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R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Wed, 29 Dec 2010 22:35:31 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/29/t12936621598z66uq13spoviia.htm/, Retrieved Fri, 03 May 2024 11:01:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117188, Retrieved Fri, 03 May 2024 11:01:24 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

113

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

-     [Bivariate Explorative Data Analysis] [Paper Bivariate E...] [2009-12-13 14:39:24] [143cbdcaf7333bdd9926a1dde50d1082]
- RMPD  [ARIMA Forecasting] [Paper-ARIMAforeca...] [2009-12-15 18:44:14] [f15cfb7053d35072d573abca87df96a0]
- R PD    [ARIMA Forecasting] [Paper-ARIMAforeca...] [2009-12-18 10:49:22] [143cbdcaf7333bdd9926a1dde50d1082]
- RMPD      [Cross Correlation Function] [Cross correlation] [2010-12-29 19:42:55] [17d39bb3ec485d4ce196f61215d11ba1]
-               [Cross Correlation Function] [cross correlation] [2010-12-29 22:35:31] [5d543145eb38bc0730d6bf6b0284f470] [Current]

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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	'Herman Ole Andreas Wold' @ www.yougetit.org

\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 & 'Herman Ole Andreas Wold' @ www.yougetit.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117188&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]'Herman Ole Andreas Wold' @ www.yougetit.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117188&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117188&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	'Herman Ole Andreas Wold' @ www.yougetit.org

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	1
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	1
Degree of seasonal differencing (D) of Y series	1
k	rho(Y[t],X[t+k])
-18	-0.0182962115674436
-17	0.00927881277154573
-16	0.101708734068472
-15	-0.0555384488129543
-14	0.0645716420825282
-13	-0.0750929304666158
-12	0.228079957333872
-11	-0.0940104623894345
-10	-0.122574619906603
-9	-0.0434366221736107
-8	-0.0137922462954858
-7	-0.052501542807938
-6	-0.0449175739185876
-5	-0.0981684466525965
-4	-0.0929105765313556
-3	-0.16459642442942
-2	-0.0785765197852135
-1	-0.0116403829578693
0	-0.363049817730616
1	-0.00692202647297456
2	-0.169982560376978
3	-0.0106122424939987
4	-0.254962740172638
5	-0.114411135431941
6	0.0266001747357439
7	-0.0263800004567245
8	0.00788489619005183
9	-0.00644607617581936
10	0.150410199194983
11	-0.118927085042528
12	0.209617787357279
13	-0.0902600897536531
14	0.186552387654183
15	-0.139150400633529
16	0.230020827462986
17	0.0748736375076593
18	-0.0648839754505984

