FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 10:47:37 -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/t1228153757solui6wkphlt8id.htm/, Retrieved Sun, 05 May 2024 14:43:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27058, Retrieved Sun, 05 May 2024 14:43:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact229

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD  [Cross Correlation Function] [Q7.1] [2008-11-30 09:45:34] [1e1d8320a8a1170c475bf6e4ce119de6]
-   P       [Cross Correlation Function] [Q7 stationair] [2008-12-01 17:47:37] [fdd69703d301fae09456f660b2f52997] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3258.1
3140.1
3627.4
3279.4
3204
3515.6
3146.6
2271.7
3627.9
3553.4
3018.3
3355.4
3242
3311.1
4125.2
3423
3120.3
3863
3240.8
2837.4
3945
3684.1
3659.6
3769.6
3592.7
3754
4507.8
3853.2
3817.2
3958.4
3428.9
3125.7
3977
3983.3
4299.6
4306.9
4259.5
3986
4755.6
3925.6
4206.5
4323.4
3816.1
3410.7
4227.4
4296.9
4351.7
3800
4277
4100.2
4672.5
4189.9
4231.9
4654.9
4298.5
3635.9
4505.1
4891.9
4894.2
4093.2
Dataseries Y:
Download CSV
Histogram 
2236
2084.9
2409.5
2199.3
2203.5
2254.1
1975.8
1742.2
2520.6
2438.1
2126.3
2267.5
2201.1
2128.5
2596
2458.2
2210.5
2621.2
2231.4
2103.6
2685.8
2539.3
2462.4
2693.3
2307.7
2385.9
2737.6
2653.9
2545.4
2848.8
2359.5
2488.3
2861.1
2717.9
2844
2749
2652.9
2660.2
3187.1
2774.1
3158.2
3244.6
2665.5
2820.8
2983.4
3077.4
3024.8
2731.8
3046.2
2834.8
3292.8
2946.1
3196.9
3284.2
3003
2979
3137.4
3630.2
3270.7
2942.3

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=27058&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=27058&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27058&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 series2
Degree of seasonal differencing (D) of X series2
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series2
Degree of seasonal differencing (D) of Y series2
krho(Y[t],X[t+k])
-120.152732343044613
-11-0.270290613099447
-100.173573330999883
-9-0.061979464102575
-80.113144467148457
-7-0.277849414406154
-60.277785541175201
-5-0.0852868901639966
-4-0.106396081959944
-30.246544395572784
-2-0.139562060282796
-1-0.27659137180214
00.593829171797776
1-0.498487309665421
20.159982476568163
30.0500835098123354
4-0.0606021928312527
50.0568900984531313
60.0124564947569227
7-0.164145214701514
80.195808977534467
9-0.0619378284554652
10-0.0857246328656578
110.146430393146289
12-0.209667832458338

\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 & 2 \tabularnewline
Degree of seasonal differencing (D) of X series & 2 \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 & 2 \tabularnewline
Degree of seasonal differencing (D) of Y series & 2 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-12 & 0.152732343044613 \tabularnewline
-11 & -0.270290613099447 \tabularnewline
-10 & 0.173573330999883 \tabularnewline
-9 & -0.061979464102575 \tabularnewline
-8 & 0.113144467148457 \tabularnewline
-7 & -0.277849414406154 \tabularnewline
-6 & 0.277785541175201 \tabularnewline
-5 & -0.0852868901639966 \tabularnewline
-4 & -0.106396081959944 \tabularnewline
-3 & 0.246544395572784 \tabularnewline
-2 & -0.139562060282796 \tabularnewline
-1 & -0.27659137180214 \tabularnewline
0 & 0.593829171797776 \tabularnewline
1 & -0.498487309665421 \tabularnewline
2 & 0.159982476568163 \tabularnewline
3 & 0.0500835098123354 \tabularnewline
4 & -0.0606021928312527 \tabularnewline
5 & 0.0568900984531313 \tabularnewline
6 & 0.0124564947569227 \tabularnewline
7 & -0.164145214701514 \tabularnewline
8 & 0.195808977534467 \tabularnewline
9 & -0.0619378284554652 \tabularnewline
10 & -0.0857246328656578 \tabularnewline
11 & 0.146430393146289 \tabularnewline
12 & -0.209667832458338 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27058&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]2[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of X series[/C][C]2[/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]2[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of Y series[/C][C]2[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-12[/C][C]0.152732343044613[/C][/ROW]
[ROW][C]-11[/C][C]-0.270290613099447[/C][/ROW]
[ROW][C]-10[/C][C]0.173573330999883[/C][/ROW]
[ROW][C]-9[/C][C]-0.061979464102575[/C][/ROW]
[ROW][C]-8[/C][C]0.113144467148457[/C][/ROW]
[ROW][C]-7[/C][C]-0.277849414406154[/C][/ROW]
[ROW][C]-6[/C][C]0.277785541175201[/C][/ROW]
[ROW][C]-5[/C][C]-0.0852868901639966[/C][/ROW]
[ROW][C]-4[/C][C]-0.106396081959944[/C][/ROW]
[ROW][C]-3[/C][C]0.246544395572784[/C][/ROW]
[ROW][C]-2[/C][C]-0.139562060282796[/C][/ROW]
[ROW][C]-1[/C][C]-0.27659137180214[/C][/ROW]
[ROW][C]0[/C][C]0.593829171797776[/C][/ROW]
[ROW][C]1[/C][C]-0.498487309665421[/C][/ROW]
[ROW][C]2[/C][C]0.159982476568163[/C][/ROW]
[ROW][C]3[/C][C]0.0500835098123354[/C][/ROW]
[ROW][C]4[/C][C]-0.0606021928312527[/C][/ROW]
[ROW][C]5[/C][C]0.0568900984531313[/C][/ROW]
[ROW][C]6[/C][C]0.0124564947569227[/C][/ROW]
[ROW][C]7[/C][C]-0.164145214701514[/C][/ROW]
[ROW][C]8[/C][C]0.195808977534467[/C][/ROW]
[ROW][C]9[/C][C]-0.0619378284554652[/C][/ROW]
[ROW][C]10[/C][C]-0.0857246328656578[/C][/ROW]
[ROW][C]11[/C][C]0.146430393146289[/C][/ROW]
[ROW][C]12[/C][C]-0.209667832458338[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27058&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27058&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 series2
Degree of seasonal differencing (D) of X series2
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series2
Degree of seasonal differencing (D) of Y series2
krho(Y[t],X[t+k])
-120.152732343044613
-11-0.270290613099447
-100.173573330999883
-9-0.061979464102575
-80.113144467148457
-7-0.277849414406154
-60.277785541175201
-5-0.0852868901639966
-4-0.106396081959944
-30.246544395572784
-2-0.139562060282796
-1-0.27659137180214
00.593829171797776
1-0.498487309665421
20.159982476568163
30.0500835098123354
4-0.0606021928312527
50.0568900984531313
60.0124564947569227
7-0.164145214701514
80.195808977534467
9-0.0619378284554652
10-0.0857246328656578
110.146430393146289
12-0.209667832458338


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 2 ; par3 = 2 ; par4 = 12 ; par5 = 1 ; par6 = 2 ; par7 = 2 ;
Parameters (R input):
par1 = 1 ; par2 = 2 ; par3 = 2 ; par4 = 12 ; par5 = 1 ; par6 = 2 ; par7 = 2 ;
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')