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law of averages q7

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R Software Module: rwasp_cross.wasp (opens new window with default values)
Title produced by software: Cross Correlation Function
Date of computation: Tue, 02 Dec 2008 12:53:33 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/02/t1228247799uqb4lr1iohghhb9.htm/, Retrieved Tue, 02 Dec 2008 19:56:39 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/02/t1228247799uqb4lr1iohghhb9.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
Feedback Forum:
2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply] 
test

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
61,5 88,5 93,3 89,2 101,3 97 102,2 100,3 78,2 105,9 119,9 108 77 93,1 109,5 100,4 99 113,9 102,1 101,6 84 110,7 111,6 110,7 73,1 87,5 109,6 99,3 92,1 109,3 94,5 91,4 82,9 103,3 96 104,8 65,8 78,7 100,3 85 94,5 97,9 91,9 87,2 84,4 99,2 105,4 110,9 69,8 86,8 106,7 88,8 96,9 108,1 93,7 94,8 79,8 95,6 107,9 104,9 61,9 85,7 92,4 86,4 99,3 95,5 97 102,1 77,8 105,5 113,2 108,8 66,9 89,3 93,6 92 99,5 98,6 94,6 96,7 75,3 102,5 115,1 104,7 71,4
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
200,7 146,5 143,6 141,5 137,5 138,7 135,5 136,4 112,1 109 123,8 151,2 139,2 115,7 147,6 126,1 122,8 137,3 142 137,4 89,4 108 117,7 127,3 121 104,1 119,5 116,7 96,1 125 118,8 114,9 79,3 90,5 87,8 109,4 88,9 97,4 112 86,8 82,9 105,2 89,1 85,5 87,1 85,2 88,2 104 96,4 82,3 114,1 88,9 93,6 101,8 96,6 93,7 68,4 68,7 81,2 85,1 75,4 71,6 83 72,3 90,2 89 84,9 90,9 46,6 55,4 88,7 76 76,9 72,1 90 92,3 78 93,9 84,5 80,4 60,5 75,3 91,5 105,2 92,7
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)1
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-16-0.0128301267046171
-15-0.0220114287378523
-14-0.0710498587567868
-130.0880623725545588
-120.153546826847918
-11-0.153152701554895
-10-0.0938171894281922
-90.113675640571929
-80.286599463527252
-70.0858840939931304
-60.0121257561794287
-50.0368880588534752
-40.057734095620019
-30.0234474199311871
-2-0.0162830548976681
-10.183215849813638
00.162614483412634
1-0.108481999647707
20.00410282562437349
30.212337836696389
40.357800830211363
50.183368237774607
60.0890592368467169
70.0876790264376933
80.0661223625022612
90.138446271429550
100.0807604775438559
110.218524344681294
120.136828513736307
13-0.107170822439777
140.029210893765009
150.163493612304624
160.24990846793829
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t1228247799uqb4lr1iohghhb9/1gcl91228247609.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t1228247799uqb4lr1iohghhb9/1gcl91228247609.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;
 
Parameters (R input):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;
 
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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Software written by Ed van Stee & Patrick Wessa


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