\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 & 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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-18 & -0.0182962115674436 \tabularnewline
-17 & 0.00927881277154573 \tabularnewline
-16 & 0.101708734068472 \tabularnewline
-15 & -0.0555384488129543 \tabularnewline
-14 & 0.0645716420825282 \tabularnewline
-13 & -0.0750929304666158 \tabularnewline
-12 & 0.228079957333872 \tabularnewline
-11 & -0.0940104623894345 \tabularnewline
-10 & -0.122574619906603 \tabularnewline
-9 & -0.0434366221736107 \tabularnewline
-8 & -0.0137922462954858 \tabularnewline
-7 & -0.052501542807938 \tabularnewline
-6 & -0.0449175739185876 \tabularnewline
-5 & -0.0981684466525965 \tabularnewline
-4 & -0.0929105765313556 \tabularnewline
-3 & -0.16459642442942 \tabularnewline
-2 & -0.0785765197852135 \tabularnewline
-1 & -0.0116403829578693 \tabularnewline
0 & -0.363049817730616 \tabularnewline
1 & -0.00692202647297456 \tabularnewline
2 & -0.169982560376978 \tabularnewline
3 & -0.0106122424939987 \tabularnewline
4 & -0.254962740172638 \tabularnewline
5 & -0.114411135431941 \tabularnewline
6 & 0.0266001747357439 \tabularnewline
7 & -0.0263800004567245 \tabularnewline
8 & 0.00788489619005183 \tabularnewline
9 & -0.00644607617581936 \tabularnewline
10 & 0.150410199194983 \tabularnewline
11 & -0.118927085042528 \tabularnewline
12 & 0.209617787357279 \tabularnewline
13 & -0.0902600897536531 \tabularnewline
14 & 0.186552387654183 \tabularnewline
15 & -0.139150400633529 \tabularnewline
16 & 0.230020827462986 \tabularnewline
17 & 0.0748736375076593 \tabularnewline
18 & -0.0648839754505984 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117188&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]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]1[/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]-18[/C][C]-0.0182962115674436[/C][/ROW]
[ROW][C]-17[/C][C]0.00927881277154573[/C][/ROW]
[ROW][C]-16[/C][C]0.101708734068472[/C][/ROW]
[ROW][C]-15[/C][C]-0.0555384488129543[/C][/ROW]
[ROW][C]-14[/C][C]0.0645716420825282[/C][/ROW]
[ROW][C]-13[/C][C]-0.0750929304666158[/C][/ROW]
[ROW][C]-12[/C][C]0.228079957333872[/C][/ROW]
[ROW][C]-11[/C][C]-0.0940104623894345[/C][/ROW]
[ROW][C]-10[/C][C]-0.122574619906603[/C][/ROW]
[ROW][C]-9[/C][C]-0.0434366221736107[/C][/ROW]
[ROW][C]-8[/C][C]-0.0137922462954858[/C][/ROW]
[ROW][C]-7[/C][C]-0.052501542807938[/C][/ROW]
[ROW][C]-6[/C][C]-0.0449175739185876[/C][/ROW]
[ROW][C]-5[/C][C]-0.0981684466525965[/C][/ROW]
[ROW][C]-4[/C][C]-0.0929105765313556[/C][/ROW]
[ROW][C]-3[/C][C]-0.16459642442942[/C][/ROW]
[ROW][C]-2[/C][C]-0.0785765197852135[/C][/ROW]
[ROW][C]-1[/C][C]-0.0116403829578693[/C][/ROW]
[ROW][C]0[/C][C]-0.363049817730616[/C][/ROW]
[ROW][C]1[/C][C]-0.00692202647297456[/C][/ROW]
[ROW][C]2[/C][C]-0.169982560376978[/C][/ROW]
[ROW][C]3[/C][C]-0.0106122424939987[/C][/ROW]
[ROW][C]4[/C][C]-0.254962740172638[/C][/ROW]
[ROW][C]5[/C][C]-0.114411135431941[/C][/ROW]
[ROW][C]6[/C][C]0.0266001747357439[/C][/ROW]
[ROW][C]7[/C][C]-0.0263800004567245[/C][/ROW]
[ROW][C]8[/C][C]0.00788489619005183[/C][/ROW]
[ROW][C]9[/C][C]-0.00644607617581936[/C][/ROW]
[ROW][C]10[/C][C]0.150410199194983[/C][/ROW]
[ROW][C]11[/C][C]-0.118927085042528[/C][/ROW]
[ROW][C]12[/C][C]0.209617787357279[/C][/ROW]
[ROW][C]13[/C][C]-0.0902600897536531[/C][/ROW]
[ROW][C]14[/C][C]0.186552387654183[/C][/ROW]
[ROW][C]15[/C][C]-0.139150400633529[/C][/ROW]
[ROW][C]16[/C][C]0.230020827462986[/C][/ROW]
[ROW][C]17[/C][C]0.0748736375076593[/C][/ROW]
[ROW][C]18[/C][C]-0.0648839754505984[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117188&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117188&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	1
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	1
Degree of seasonal differencing (D) of Y series	1
k	rho(Y[t],X[t+k])
-18	-0.0182962115674436
-17	0.00927881277154573
-16	0.101708734068472
-15	-0.0555384488129543
-14	0.0645716420825282
-13	-0.0750929304666158
-12	0.228079957333872
-11	-0.0940104623894345
-10	-0.122574619906603
-9	-0.0434366221736107
-8	-0.0137922462954858
-7	-0.052501542807938
-6	-0.0449175739185876
-5	-0.0981684466525965
-4	-0.0929105765313556
-3	-0.16459642442942
-2	-0.0785765197852135
-1	-0.0116403829578693
0	-0.363049817730616
1	-0.00692202647297456
2	-0.169982560376978
3	-0.0106122424939987
4	-0.254962740172638
5	-0.114411135431941
6	0.0266001747357439
7	-0.0263800004567245
8	0.00788489619005183
9	-0.00644607617581936
10	0.150410199194983
11	-0.118927085042528
12	0.209617787357279
13	-0.0902600897536531
14	0.186552387654183
15	-0.139150400633529
16	0.230020827462986
17	0.0748736375076593
18	-0.0648839754505984

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ;

Parameters (R input):

par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 1 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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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