| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 1 seconds |
| R Server | 'Gwilym Jenkins' @ 72.249.127.135 |
| Cross Correlation Function | |
| Parameter | Value |
| Box-Cox transformation parameter (lambda) of X series | 1 |
| Degree of non-seasonal differencing (d) of X series | 0 |
| 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 | 0 |
| Degree of seasonal differencing (D) of Y series | 1 |
| k | rho(Y[t],X[t+k]) |
| -14 | 0.138412000499436 |
| -13 | -0.143657690258127 |
| -12 | 0.240946747073797 |
| -11 | -0.122876275709446 |
| -10 | 0.0157665092268943 |
| -9 | 0.0797156240972814 |
| -8 | -0.0785494711233344 |
| -7 | 0.0418849079379991 |
| -6 | -0.0954001783046864 |
| -5 | -0.0919562133283884 |
| -4 | 0.132718457853344 |
| -3 | -0.103594281320707 |
| -2 | 0.116208243252963 |
| -1 | 0.228871849286587 |
| 0 | -0.51416965466013 |
| 1 | 0.140268912457874 |
| 2 | 0.0761265754347964 |
| 3 | 0.081653381074945 |
| 4 | -0.0754355732480002 |
| 5 | -0.0410808821569095 |
| 6 | -0.026702558175864 |
| 7 | 0.0431590146735732 |
| 8 | -0.0527114108777721 |
| 9 | 0.0280850385608055 |
| 10 | 0.0175238516672723 |
| 11 | 0.0462993935383508 |
| 12 | -0.00488379537487765 |
| 13 | -0.0350613029164303 |
| 14 | -0.0135361185560452 |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196250425zawyembe8xroygj/1uk7k1196250983.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196250425zawyembe8xroygj/1uk7k1196250983.ps (open in new window) |
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
y
bitmap(file='test1.png')
(r <- ccf(x,y,main='Cross Correlation Function',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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Software written by Ed van Stee & Patrick Wessa
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