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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 13:11:27 -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/t1228162314er3vnk7p39d1sln.htm/, Retrieved Sun, 05 May 2024 16:09:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27311, Retrieved Sun, 05 May 2024 16:09:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact254

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]
F RMPD  [Cross Correlation Function] [Q7 - zonder trans...] [2008-12-01 20:04:13] [299afd6311e4c20059ea2f05c8dd029d]
-           [Cross Correlation Function] [Q7 - 2 ] [2008-12-01 20:11:27] [5e2b1e7aa808f9f0d23fd35605d4968f] [Current]
- RM D        [Standard Deviation-Mean Plot] [Verbetering Q7] [2008-12-08 19:50:20] [299afd6311e4c20059ea2f05c8dd029d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
12192.5
11268.8
9097.4
12639.8
13040.1
11687.3
11191.7
11391.9
11793.1
13933.2
12778.1
11810.3
13698.4
11956.6
10723.8
13938.9
13979.8
13807.4
12973.9
12509.8
12934.1
14908.3
13772.1
13012.6
14049.9
11816.5
11593.2
14466.2
13615.9
14733.9
13880.7
13527.5
13584
16170.2
13260.6
14741.9
15486.5
13154.5
12621.2
15031.6
15452.4
15428
13105.9
14716.8
14180
16202.2
14392.4
15140.6
15960.1
14351.3
13230.2
15202.1
17157.3
16159.1
13405.7
17224.7
17338.4
17370.6
18817.8
16593.2
17979.5
Dataseries Y:
Download CSV
Histogram 
10772.8
9987.7
8638.7
11063.7
11855.7
10684.5
11337.4
10478
11123.9
12909.3
11339.9
10462.2
12733.5
10519.2
10414.9
12476.8
12384.6
12266.7
12919.9
11497.3
12142
13919.4
12656.8
12034.1
13199.7
10881.3
11301.2
13643.9
12517
13981.1
14275.7
13435
13565.7
16216.3
12970
14079.9
14235
12213.4
12581
14130.4
14210.8
14378.5
13142.8
13714.7
13621.9
15379.8
13306.3
14391.2
14909.9
14025.4
12951.2
14344.3
16213.3
15544.5
14750.6
17292.7
17568.5
17930.8
18644.7
16694.8
17242.8

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=27311&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=27311&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27311&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 series1
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)1
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.011418996305789
-13-0.336626250646233
-120.487058583935232
-11-0.114413013435724
-10-0.298328018755768
-90.275784370585858
-80.0411944905607293
-7-0.326403114167943
-60.316798395311341
-5-0.0505713358774627
-4-0.180299568751473
-30.268971198731592
-2-0.0787695504824646
-1-0.541547382318283
00.909596211404445
1-0.371840667486735
2-0.312680693277877
30.376147206958917
4-0.0707978049934168
5-0.224788394415663
60.33267503037442
7-0.195476356293280
8-0.020529997373736
90.161357930855677
10-0.107415587767661
11-0.229998632787925
120.451458731988747
13-0.182766489667696
14-0.159414524580639

