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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 computationThu, 11 Dec 2008 12:47:08 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/11/t1229024888fzwy93fqjwma4md.htm/, Retrieved Fri, 17 May 2024 03:20:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32440, Retrieved Fri, 17 May 2024 03:20:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact202

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Werkloosheid 50 e...] [2008-11-28 13:15:36] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Unemployment from...] [2008-12-02 18:04:33] [6743688719638b0cb1c0a6e0bf433315]
- RMP     [Variance Reduction Matrix] [unemployment abov...] [2008-12-03 16:43:35] [6743688719638b0cb1c0a6e0bf433315]
- RMPD      [Cross Correlation Function] [CCF total and und...] [2008-12-11 18:14:24] [6743688719638b0cb1c0a6e0bf433315]
-    D          [Cross Correlation Function] [ccf total unemplo...] [2008-12-11 19:47:08] [9b05d7ef5dbcfba4217d280d9092f628] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
569323
579714
577992
565464
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
560576
548854
531673
525919
511038
498662
555362
564591
541657
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379
Dataseries Y:
Download CSV
Histogram 
374556
375021
375787
372720
364431
370490
376974
377632
378205
370861
369167
371551
382842
381903
384502
392058
384359
388884
386586
387495
385705
378670
377367
376911
389827
387820
387267
380575
372402
376740
377795
376126
370804
367980
367866
366121
379421
378519
372423
355072
344693
342892
344178
337606
327103
323953
316532
306307
327225
329573
313761
307836
300074
304198
306122
300414
292133
290616
280244
285179
305486

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32440&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32440&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32440&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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.222460557169891
-12-0.251669368695148
-110.119619901677415
-10-0.118161225907982
-9-0.0492880226377695
-80.107125676470608
-70.00190361098140494
-60.0991251128051851
-5-0.118080031828662
-40.0906702997509197
-30.135318072516698
-20.138530138461738
-10.0314477434067117
00.928524321218239
1-0.0343725528313928
20.0158934063832490
30.0573488212991746
40.0881894308169015
50.0605566926764458
60.00865814522518008
7-0.0210065006570573
80.132227191714014
9-0.075045921445993
10-0.181631954354496
110.0880674777544753
12-0.131153136937420
13-0.172462401350425

\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
-13 & -0.222460557169891 \tabularnewline
-12 & -0.251669368695148 \tabularnewline
-11 & 0.119619901677415 \tabularnewline
-10 & -0.118161225907982 \tabularnewline
-9 & -0.0492880226377695 \tabularnewline
-8 & 0.107125676470608 \tabularnewline
-7 & 0.00190361098140494 \tabularnewline
-6 & 0.0991251128051851 \tabularnewline
-5 & -0.118080031828662 \tabularnewline
-4 & 0.0906702997509197 \tabularnewline
-3 & 0.135318072516698 \tabularnewline
-2 & 0.138530138461738 \tabularnewline
-1 & 0.0314477434067117 \tabularnewline
0 & 0.928524321218239 \tabularnewline
1 & -0.0343725528313928 \tabularnewline
2 & 0.0158934063832490 \tabularnewline
3 & 0.0573488212991746 \tabularnewline
4 & 0.0881894308169015 \tabularnewline
5 & 0.0605566926764458 \tabularnewline
6 & 0.00865814522518008 \tabularnewline
7 & -0.0210065006570573 \tabularnewline
8 & 0.132227191714014 \tabularnewline
9 & -0.075045921445993 \tabularnewline
10 & -0.181631954354496 \tabularnewline
11 & 0.0880674777544753 \tabularnewline
12 & -0.131153136937420 \tabularnewline
13 & -0.172462401350425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32440&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]-13[/C][C]-0.222460557169891[/C][/ROW]
[ROW][C]-12[/C][C]-0.251669368695148[/C][/ROW]
[ROW][C]-11[/C][C]0.119619901677415[/C][/ROW]
[ROW][C]-10[/C][C]-0.118161225907982[/C][/ROW]
[ROW][C]-9[/C][C]-0.0492880226377695[/C][/ROW]
[ROW][C]-8[/C][C]0.107125676470608[/C][/ROW]
[ROW][C]-7[/C][C]0.00190361098140494[/C][/ROW]
[ROW][C]-6[/C][C]0.0991251128051851[/C][/ROW]
[ROW][C]-5[/C][C]-0.118080031828662[/C][/ROW]
[ROW][C]-4[/C][C]0.0906702997509197[/C][/ROW]
[ROW][C]-3[/C][C]0.135318072516698[/C][/ROW]
[ROW][C]-2[/C][C]0.138530138461738[/C][/ROW]
[ROW][C]-1[/C][C]0.0314477434067117[/C][/ROW]
[ROW][C]0[/C][C]0.928524321218239[/C][/ROW]
[ROW][C]1[/C][C]-0.0343725528313928[/C][/ROW]
[ROW][C]2[/C][C]0.0158934063832490[/C][/ROW]
[ROW][C]3[/C][C]0.0573488212991746[/C][/ROW]
[ROW][C]4[/C][C]0.0881894308169015[/C][/ROW]
[ROW][C]5[/C][C]0.0605566926764458[/C][/ROW]
[ROW][C]6[/C][C]0.00865814522518008[/C][/ROW]
[ROW][C]7[/C][C]-0.0210065006570573[/C][/ROW]
[ROW][C]8[/C][C]0.132227191714014[/C][/ROW]
[ROW][C]9[/C][C]-0.075045921445993[/C][/ROW]
[ROW][C]10[/C][C]-0.181631954354496[/C][/ROW]
[ROW][C]11[/C][C]0.0880674777544753[/C][/ROW]
[ROW][C]12[/C][C]-0.131153136937420[/C][/ROW]
[ROW][C]13[/C][C]-0.172462401350425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32440&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32440&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 series1
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-13-0.222460557169891
-12-0.251669368695148
-110.119619901677415
-10-0.118161225907982
-9-0.0492880226377695
-80.107125676470608
-70.00190361098140494
-60.0991251128051851
-5-0.118080031828662
-40.0906702997509197
-30.135318072516698
-20.138530138461738
-10.0314477434067117
00.928524321218239
1-0.0343725528313928
20.0158934063832490
30.0573488212991746
40.0881894308169015
50.0605566926764458
60.00865814522518008
7-0.0210065006570573
80.132227191714014
9-0.075045921445993
10-0.181631954354496
110.0880674777544753
12-0.131153136937420
13-0.172462401350425


Figures (Output of Computation)

Input Parameters & R Code

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 ;
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')