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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 computationWed, 10 Dec 2008 11:48:42 -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/10/t1228934979v4j7zz8fgspn03q.htm/, Retrieved Sat, 25 May 2024 22:38:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32072, Retrieved Sat, 25 May 2024 22:38:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact153

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Cross Correlation Function] [Cross Correlation...] [2008-12-10 18:48:42] [6912578025c824de531bc660dd61b996] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
101,8
103,4
104,9
105,1
105,6
104,5
105,5
105,1
106,9
106,6
106,6
106,5
109,7
109,5
109,2
109,1
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109
109,2
113,3
112,3
112,3
116,3
118,3
119,4
119,4
119,4
120,1
121,7
123,7
123,7
128,5
127,1
122,6
119,8
122,7
123,4
123,8
121,8
121,2
121,2
121,2
121,2
129,6
131
131
129,8
129,8
134,9
131,2
127,1
130,5
130,5
131,7
131,7
131,7
131,7
128,7
125
124,5
123
122,8
123,1
124,8
126,9
131,7
136,8
143,7
150,1
152,7
152,6
150,5
154,9
158
158,1
160,6
160,6
Dataseries Y:
Download CSV
Histogram 
100
100
100
100,1
100
100
99,8
100
99,9
99,2
98,7
98,7
98,9
99,2
99,8
100,5
100,1
100,5
98,4
98,6
99
99,1
98,9
98,5
96,9
96,8
97
97
96,9
97,1
97,2
97,9
98,9
99,2
99,5
99,3
99,9
100
100,3
100,5
100,7
100,9
100,8
100,9
101
100,3
100,1
99,8
99,9
99,9
100,2
99,7
100,4
100,9
101,3
101,4
101,3
100,9
100,9
100,9
101,1
101,1
101,3
101,8
102,9
103,2
103,3
104,5
105
104,9
104,9
105,4
106
105,7
105,9
106,2
106,4
106,9
107,3
107,9
109,2
110,2
110,2
110,5
110,6
110,8
111,3
111,1
111,2
111,2
111,1
111,5
112,1
111,4

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32072&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32072&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32072&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






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)12
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])
-160.460202871276102
-150.450892638171572
-140.443185905055654
-130.440785325253648
-120.442906549081408
-110.453125290970967
-100.470614583476974
-90.497587484284839
-80.533018226733315
-70.571913881020548
-60.607941361771936
-50.640860130542271
-40.681502449657487
-30.726403012835938
-20.771246614875418
-10.817527172358375
00.863822897963324
10.84051196907556
20.810332050361248
30.783032532912331
40.757060530934503
50.725435427263719
60.688163048897198
70.648222927769952
80.604611941828387
90.562044705557948
100.518252759976588
110.472690429206259
120.42845846465335
130.384235213702437
140.345165610101294
150.313783357745384
160.285505514357196