\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 & 1 \tabularnewline
Degree of seasonal differencing (D) of X series & 1 \tabularnewline
Seasonal Period (s) & 1 \tabularnewline
Box-Cox transformation parameter (lambda) of Y series & 1 \tabularnewline
Degree of non-seasonal differencing (d) of Y series & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & 0.011418996305789 \tabularnewline
-13 & -0.336626250646233 \tabularnewline
-12 & 0.487058583935232 \tabularnewline
-11 & -0.114413013435724 \tabularnewline
-10 & -0.298328018755768 \tabularnewline
-9 & 0.275784370585858 \tabularnewline
-8 & 0.0411944905607293 \tabularnewline
-7 & -0.326403114167943 \tabularnewline
-6 & 0.316798395311341 \tabularnewline
-5 & -0.0505713358774627 \tabularnewline
-4 & -0.180299568751473 \tabularnewline
-3 & 0.268971198731592 \tabularnewline
-2 & -0.0787695504824646 \tabularnewline
-1 & -0.541547382318283 \tabularnewline
0 & 0.909596211404445 \tabularnewline
1 & -0.371840667486735 \tabularnewline
2 & -0.312680693277877 \tabularnewline
3 & 0.376147206958917 \tabularnewline
4 & -0.0707978049934168 \tabularnewline
5 & -0.224788394415663 \tabularnewline
6 & 0.33267503037442 \tabularnewline
7 & -0.195476356293280 \tabularnewline
8 & -0.020529997373736 \tabularnewline
9 & 0.161357930855677 \tabularnewline
10 & -0.107415587767661 \tabularnewline
11 & -0.229998632787925 \tabularnewline
12 & 0.451458731988747 \tabularnewline
13 & -0.182766489667696 \tabularnewline
14 & -0.159414524580639 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27311&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]1[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of X series[/C][C]1[/C][/ROW]
[ROW][C]Seasonal Period (s)[/C][C]1[/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]1[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D) of Y series[/C][C]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-14[/C][C]0.011418996305789[/C][/ROW]
[ROW][C]-13[/C][C]-0.336626250646233[/C][/ROW]
[ROW][C]-12[/C][C]0.487058583935232[/C][/ROW]
[ROW][C]-11[/C][C]-0.114413013435724[/C][/ROW]
[ROW][C]-10[/C][C]-0.298328018755768[/C][/ROW]
[ROW][C]-9[/C][C]0.275784370585858[/C][/ROW]
[ROW][C]-8[/C][C]0.0411944905607293[/C][/ROW]
[ROW][C]-7[/C][C]-0.326403114167943[/C][/ROW]
[ROW][C]-6[/C][C]0.316798395311341[/C][/ROW]
[ROW][C]-5[/C][C]-0.0505713358774627[/C][/ROW]
[ROW][C]-4[/C][C]-0.180299568751473[/C][/ROW]
[ROW][C]-3[/C][C]0.268971198731592[/C][/ROW]
[ROW][C]-2[/C][C]-0.0787695504824646[/C][/ROW]
[ROW][C]-1[/C][C]-0.541547382318283[/C][/ROW]
[ROW][C]0[/C][C]0.909596211404445[/C][/ROW]
[ROW][C]1[/C][C]-0.371840667486735[/C][/ROW]
[ROW][C]2[/C][C]-0.312680693277877[/C][/ROW]
[ROW][C]3[/C][C]0.376147206958917[/C][/ROW]
[ROW][C]4[/C][C]-0.0707978049934168[/C][/ROW]
[ROW][C]5[/C][C]-0.224788394415663[/C][/ROW]
[ROW][C]6[/C][C]0.33267503037442[/C][/ROW]
[ROW][C]7[/C][C]-0.195476356293280[/C][/ROW]
[ROW][C]8[/C][C]-0.020529997373736[/C][/ROW]
[ROW][C]9[/C][C]0.161357930855677[/C][/ROW]
[ROW][C]10[/C][C]-0.107415587767661[/C][/ROW]
[ROW][C]11[/C][C]-0.229998632787925[/C][/ROW]
[ROW][C]12[/C][C]0.451458731988747[/C][/ROW]
[ROW][C]13[/C][C]-0.182766489667696[/C][/ROW]
[ROW][C]14[/C][C]-0.159414524580639[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27311&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27311&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 series1
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)1
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-140.011418996305789
-13-0.336626250646233
-120.487058583935232
-11-0.114413013435724
-10-0.298328018755768
-90.275784370585858
-80.0411944905607293
-7-0.326403114167943
-60.316798395311341
-5-0.0505713358774627
-4-0.180299568751473
-30.268971198731592
-2-0.0787695504824646
-1-0.541547382318283
00.909596211404445
1-0.371840667486735
2-0.312680693277877
30.376147206958917
4-0.0707978049934168
5-0.224788394415663
60.33267503037442
7-0.195476356293280
8-0.020529997373736
90.161357930855677
10-0.107415587767661
11-0.229998632787925
120.451458731988747
13-0.182766489667696
14-0.159414524580639


Figures (Output of Computation)

Input Parameters & R Code

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