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Author

*The author of this computation has been verified*

R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Wed, 15 Dec 2010 10:06:50 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/15/t1292407474dq53fbq64efh6d0.htm/, Retrieved Fri, 03 May 2024 07:11:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110322, Retrieved Fri, 03 May 2024 07:11:20 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

133

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Kendall tau Correlation Matrix] [] [2010-12-05 17:44:33] [b98453cac15ba1066b407e146608df68]
-   PD  [Kendall tau Correlation Matrix] [WS10, Pearson Cor...] [2010-12-10 12:56:18] [d946de7cca328fbcf207448a112523ab]
- RMPD      [Cross Correlation Function] [] [2010-12-15 10:06:50] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]

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Dataseries X:

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Histogram

Boxplots

4
5.9
7.1
10.5
15.1
16.8
15.3
18.4
16.1
11.3
7.9
5.6
3.4
4.8
6.5
8.5
15.1
15.7
18.7
19.2
12.9
14.4
6.2
3.3
4.6
7.1
7.8
9.9
13.6
17.1
17.8
18.6
14.7
10.5
8.6
4.4
2.3
2.8
8.8
10.7
13.9
19.3
19.5
20.4
15.3
7.9
8.3
4.5
3.2
5
6.6
11.1
12.8
16.3
17.4
18.9
15.8
11.7
6.4
2.9
4.7
2.4
7.2
10.7
13.4
18.3
18.4
16.8
16.6
14.1
6.1
3.5
1.7
2.3
4.5
9.3
14.2
17.3
23
16.3
18.4
14.2
9.1
5.9
7.2
6.8
8
14.3
14.6
17.5
17.2
17.2
14.1
10.4
6.8
4.1

Dataseries Y:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110322&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110322&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110322&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	0.187322048172994
-15	-0.138514294287903
-14	-0.399682174445546
-13	-0.568280897881915
-12	-0.59918244233974
-11	-0.460596218116495
-10	-0.196143324886979
-9	0.137667618503928
-8	0.400721861860919
-7	0.582930591323622
-6	0.601651740547579
-5	0.470697931063278
-4	0.171029408546846
-3	-0.158939176067643
-2	-0.454056524443105
-1	-0.646780851175501
0	-0.671217338794935
1	-0.50413312110982
2	-0.203720047402609
3	0.153311426629888
4	0.449912230555458
5	0.604042449793677
6	0.630472406523535
7	0.515951621531358
8	0.198680036138362
9	-0.135701035732205
10	-0.450541549607305
11	-0.630243154709009
12	-0.627280883978952
13	-0.45803168389285
14	-0.214154642455969
15	0.102353729107542
16	0.386173158567736

