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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 computationTue, 14 Dec 2010 14:59:59 +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/14/t1292338694l84h1li9mmngffn.htm/, Retrieved Thu, 02 May 2024 16:09:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109713, Retrieved Thu, 02 May 2024 16:09:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134

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] [appelen] [2009-12-17 16:17:08] [7773f496f69461f4a67891f0ef752622]
-    D    [Cross Correlation Function] [boefstuk 2] [2010-12-14 14:59:59] [6e52d1bada9435d33ddf990b22ee4b00] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10,92
10,98
11,15
11,19
11,33
11,38
11,4
11,45
11,56
11,61
11,82
11,77
11,85
11,82
11,92
11,86
11,87
11,94
11,86
11,92
11,83
11,91
11,93
11,99
11,96
12,12
11,85
12,01
12,1
12,21
12,31
12,31
12,39
12,35
12,41
12,51
12,27
12,51
12,44
12,47
12,51
12,58
12,5
12,52
12,59
12,51
12,67
12,64
12,54
12,66
12,67
12,62
12,72
12,85
12,85
12,82
Dataseries Y:
Download CSV
Histogram 
15,13
15,25
15,33
15,36
15,4
15,4
15,41
15,47
15,54
15,55
15,59
15,65
15,75
15,86
15,89
15,94
15,93
15,95
15,99
15,99
16,06
16,08
16,07
16,11
16,15
16,15
16,18
16,3
16,42
16,49
16,5
16,58
16,64
16,66
16,81
16,91
16,92
16,95
17,11
17,16
17,16
17,27
17,34
17,39
17,43
17,45
17,5
17,56
17,62
17,7
17,72
17,71
17,74
17,75
17,78
17,8

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'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109713&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109713&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109713&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'RServer@AstonUniversity' @ vre.aston.ac.uk






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)1
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])
-140.368433958800456
-130.404347888346298
-120.443931778452414
-110.491161543969835
-100.532827947777528
-90.58118595407272
-80.624551232051979
-70.663414925061252
-60.708404452300428
-50.749847923012444
-40.785666590052777
-30.823726201600803
-20.866378501717573
-10.910976856312626
00.955910826835245
10.883967895782292
20.811878696763712
30.74742085621779
40.680636460461118
50.62097109294772
60.561069373979136
70.499624936016883
80.441722866494674
90.389378587316548
100.339308759309915
110.301024331387685
120.257750392417004
130.217309218231243
140.176631849530173

\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) & 1 \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 & 0.368433958800456 \tabularnewline
-13 & 0.404347888346298 \tabularnewline
-12 & 0.443931778452414 \tabularnewline
-11 & 0.491161543969835 \tabularnewline
-10 & 0.532827947777528 \tabularnewline
-9 & 0.58118595407272 \tabularnewline
-8 & 0.624551232051979 \tabularnewline
-7 & 0.663414925061252 \tabularnewline
-6 & 0.708404452300428 \tabularnewline
-5 & 0.749847923012444 \tabularnewline
-4 & 0.785666590052777 \tabularnewline
-3 & 0.823726201600803 \tabularnewline
-2 & 0.866378501717573 \tabularnewline
-1 & 0.910976856312626 \tabularnewline
0 & 0.955910826835245 \tabularnewline
1 & 0.883967895782292 \tabularnewline
2 & 0.811878696763712 \tabularnewline
3 & 0.74742085621779 \tabularnewline
4 & 0.680636460461118 \tabularnewline
5 & 0.62097109294772 \tabularnewline
6 & 0.561069373979136 \tabularnewline
7 & 0.499624936016883 \tabularnewline
8 & 0.441722866494674 \tabularnewline
9 & 0.389378587316548 \tabularnewline
10 & 0.339308759309915 \tabularnewline
11 & 0.301024331387685 \tabularnewline
12 & 0.257750392417004 \tabularnewline
13 & 0.217309218231243 \tabularnewline
14 & 0.176631849530173 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109713&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]1[/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]0.368433958800456[/C][/ROW]
[ROW][C]-13[/C][C]0.404347888346298[/C][/ROW]
[ROW][C]-12[/C][C]0.443931778452414[/C][/ROW]
[ROW][C]-11[/C][C]0.491161543969835[/C][/ROW]
[ROW][C]-10[/C][C]0.532827947777528[/C][/ROW]
[ROW][C]-9[/C][C]0.58118595407272[/C][/ROW]
[ROW][C]-8[/C][C]0.624551232051979[/C][/ROW]
[ROW][C]-7[/C][C]0.663414925061252[/C][/ROW]
[ROW][C]-6[/C][C]0.708404452300428[/C][/ROW]
[ROW][C]-5[/C][C]0.749847923012444[/C][/ROW]
[ROW][C]-4[/C][C]0.785666590052777[/C][/ROW]
[ROW][C]-3[/C][C]0.823726201600803[/C][/ROW]
[ROW][C]-2[/C][C]0.866378501717573[/C][/ROW]
[ROW][C]-1[/C][C]0.910976856312626[/C][/ROW]
[ROW][C]0[/C][C]0.955910826835245[/C][/ROW]
[ROW][C]1[/C][C]0.883967895782292[/C][/ROW]
[ROW][C]2[/C][C]0.811878696763712[/C][/ROW]
[ROW][C]3[/C][C]0.74742085621779[/C][/ROW]
[ROW][C]4[/C][C]0.680636460461118[/C][/ROW]
[ROW][C]5[/C][C]0.62097109294772[/C][/ROW]
[ROW][C]6[/C][C]0.561069373979136[/C][/ROW]
[ROW][C]7[/C][C]0.499624936016883[/C][/ROW]
[ROW][C]8[/C][C]0.441722866494674[/C][/ROW]
[ROW][C]9[/C][C]0.389378587316548[/C][/ROW]
[ROW][C]10[/C][C]0.339308759309915[/C][/ROW]
[ROW][C]11[/C][C]0.301024331387685[/C][/ROW]
[ROW][C]12[/C][C]0.257750392417004[/C][/ROW]
[ROW][C]13[/C][C]0.217309218231243[/C][/ROW]
[ROW][C]14[/C][C]0.176631849530173[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109713&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109713&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)1
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])
-140.368433958800456
-130.404347888346298
-120.443931778452414
-110.491161543969835
-100.532827947777528
-90.58118595407272
-80.624551232051979
-70.663414925061252
-60.708404452300428
-50.749847923012444
-40.785666590052777
-30.823726201600803
-20.866378501717573
-10.910976856312626
00.955910826835245
10.883967895782292
20.811878696763712
30.74742085621779
40.680636460461118
50.62097109294772
60.561069373979136
70.499624936016883
80.441722866494674
90.389378587316548
100.339308759309915
110.301024331387685
120.257750392417004
130.217309218231243
140.176631849530173


Figures (Output of Computation)

Input Parameters & R Code

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