R version 2.10.1 (2009-12-14)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(206010
+ ,198112
+ ,194519
+ ,185705
+ ,180173
+ ,176142
+ ,203401
+ ,221902
+ ,197378
+ ,185001
+ ,176356
+ ,180449
+ ,180144
+ ,173666
+ ,165688
+ ,161570
+ ,156145
+ ,153730
+ ,182698
+ ,200765
+ ,176512
+ ,166618
+ ,158644
+ ,159585
+ ,163095
+ ,159044
+ ,155511
+ ,153745
+ ,150569
+ ,150605
+ ,179612
+ ,194690
+ ,189917
+ ,184128
+ ,175335
+ ,179566
+ ,181140
+ ,177876
+ ,175041
+ ,169292
+ ,166070
+ ,166972
+ ,206348
+ ,215706
+ ,202108
+ ,195411
+ ,193111
+ ,195198
+ ,198770
+ ,194163
+ ,190420
+ ,189733
+ ,186029
+ ,191531
+ ,232571
+ ,243477
+ ,227247
+ ,217859
+ ,208679
+ ,213188
+ ,216234
+ ,213586
+ ,209465
+ ,204045
+ ,200237
+ ,203666
+ ,241476
+ ,260307
+ ,243324
+ ,244460
+ ,233575
+ ,237217
+ ,235243
+ ,230354
+ ,227184
+ ,221678
+ ,217142
+ ,219452
+ ,256446
+ ,265845
+ ,248624
+ ,241114
+ ,229245
+ ,231805
+ ,219277
+ ,219313
+ ,212610
+ ,214771
+ ,211142
+ ,211457
+ ,240048
+ ,240636
+ ,230580
+ ,208795
+ ,197922
+ ,194596
+ ,194581
+ ,185686
+ ,178106
+ ,172608
+ ,167302
+ ,168053
+ ,202300
+ ,202388
+ ,182516
+ ,173476
+ ,166444
+ ,171297
+ ,169701
+ ,164182
+ ,161914
+ ,159612
+ ,151001
+ ,158114
+ ,186530
+ ,187069
+ ,174330
+ ,169362
+ ,166827
+ ,178037
+ ,186413
+ ,189226
+ ,191563
+ ,188906
+ ,186005
+ ,195309
+ ,223532
+ ,226899
+ ,214126
+ ,206903
+ ,204442
+ ,220375
+ ,214320
+ ,212588
+ ,205816
+ ,202196
+ ,195722
+ ,198563
+ ,229139
+ ,229527
+ ,211868
+ ,203555
+ ,195770)
> x <- c(20503,22885,26217,26583,27751,28158,27373,28367,26851,26733,26849,26733,27951,29781,32914,33488,35652,36488,35387,35676,34844,32447,31068,29010,29812,30951,32974,32936,34012,32946,31948,30599,27691,25073,23406,22248,22896,25317,26558,26471,27543,26198,24725,25005,23462,20780,19815,19761,21454,23899,24939,23580,24562,24696,23785,23812,21917,19713,19282,18788,21453,24482,27474,27264,27349,30632,29429,30084,26290,24379,23335,21346,21106,24514,28353,30805,31348,34556,33855,34787,32529,29998,29257,28155,30466,35704,39327,39351,42234,43630,43722,43121,37985,37135,34646,33026,35087,38846,42013,43908,42868,44423,44167,43636,44382,42142,43452,36912,42413,45344,44873,47510,49554,47369,45998,48140,48441,44928,40454,38661,37246,36843,36424,37594,38144,38737,34560,36080,33508,35462,33374,32110,35533,35532,37903,36763,40399,44164,44496,43110,43880,43930,44327)
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = ''
> par7 = '1'
> par6 = '1'
> par5 = '1'
> par4 = '12'
> par3 = '1'
> par2 = '1'
> par1 = '1'
> ylab = ''
> xlab = ''
> main = ''
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: Wessa P., (2008), Cross Correlation Function (v1.0.6) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_cross.wasp#output/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: 
> 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
  [1]  -552  -199   208   996   429  -316  -705   684 -2279 -1495 -1942  -416
 [13]  -691 -1110  -612 -1088 -1902   103 -1638 -2076  -221  -288   900  -154
 [25]  1282  -782   -49    -4  -279  -475  1629  1365   -64   702  1104  1045
 [37]    24  -201 -1272   -90  1479   562  -253  -352   478   534  -440   972
 [49]   584  1952  1149  -897  3149  -292   628 -1899   293  -613 -1495 -2905
 [61]   379   847  2662   458   -75   502   277  1536  -620   303   887  2551
 [73]  1830  -216 -2428  2340 -1812   793 -1533 -2878  1681 -1748  -518  -250
 [85] -1479  -456  1871 -3923   159  -348    70  5882 -1390  3799 -4920  3440
 [97]  -828 -3638   742  3084 -3740 -1115  2673  -445 -1273 -5784  4747 -6916
[109] -3334    52 -1467 -1494  2778 -2806  -622 -2873  5467  2386   529  4838
[121]   402  2790 -2310  3086  3172  4509 -2906  3342 -1904  2485
> y
  [1]   1420  -4385   4696    107   1616   1709   -434    271   2483    671
 [11]  -3152   3815   2427   4445   2352   2249   2451     39  -2989  19480
 [21]   4105   -819   3290  -1936    787    698  -3983    -46    866  10369
 [31]  -5720  -8825   -908   6493  -2144   1998  -1343   -908   5062   -482
 [41]   4600   1664   1548  -2632  -2691  -6880   2422   -526   1959   -378
 [51]  -4733   -104  -2073  -3230   7925   -753  10524  -1705   -867  -5020
 [61]  -2241    951    -86   -728  -1119   -816  -9432   -238  -8646   -984
 [71]  -1082 -10554   4925  -3533   7667    907  -1995  -8403  -8811   7165
 [81] -14275    996  -5886  12513  -8931   -877  -7659  -1677    436   5656
 [91]   -500  -9816  12745   3841   8179  -1581   3376   5312   3196  -3305
[101]   6362  -5831    451   7133   4072   4497   6357   9972   8332   4605
[111]   -355   5710   2191   -193   2828    -34  -2255     74   4723 -14431
[121]  -4545  -9109   -963  -3573  -6463   2353  -2979  -4886  -1090  -5324
> postscript(file="/var/yougetitorg/rcomp/tmp/19ocj1293662130.ps",horizontal=F,onefile=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

   -18    -17    -16    -15    -14    -13    -12    -11    -10     -9     -8 
-0.018  0.009  0.102 -0.056  0.065 -0.075  0.228 -0.094 -0.123 -0.043 -0.014 
    -7     -6     -5     -4     -3     -2     -1      0      1      2      3 
-0.053 -0.045 -0.098 -0.093 -0.165 -0.079 -0.012 -0.363 -0.007 -0.170 -0.011 
     4      5      6      7      8      9     10     11     12     13     14 
-0.255 -0.114  0.027 -0.026  0.008 -0.006  0.150 -0.119  0.210 -0.090  0.187 
    15     16     17     18 
-0.139  0.230  0.075 -0.065 
> dev.off()
null device 
          1 
> 
> #Note: the /var/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/yougetitorg/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/yougetitorg/rcomp/tmp/2yprv1293662130.tab") 
> 
> try(system("convert tmp/19ocj1293662130.ps tmp/19ocj1293662130.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.530   0.240   0.625