\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
-16 & 0.187322048172994 \tabularnewline
-15 & -0.138514294287903 \tabularnewline
-14 & -0.399682174445546 \tabularnewline
-13 & -0.568280897881915 \tabularnewline
-12 & -0.59918244233974 \tabularnewline
-11 & -0.460596218116495 \tabularnewline
-10 & -0.196143324886979 \tabularnewline
-9 & 0.137667618503928 \tabularnewline
-8 & 0.400721861860919 \tabularnewline
-7 & 0.582930591323622 \tabularnewline
-6 & 0.601651740547579 \tabularnewline
-5 & 0.470697931063278 \tabularnewline
-4 & 0.171029408546846 \tabularnewline
-3 & -0.158939176067643 \tabularnewline
-2 & -0.454056524443105 \tabularnewline
-1 & -0.646780851175501 \tabularnewline
0 & -0.671217338794935 \tabularnewline
1 & -0.50413312110982 \tabularnewline
2 & -0.203720047402609 \tabularnewline
3 & 0.153311426629888 \tabularnewline
4 & 0.449912230555458 \tabularnewline
5 & 0.604042449793677 \tabularnewline
6 & 0.630472406523535 \tabularnewline
7 & 0.515951621531358 \tabularnewline
8 & 0.198680036138362 \tabularnewline
9 & -0.135701035732205 \tabularnewline
10 & -0.450541549607305 \tabularnewline
11 & -0.630243154709009 \tabularnewline
12 & -0.627280883978952 \tabularnewline
13 & -0.45803168389285 \tabularnewline
14 & -0.214154642455969 \tabularnewline
15 & 0.102353729107542 \tabularnewline
16 & 0.386173158567736 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110322&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]-16[/C][C]0.187322048172994[/C][/ROW]
[ROW][C]-15[/C][C]-0.138514294287903[/C][/ROW]
[ROW][C]-14[/C][C]-0.399682174445546[/C][/ROW]
[ROW][C]-13[/C][C]-0.568280897881915[/C][/ROW]
[ROW][C]-12[/C][C]-0.59918244233974[/C][/ROW]
[ROW][C]-11[/C][C]-0.460596218116495[/C][/ROW]
[ROW][C]-10[/C][C]-0.196143324886979[/C][/ROW]
[ROW][C]-9[/C][C]0.137667618503928[/C][/ROW]
[ROW][C]-8[/C][C]0.400721861860919[/C][/ROW]
[ROW][C]-7[/C][C]0.582930591323622[/C][/ROW]
[ROW][C]-6[/C][C]0.601651740547579[/C][/ROW]
[ROW][C]-5[/C][C]0.470697931063278[/C][/ROW]
[ROW][C]-4[/C][C]0.171029408546846[/C][/ROW]
[ROW][C]-3[/C][C]-0.158939176067643[/C][/ROW]
[ROW][C]-2[/C][C]-0.454056524443105[/C][/ROW]
[ROW][C]-1[/C][C]-0.646780851175501[/C][/ROW]
[ROW][C]0[/C][C]-0.671217338794935[/C][/ROW]
[ROW][C]1[/C][C]-0.50413312110982[/C][/ROW]
[ROW][C]2[/C][C]-0.203720047402609[/C][/ROW]
[ROW][C]3[/C][C]0.153311426629888[/C][/ROW]
[ROW][C]4[/C][C]0.449912230555458[/C][/ROW]
[ROW][C]5[/C][C]0.604042449793677[/C][/ROW]
[ROW][C]6[/C][C]0.630472406523535[/C][/ROW]
[ROW][C]7[/C][C]0.515951621531358[/C][/ROW]
[ROW][C]8[/C][C]0.198680036138362[/C][/ROW]
[ROW][C]9[/C][C]-0.135701035732205[/C][/ROW]
[ROW][C]10[/C][C]-0.450541549607305[/C][/ROW]
[ROW][C]11[/C][C]-0.630243154709009[/C][/ROW]
[ROW][C]12[/C][C]-0.627280883978952[/C][/ROW]
[ROW][C]13[/C][C]-0.45803168389285[/C][/ROW]
[ROW][C]14[/C][C]-0.214154642455969[/C][/ROW]
[ROW][C]15[/C][C]0.102353729107542[/C][/ROW]
[ROW][C]16[/C][C]0.386173158567736[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110322&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110322&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	0.187322048172994
-15	-0.138514294287903
-14	-0.399682174445546
-13	-0.568280897881915
-12	-0.59918244233974
-11	-0.460596218116495
-10	-0.196143324886979
-9	0.137667618503928
-8	0.400721861860919
-7	0.582930591323622
-6	0.601651740547579
-5	0.470697931063278
-4	0.171029408546846
-3	-0.158939176067643
-2	-0.454056524443105
-1	-0.646780851175501
0	-0.671217338794935
1	-0.50413312110982
2	-0.203720047402609
3	0.153311426629888
4	0.449912230555458
5	0.604042449793677
6	0.630472406523535
7	0.515951621531358
8	0.198680036138362
9	-0.135701035732205
10	-0.450541549607305
11	-0.630243154709009
12	-0.627280883978952
13	-0.45803168389285
14	-0.214154642455969
15	0.102353729107542
16	0.386173158567736

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

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')

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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code