768 \tabularnewline
14 & -0.0971290065212133 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104557&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]0[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-14[/C][C]-0.189849300396958[/C][/ROW]
[ROW][C]-13[/C][C]-0.121166198130677[/C][/ROW]
[ROW][C]-12[/C][C]-0.167081211890595[/C][/ROW]
[ROW][C]-11[/C][C]0.0961582373565297[/C][/ROW]
[ROW][C]-10[/C][C]0.207815633132636[/C][/ROW]
[ROW][C]-9[/C][C]0.176225383875992[/C][/ROW]
[ROW][C]-8[/C][C]0.142291082246085[/C][/ROW]
[ROW][C]-7[/C][C]0.00209307302824763[/C][/ROW]
[ROW][C]-6[/C][C]0.128075233307628[/C][/ROW]
[ROW][C]-5[/C][C]0.24572298514874[/C][/ROW]
[ROW][C]-4[/C][C]0.227155249076892[/C][/ROW]
[ROW][C]-3[/C][C]0.489352897269234[/C][/ROW]
[ROW][C]-2[/C][C]0.57105851272031[/C][/ROW]
[ROW][C]-1[/C][C]0.395178817376134[/C][/ROW]
[ROW][C]0[/C][C]0.304987258787911[/C][/ROW]
[ROW][C]1[/C][C]0.344911916482822[/C][/ROW]
[ROW][C]2[/C][C]0.126990813118786[/C][/ROW]
[ROW][C]3[/C][C]0.157539261320644[/C][/ROW]
[ROW][C]4[/C][C]-0.061423643098175[/C][/ROW]
[ROW][C]5[/C][C]0.0430926799933221[/C][/ROW]
[ROW][C]6[/C][C]-0.0542399512795061[/C][/ROW]
[ROW][C]7[/C][C]-0.0203056496496005[/C][/ROW]
[ROW][C]8[/C][C]0.097233186626691[/C][/ROW]
[ROW][C]9[/C][C]0.0954858021302604[/C][/ROW]
[ROW][C]10[/C][C]-0.0208596983923721[/C][/ROW]
[ROW][C]11[/C][C]0.0190649593025387[/C][/ROW]
[ROW][C]12[/C][C]-0.148589243168185[/C][/ROW]
[ROW][C]13[/C][C]-0.0511050771964768[/C][/ROW]
[ROW][C]14[/C][C]-0.0971290065212133[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104557&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104557&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 series0
krho(Y[t],X[t+k])
-14-0.189849300396958
-13-0.121166198130677
-12-0.167081211890595
-110.0961582373565297
-100.207815633132636
-90.176225383875992
-80.142291082246085
-70.00209307302824763
-60.128075233307628
-50.24572298514874
-40.227155249076892
-30.489352897269234
-20.57105851272031
-10.395178817376134
00.304987258787911
10.344911916482822
20.126990813118786
30.157539261320644
4-0.061423643098175
50.0430926799933221
6-0.0542399512795061
7-0.0203056496496005
80.097233186626691
90.0954858021302604
10-0.0208596983923721
110.0190649593025387
12-0.148589243168185
13-0.0511050771964768
14-0.0971290065212133


Figures (Output of Computation)

Input Parameters & R Code

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