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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, 24 Dec 2010 16:30:42 +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/24/t1293208185ci1odiq73hetc9g.htm/, Retrieved Tue, 30 Apr 2024 01:33:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115187, Retrieved Tue, 30 Apr 2024 01:33:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact128

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] [] [2010-12-24 16:30:42] [95610e892c4b5c84ff80f4c898567a9d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.35
1.91
1.31
1.19
1.3
1.14
1.1
1.02
1.11
1.18
1.24
1.36
1.29
1.73
1.41
1.15
1.31
1.15
1.08
1.1
1.14
1.24
1.33
1.49
1.38
1.96
1.36
1.24
1.35
1.23
1.09
1.08
1.33
1.35
1.38
1.5
1.47
2.09
1.52
1.29
1.52
1.27
1.35
1.29
1.41
1.39
1.45
1.53
1.45
2.11
1.53
1.38
1.54
1.35
1.29
1.33
1.47
1.47
1.54
1.59
1.5
2
1.51
1.4
1.62
1.44
1.29
1.28
1.4
1.39
1.46
1.49
Dataseries Y:
Download CSV
Histogram 
75.53
75.75
76.57
77.59
77.15
79.08
80.29
79.94
80.19
79.70
79.14
78.23
77.16
76.77
76.19
74.83
74.33
72.71
71.32
71.88
71.78
71.77
72.17
70.84
70.64
70.85
71.43
78.52
81.12
84.16
84.36
84.13
83.59
82.13
83.03
83.91
83.01
82.36
82.01
81.83
80.89
82.86
83.28
82.63
81.52
82.20
81.97
81.60
82.36
82.55
81.27
79.89
74.44
73.47
73.16
73.16
72.94
72.89
73.26
73.93
72.58
72.00
72.79
71.86
69.74
69.73
69.05
69.63
70.48
72.49
72.66
74.77

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 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 & 4 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115187&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]4 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=115187&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115187&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 time4 seconds
R Server'George Udny Yule' @ 72.249.76.132






Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.176552025666587
-130.241268766732065
-12-0.102641102966516
-110.0774539610149894
-100.102418203842476
-90.119144271946531
-80.0673374795771496
-7-0.0238559156850369
-60.113759739796292
-5-0.0174094232444466
-4-0.119775436352375
-30.0174566577440874
-20.102839331022101
-10.0258582666400498
00.154536243060214
1-0.0182118761120016
20.110231499851931
30.180014610454183
40.350037847712318
50.366101897728937
60.236429990762042
70.157841133426321
80.0968338934091938
9-0.113085637317343
10-0.119972872222614
11-0.0486310235957907
12-0.0483745274991051
130.0502880655749901
14-0.186110443844672

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 0 \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 & 0 \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 & 0.176552025666587 \tabularnewline
-13 & 0.241268766732065 \tabularnewline
-12 & -0.102641102966516 \tabularnewline
-11 & 0.0774539610149894 \tabularnewline
-10 & 0.102418203842476 \tabularnewline
-9 & 0.119144271946531 \tabularnewline
-8 & 0.0673374795771496 \tabularnewline
-7 & -0.0238559156850369 \tabularnewline
-6 & 0.113759739796292 \tabularnewline
-5 & -0.0174094232444466 \tabularnewline
-4 & -0.119775436352375 \tabularnewline
-3 & 0.0174566577440874 \tabularnewline
-2 & 0.102839331022101 \tabularnewline
-1 & 0.0258582666400498 \tabularnewline
0 & 0.154536243060214 \tabularnewline
1 & -0.0182118761120016 \tabularnewline
2 & 0.110231499851931 \tabularnewline
3 & 0.180014610454183 \tabularnewline
4 & 0.350037847712318 \tabularnewline
5 & 0.366101897728937 \tabularnewline
6 & 0.236429990762042 \tabularnewline
7 & 0.157841133426321 \tabularnewline
8 & 0.0968338934091938 \tabularnewline
9 & -0.113085637317343 \tabularnewline
10 & -0.119972872222614 \tabularnewline
11 & -0.0486310235957907 \tabularnewline
12 & -0.0483745274991051 \tabularnewline
13 & 0.0502880655749901 \tabularnewline
14 & -0.186110443844672 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115187&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]0[/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]0[/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]0.176552025666587[/C][/ROW]
[ROW][C]-13[/C][C]0.241268766732065[/C][/ROW]
[ROW][C]-12[/C][C]-0.102641102966516[/C][/ROW]
[ROW][C]-11[/C][C]0.0774539610149894[/C][/ROW]
[ROW][C]-10[/C][C]0.102418203842476[/C][/ROW]
[ROW][C]-9[/C][C]0.119144271946531[/C][/ROW]
[ROW][C]-8[/C][C]0.0673374795771496[/C][/ROW]
[ROW][C]-7[/C][C]-0.0238559156850369[/C][/ROW]
[ROW][C]-6[/C][C]0.113759739796292[/C][/ROW]
[ROW][C]-5[/C][C]-0.0174094232444466[/C][/ROW]
[ROW][C]-4[/C][C]-0.119775436352375[/C][/ROW]
[ROW][C]-3[/C][C]0.0174566577440874[/C][/ROW]
[ROW][C]-2[/C][C]0.102839331022101[/C][/ROW]
[ROW][C]-1[/C][C]0.0258582666400498[/C][/ROW]
[ROW][C]0[/C][C]0.154536243060214[/C][/ROW]
[ROW][C]1[/C][C]-0.0182118761120016[/C][/ROW]
[ROW][C]2[/C][C]0.110231499851931[/C][/ROW]
[ROW][C]3[/C][C]0.180014610454183[/C][/ROW]
[ROW][C]4[/C][C]0.350037847712318[/C][/ROW]
[ROW][C]5[/C][C]0.366101897728937[/C][/ROW]
[ROW][C]6[/C][C]0.236429990762042[/C][/ROW]
[ROW][C]7[/C][C]0.157841133426321[/C][/ROW]
[ROW][C]8[/C][C]0.0968338934091938[/C][/ROW]
[ROW][C]9[/C][C]-0.113085637317343[/C][/ROW]
[ROW][C]10[/C][C]-0.119972872222614[/C][/ROW]
[ROW][C]11[/C][C]-0.0486310235957907[/C][/ROW]
[ROW][C]12[/C][C]-0.0483745274991051[/C][/ROW]
[ROW][C]13[/C][C]0.0502880655749901[/C][/ROW]
[ROW][C]14[/C][C]-0.186110443844672[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115187&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115187&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 series0
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series0
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.176552025666587
-130.241268766732065
-12-0.102641102966516
-110.0774539610149894
-100.102418203842476
-90.119144271946531
-80.0673374795771496
-7-0.0238559156850369
-60.113759739796292
-5-0.0174094232444466
-4-0.119775436352375
-30.0174566577440874
-20.102839331022101
-10.0258582666400498
00.154536243060214
1-0.0182118761120016
20.110231499851931
30.180014610454183
40.350037847712318
50.366101897728937
60.236429990762042
70.157841133426321
80.0968338934091938
9-0.113085637317343
10-0.119972872222614
11-0.0486310235957907
12-0.0483745274991051
130.0502880655749901
14-0.186110443844672


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 0.0 ; par2 = 0 ; par3 = 1 ; par4 = 12 ; par5 = 0.0 ; par6 = 1 ; par7 = 0 ;
Parameters (R input):
par1 = 0.0 ; par2 = 0 ; par3 = 1 ; par4 = 12 ; par5 = 0.0 ; 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')