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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 computationMon, 01 Dec 2008 04:10:46 -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/01/t1228129876h8l5hpi4ppz8az3.htm/, Retrieved Sun, 05 May 2024 17:24:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26873, Retrieved Sun, 05 May 2024 17:24:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact210

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...] [2008-12-01 10:30:54] [44ec60eb6065a3f81a5f756bd5af1faf]
-   PD    [Cross Correlation Function] [Cross correlation...] [2008-12-01 11:10:46] [924502d03698cd41cacbcd1327858815] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7.8
7.6
7.5
7.6
7.5
7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5
Dataseries Y:
Download CSV
Histogram 
9
9.1
8.7
8.2
7.9
7.9
9.1
9.4
9.5
9.1
9
9.3
9.9
9.8
9.4
8.3
8
8.5
10.4
11.1
10.9
9.9
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.9
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.8
7.9
7.9
8

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26873&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26873&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26873&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'Gwilym Jenkins' @ 72.249.127.135






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])
-140.0607680435795056
-130.211029064087054
-120.341080640971714
-110.342470782444565
-100.30434318365655
-90.287249333485375
-80.312292836903300
-70.353130862281595
-60.344140349339093
-50.22013833283377
-40.0848195867504724
-30.0644075596968667
-20.190155985087680
-10.389030043331725
00.547394401067946
10.475190872106253
20.31635847678872
30.178706528434408
40.133565351562265
50.162939949016205
60.158497084811519
70.0642119619016917
8-0.0685151133955388
9-0.154522258188144
10-0.130023634342492
11-0.0401394618240994
120.060195221465065
130.0409567811825085
14-0.0251971873998479

\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
-14 & 0.0607680435795056 \tabularnewline
-13 & 0.211029064087054 \tabularnewline
-12 & 0.341080640971714 \tabularnewline
-11 & 0.342470782444565 \tabularnewline
-10 & 0.30434318365655 \tabularnewline
-9 & 0.287249333485375 \tabularnewline
-8 & 0.312292836903300 \tabularnewline
-7 & 0.353130862281595 \tabularnewline
-6 & 0.344140349339093 \tabularnewline
-5 & 0.22013833283377 \tabularnewline
-4 & 0.0848195867504724 \tabularnewline
-3 & 0.0644075596968667 \tabularnewline
-2 & 0.190155985087680 \tabularnewline
-1 & 0.389030043331725 \tabularnewline
0 & 0.547394401067946 \tabularnewline
1 & 0.475190872106253 \tabularnewline
2 & 0.31635847678872 \tabularnewline
3 & 0.178706528434408 \tabularnewline
4 & 0.133565351562265 \tabularnewline
5 & 0.162939949016205 \tabularnewline
6 & 0.158497084811519 \tabularnewline
7 & 0.0642119619016917 \tabularnewline
8 & -0.0685151133955388 \tabularnewline
9 & -0.154522258188144 \tabularnewline
10 & -0.130023634342492 \tabularnewline
11 & -0.0401394618240994 \tabularnewline
12 & 0.060195221465065 \tabularnewline
13 & 0.0409567811825085 \tabularnewline
14 & -0.0251971873998479 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26873&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]-14[/C][C]0.0607680435795056[/C][/ROW]
[ROW][C]-13[/C][C]0.211029064087054[/C][/ROW]
[ROW][C]-12[/C][C]0.341080640971714[/C][/ROW]
[ROW][C]-11[/C][C]0.342470782444565[/C][/ROW]
[ROW][C]-10[/C][C]0.30434318365655[/C][/ROW]
[ROW][C]-9[/C][C]0.287249333485375[/C][/ROW]
[ROW][C]-8[/C][C]0.312292836903300[/C][/ROW]
[ROW][C]-7[/C][C]0.353130862281595[/C][/ROW]
[ROW][C]-6[/C][C]0.344140349339093[/C][/ROW]
[ROW][C]-5[/C][C]0.22013833283377[/C][/ROW]
[ROW][C]-4[/C][C]0.0848195867504724[/C][/ROW]
[ROW][C]-3[/C][C]0.0644075596968667[/C][/ROW]
[ROW][C]-2[/C][C]0.190155985087680[/C][/ROW]
[ROW][C]-1[/C][C]0.389030043331725[/C][/ROW]
[ROW][C]0[/C][C]0.547394401067946[/C][/ROW]
[ROW][C]1[/C][C]0.475190872106253[/C][/ROW]
[ROW][C]2[/C][C]0.31635847678872[/C][/ROW]
[ROW][C]3[/C][C]0.178706528434408[/C][/ROW]
[ROW][C]4[/C][C]0.133565351562265[/C][/ROW]
[ROW][C]5[/C][C]0.162939949016205[/C][/ROW]
[ROW][C]6[/C][C]0.158497084811519[/C][/ROW]
[ROW][C]7[/C][C]0.0642119619016917[/C][/ROW]
[ROW][C]8[/C][C]-0.0685151133955388[/C][/ROW]
[ROW][C]9[/C][C]-0.154522258188144[/C][/ROW]
[ROW][C]10[/C][C]-0.130023634342492[/C][/ROW]
[ROW][C]11[/C][C]-0.0401394618240994[/C][/ROW]
[ROW][C]12[/C][C]0.060195221465065[/C][/ROW]
[ROW][C]13[/C][C]0.0409567811825085[/C][/ROW]
[ROW][C]14[/C][C]-0.0251971873998479[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26873&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26873&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])
-140.0607680435795056
-130.211029064087054
-120.341080640971714
-110.342470782444565
-100.30434318365655
-90.287249333485375
-80.312292836903300
-70.353130862281595
-60.344140349339093
-50.22013833283377
-40.0848195867504724
-30.0644075596968667
-20.190155985087680
-10.389030043331725
00.547394401067946
10.475190872106253
20.31635847678872
30.178706528434408
40.133565351562265
50.162939949016205
60.158497084811519
70.0642119619016917
8-0.0685151133955388
9-0.154522258188144
10-0.130023634342492
11-0.0401394618240994
120.060195221465065
130.0409567811825085
14-0.0251971873998479


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')