\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 & 0 \tabularnewline
Degree of seasonal differencing (D) of X series & 0 \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 & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-16 & 0.460202871276102 \tabularnewline
-15 & 0.450892638171572 \tabularnewline
-14 & 0.443185905055654 \tabularnewline
-13 & 0.440785325253648 \tabularnewline
-12 & 0.442906549081408 \tabularnewline
-11 & 0.453125290970967 \tabularnewline
-10 & 0.470614583476974 \tabularnewline
-9 & 0.497587484284839 \tabularnewline
-8 & 0.533018226733315 \tabularnewline
-7 & 0.571913881020548 \tabularnewline
-6 & 0.607941361771936 \tabularnewline
-5 & 0.640860130542271 \tabularnewline
-4 & 0.681502449657487 \tabularnewline
-3 & 0.726403012835938 \tabularnewline
-2 & 0.771246614875418 \tabularnewline
-1 & 0.817527172358375 \tabularnewline
0 & 0.863822897963324 \tabularnewline
1 & 0.84051196907556 \tabularnewline
2 & 0.810332050361248 \tabularnewline
3 & 0.783032532912331 \tabularnewline
4 & 0.757060530934503 \tabularnewline
5 & 0.725435427263719 \tabularnewline
6 & 0.688163048897198 \tabularnewline
7 & 0.648222927769952 \tabularnewline
8 & 0.604611941828387 \tabularnewline
9 & 0.562044705557948 \tabularnewline
10 & 0.518252759976588 \tabularnewline
11 & 0.472690429206259 \tabularnewline
12 & 0.42845846465335 \tabularnewline
13 & 0.384235213702437 \tabularnewline
14 & 0.345165610101294 \tabularnewline
15 & 0.313783357745384 \tabularnewline
16 & 0.285505514357196 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32072&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]0[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of X series[/C][C]0[/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]0[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of Y series[/C][C]0[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-16[/C][C]0.460202871276102[/C][/ROW]
[ROW][C]-15[/C][C]0.450892638171572[/C][/ROW]
[ROW][C]-14[/C][C]0.443185905055654[/C][/ROW]
[ROW][C]-13[/C][C]0.440785325253648[/C][/ROW]
[ROW][C]-12[/C][C]0.442906549081408[/C][/ROW]
[ROW][C]-11[/C][C]0.453125290970967[/C][/ROW]
[ROW][C]-10[/C][C]0.470614583476974[/C][/ROW]
[ROW][C]-9[/C][C]0.497587484284839[/C][/ROW]
[ROW][C]-8[/C][C]0.533018226733315[/C][/ROW]
[ROW][C]-7[/C][C]0.571913881020548[/C][/ROW]
[ROW][C]-6[/C][C]0.607941361771936[/C][/ROW]
[ROW][C]-5[/C][C]0.640860130542271[/C][/ROW]
[ROW][C]-4[/C][C]0.681502449657487[/C][/ROW]
[ROW][C]-3[/C][C]0.726403012835938[/C][/ROW]
[ROW][C]-2[/C][C]0.771246614875418[/C][/ROW]
[ROW][C]-1[/C][C]0.817527172358375[/C][/ROW]
[ROW][C]0[/C][C]0.863822897963324[/C][/ROW]
[ROW][C]1[/C][C]0.84051196907556[/C][/ROW]
[ROW][C]2[/C][C]0.810332050361248[/C][/ROW]
[ROW][C]3[/C][C]0.783032532912331[/C][/ROW]
[ROW][C]4[/C][C]0.757060530934503[/C][/ROW]
[ROW][C]5[/C][C]0.725435427263719[/C][/ROW]
[ROW][C]6[/C][C]0.688163048897198[/C][/ROW]
[ROW][C]7[/C][C]0.648222927769952[/C][/ROW]
[ROW][C]8[/C][C]0.604611941828387[/C][/ROW]
[ROW][C]9[/C][C]0.562044705557948[/C][/ROW]
[ROW][C]10[/C][C]0.518252759976588[/C][/ROW]
[ROW][C]11[/C][C]0.472690429206259[/C][/ROW]
[ROW][C]12[/C][C]0.42845846465335[/C][/ROW]
[ROW][C]13[/C][C]0.384235213702437[/C][/ROW]
[ROW][C]14[/C][C]0.345165610101294[/C][/ROW]
[ROW][C]15[/C][C]0.313783357745384[/C][/ROW]
[ROW][C]16[/C][C]0.285505514357196[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32072&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32072&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 series0
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
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])
-160.460202871276102
-150.450892638171572
-140.443185905055654
-130.440785325253648
-120.442906549081408
-110.453125290970967
-100.470614583476974
-90.497587484284839
-80.533018226733315
-70.571913881020548
-60.607941361771936
-50.640860130542271
-40.681502449657487
-30.726403012835938
-20.771246614875418
-10.817527172358375
00.863822897963324
10.84051196907556
20.810332050361248
30.783032532912331
40.757060530934503
50.725435427263719
60.688163048897198
70.648222927769952
80.604611941828387
90.562044705557948
100.518252759976588
110.472690429206259
120.42845846465335
130.384235213702437
140.345165610101294
150.313783357745384
160.285505514357196


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;
Parameters (R input):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; 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')