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R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Wed, 15 Dec 2010 10:07:57 +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/t1292407581ilg1ts3zilnda9a.htm/, Retrieved Fri, 03 May 2024 08:44:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110324, Retrieved Fri, 03 May 2024 08:44:59 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

134

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 10:07:57] [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	2 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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110324&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]2 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=110324&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110324&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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

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	1
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	1
k	rho(Y[t],X[t+k])
-16	0.0855285514925348
-15	0.0167131973573182
-14	0.137758831001906
-13	0.115033512643307
-12	-0.0326386758951078
-11	-0.151132231046944
-10	-0.150881694194326
-9	0.0261095005499552
-8	-0.0886534690774906
-7	0.0115045849488117
-6	-0.000377774662733557
-5	0.0557518674307565
-4	-0.166687604240434
-3	-0.146433263934865
-2	-0.108860040981144
-1	-0.0742756659400858
0	0.216367991533349
1	0.124035696155193
2	0.207843596149014
3	0.115406845347853
4	0.0994805339429036
5	-0.00886911563164867
6	-0.0806264341989704
7	0.0600658416980479
8	0.0927010993675191
9	0.0560157822121353
10	-0.0927460741941684
11	-0.0890037764753377
12	-0.3391938613814
13	-0.263012977109628
14	-0.185945818071041
15	-0.108640250807855
16	0.15603013195051

\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 & 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 & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-16 & 0.0855285514925348 \tabularnewline
-15 & 0.0167131973573182 \tabularnewline
-14 & 0.137758831001906 \tabularnewline
-13 & 0.115033512643307 \tabularnewline
-12 & -0.0326386758951078 \tabularnewline
-11 & -0.151132231046944 \tabularnewline
-10 & -0.150881694194326 \tabularnewline
-9 & 0.0261095005499552 \tabularnewline
-8 & -0.0886534690774906 \tabularnewline
-7 & 0.0115045849488117 \tabularnewline
-6 & -0.000377774662733557 \tabularnewline
-5 & 0.0557518674307565 \tabularnewline
-4 & -0.166687604240434 \tabularnewline
-3 & -0.146433263934865 \tabularnewline
-2 & -0.108860040981144 \tabularnewline
-1 & -0.0742756659400858 \tabularnewline
0 & 0.216367991533349 \tabularnewline
1 & 0.124035696155193 \tabularnewline
2 & 0.207843596149014 \tabularnewline
3 & 0.115406845347853 \tabularnewline
4 & 0.0994805339429036 \tabularnewline
5 & -0.00886911563164867 \tabularnewline
6 & -0.0806264341989704 \tabularnewline
7 & 0.0600658416980479 \tabularnewline
8 & 0.0927010993675191 \tabularnewline
9 & 0.0560157822121353 \tabularnewline
10 & -0.0927460741941684 \tabularnewline
11 & -0.0890037764753377 \tabularnewline
12 & -0.3391938613814 \tabularnewline
13 & -0.263012977109628 \tabularnewline
14 & -0.185945818071041 \tabularnewline
15 & -0.108640250807855 \tabularnewline
16 & 0.15603013195051 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110324&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]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]0[/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]-16[/C][C]0.0855285514925348[/C][/ROW]
[ROW][C]-15[/C][C]0.0167131973573182[/C][/ROW]
[ROW][C]-14[/C][C]0.137758831001906[/C][/ROW]
[ROW][C]-13[/C][C]0.115033512643307[/C][/ROW]
[ROW][C]-12[/C][C]-0.0326386758951078[/C][/ROW]
[ROW][C]-11[/C][C]-0.151132231046944[/C][/ROW]
[ROW][C]-10[/C][C]-0.150881694194326[/C][/ROW]
[ROW][C]-9[/C][C]0.0261095005499552[/C][/ROW]
[ROW][C]-8[/C][C]-0.0886534690774906[/C][/ROW]
[ROW][C]-7[/C][C]0.0115045849488117[/C][/ROW]
[ROW][C]-6[/C][C]-0.000377774662733557[/C][/ROW]
[ROW][C]-5[/C][C]0.0557518674307565[/C][/ROW]
[ROW][C]-4[/C][C]-0.166687604240434[/C][/ROW]
[ROW][C]-3[/C][C]-0.146433263934865[/C][/ROW]
[ROW][C]-2[/C][C]-0.108860040981144[/C][/ROW]
[ROW][C]-1[/C][C]-0.0742756659400858[/C][/ROW]
[ROW][C]0[/C][C]0.216367991533349[/C][/ROW]
[ROW][C]1[/C][C]0.124035696155193[/C][/ROW]
[ROW][C]2[/C][C]0.207843596149014[/C][/ROW]
[ROW][C]3[/C][C]0.115406845347853[/C][/ROW]
[ROW][C]4[/C][C]0.0994805339429036[/C][/ROW]
[ROW][C]5[/C][C]-0.00886911563164867[/C][/ROW]
[ROW][C]6[/C][C]-0.0806264341989704[/C][/ROW]
[ROW][C]7[/C][C]0.0600658416980479[/C][/ROW]
[ROW][C]8[/C][C]0.0927010993675191[/C][/ROW]
[ROW][C]9[/C][C]0.0560157822121353[/C][/ROW]
[ROW][C]10[/C][C]-0.0927460741941684[/C][/ROW]
[ROW][C]11[/C][C]-0.0890037764753377[/C][/ROW]
[ROW][C]12[/C][C]-0.3391938613814[/C][/ROW]
[ROW][C]13[/C][C]-0.263012977109628[/C][/ROW]
[ROW][C]14[/C][C]-0.185945818071041[/C][/ROW]
[ROW][C]15[/C][C]-0.108640250807855[/C][/ROW]
[ROW][C]16[/C][C]0.15603013195051[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110324&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110324&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	1
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	1
k	rho(Y[t],X[t+k])
-16	0.0855285514925348
-15	0.0167131973573182
-14	0.137758831001906
-13	0.115033512643307
-12	-0.0326386758951078
-11	-0.151132231046944
-10	-0.150881694194326
-9	0.0261095005499552
-8	-0.0886534690774906
-7	0.0115045849488117
-6	-0.000377774662733557
-5	0.0557518674307565
-4	-0.166687604240434
-3	-0.146433263934865
-2	-0.108860040981144
-1	-0.0742756659400858
0	0.216367991533349
1	0.124035696155193
2	0.207843596149014
3	0.115406845347853
4	0.0994805339429036
5	-0.00886911563164867
6	-0.0806264341989704
7	0.0600658416980479
8	0.0927010993675191
9	0.0560157822121353
10	-0.0927460741941684
11	-0.0890037764753377
12	-0.3391938613814
13	-0.263012977109628
14	-0.185945818071041
15	-0.108640250807855
16	0.15603013195051

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; 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')

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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code