R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(100.00,100.83,101.51,102.16,102.39,102.54,102.85,103.47,103.57,103.69,103.50,103.47,103.45,103.48,103.93,103.89,104.40,104.79,104.77,105.13,105.26,104.96,104.75,105.01,105.15,105.20,105.77,105.78,106.26,106.13,106.12,106.57,106.44,106.54,107.10,108.10,108.40,108.84,109.62,110.42,110.67,111.66,112.28,112.87,112.18,112.36,112.16,111.49,111.25,111.36,111.74,111.10,111.33,111.25,111.04,110.97,111.31,111.02,111.07,111.36)
> x <- c(595,591,589,584,573,567,569,621,629,628,612,595,597,593,590,580,574,573,573,620,626,620,588,566,557,561,549,532,526,511,499,555,565,542,527,510,514,517,508,493,490,469,478,528,534,518,506,502,516,528,533,536,537,524,536,587,597,581,564,564)
> par7 = '1'
> par6 = '1'
> par5 = '1'
> par4 = '12'
> par3 = '1'
> par2 = '1'
> par1 = '1'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> 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) x <- diff(y,lag=par4,difference=par7)
> x
 [1] -0.80 -0.23 -0.69  0.28  0.24 -0.33 -0.26  0.03 -0.42 -0.02  0.29  0.16
[13]  0.02  0.12  0.05 -0.03 -0.52  0.01  0.09 -0.26  0.40  0.77  0.74  0.16
[25]  0.39  0.21  0.79 -0.23  1.12  0.63  0.14 -0.56  0.08 -0.76 -1.67 -0.54
[37] -0.33 -0.40 -1.44 -0.02 -1.07 -0.83 -0.66  1.03 -0.47  0.25  0.96
> y
 [1]  0.83  0.68  0.65  0.23  0.15  0.31  0.62  0.10  0.12 -0.19 -0.03 -0.02
[13]  0.03  0.45 -0.04  0.51  0.39 -0.02  0.36  0.13 -0.30 -0.21  0.26  0.14
[25]  0.05  0.57  0.01  0.48 -0.13 -0.01  0.45 -0.13  0.10  0.56  1.00  0.30
[37]  0.44  0.78  0.80  0.25  0.99  0.62  0.59 -0.69  0.18 -0.20 -0.67 -0.24
[49]  0.11  0.38 -0.64  0.23 -0.08 -0.21 -0.07  0.34 -0.29  0.05  0.29
> postscript(file="/var/www/html/rcomp/tmp/1jmb81260144148.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> (r <- ccf(x,y,main='Cross Correlation Function',ylab='CCF',xlab='Lag (k)'))

Autocorrelations of series 'X', by lag

   -13    -12    -11    -10     -9     -8     -7     -6     -5     -4     -3 
 0.194  0.554  0.169  0.192  0.271  0.213 -0.078 -0.021  0.207 -0.075 -0.250 
    -2     -1      0      1      2      3      4      5      6      7      8 
-0.199 -0.154 -0.767 -0.328 -0.214 -0.112 -0.232  0.044  0.031 -0.051 -0.074 
     9     10     11     12     13 
 0.119  0.109 -0.006  0.080  0.135 
> dev.off()
null device 
          1 
> 
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/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="/var/www/html/rcomp/tmp/2jsz61260144148.tab") 
> system("convert tmp/1jmb81260144148.ps tmp/1jmb81260144148.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.396   0.167   0.469