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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_cross.wasp
Title produced by softwareCross Correlation Function
Date of computationMon, 01 Dec 2008 13:19:39 -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/t1228162863twlst9cmeodcjox.htm/, Retrieved Sun, 05 May 2024 09:34:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27326, Retrieved Sun, 05 May 2024 09:34:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact243

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  [Variance Reduction Matrix] [Q6 reproduce vari...] [2008-12-01 20:00:25] [4242609301e759e844b9196c1994e4ef]
- RM D      [Cross Correlation Function] [Q7 cross correlation] [2008-12-01 20:19:39] [c040f376c7eef5bfe1cb52dcc7980437] [Current]
-    D        [Cross Correlation Function] [Q9] [2008-12-01 20:48:24] [4242609301e759e844b9196c1994e4ef]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
113,5
121,2
130,4
115,2
117,9
110,7
107,6
124,3
115,1
112,5
127,9
117,4
119,3
130,4
126
125,4
130,5
115,9
108,7
124
119,4
118,6
131,3
111,1
124,8
132,3
126,7
131,7
130,9
122,1
113,2
133,6
119,2
129,4
131,4
117,1
130,5
132,3
140,8
137,5
128,6
126,7
120,8
139,3
128,6
131,3
136,3
128,8
133,2
136,3
151,1
145
134,4
135,7
128,7
129,2
138,6
132,7
132,5
135,2
Dataseries Y:
Download CSV
Histogram 
41,1
58
63
53,8
54,7
55,5
56,1
69,6
69,4
57,2
68
53,3
47,9
60,8
61,7
57,8
51,4
50,5
48,1
58,7
54
56,1
60,4
51,2
50,7
56,4
53,3
52,6
47,7
49,5
48,5
55,3
49,8
57,4
64,6
53
41,5
55,9
58,4
53,5
50,6
58,5
49,1
61,1
52,3
58,4
65,5
61,7
45,1
52,1
59,3
57,9
45
64,9
63,8
69,4
71,1
62,9
73,5
62,6

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27326&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]0 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=27326&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27326&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 time0 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)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])
-140.0203776588920525
-130.156525079194211
-120.329472899264554
-110.0904614304509624
-100.156648232618145
-90.215850461916452
-80.230310306525836
-70.298026448470598
-60.34044272499436
-50.148421039686168
-40.0355506243097497
-30.110419642084083
-2-0.143768319454766
-1-0.0393943817474370
00.311426992229758
1-0.0586897619000212
2-0.0509799745969142
30.0981284869424913
4-0.0497391685777006
50.150784839652108
60.175303255278357
7-0.131010551913161
8-0.137573258797921
9-0.0692164570201386
10-0.30286520898071
11-0.146128692893362
120.0618117314308198
13-0.183361742128774
14-0.136900953977082

\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) & 1 \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 & 0.0203776588920525 \tabularnewline
-13 & 0.156525079194211 \tabularnewline
-12 & 0.329472899264554 \tabularnewline
-11 & 0.0904614304509624 \tabularnewline
-10 & 0.156648232618145 \tabularnewline
-9 & 0.215850461916452 \tabularnewline
-8 & 0.230310306525836 \tabularnewline
-7 & 0.298026448470598 \tabularnewline
-6 & 0.34044272499436 \tabularnewline
-5 & 0.148421039686168 \tabularnewline
-4 & 0.0355506243097497 \tabularnewline
-3 & 0.110419642084083 \tabularnewline
-2 & -0.143768319454766 \tabularnewline
-1 & -0.0393943817474370 \tabularnewline
0 & 0.311426992229758 \tabularnewline
1 & -0.0586897619000212 \tabularnewline
2 & -0.0509799745969142 \tabularnewline
3 & 0.0981284869424913 \tabularnewline
4 & -0.0497391685777006 \tabularnewline
5 & 0.150784839652108 \tabularnewline
6 & 0.175303255278357 \tabularnewline
7 & -0.131010551913161 \tabularnewline
8 & -0.137573258797921 \tabularnewline
9 & -0.0692164570201386 \tabularnewline
10 & -0.30286520898071 \tabularnewline
11 & -0.146128692893362 \tabularnewline
12 & 0.0618117314308198 \tabularnewline
13 & -0.183361742128774 \tabularnewline
14 & -0.136900953977082 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27326&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]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]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]0.0203776588920525[/C][/ROW]
[ROW][C]-13[/C][C]0.156525079194211[/C][/ROW]
[ROW][C]-12[/C][C]0.329472899264554[/C][/ROW]
[ROW][C]-11[/C][C]0.0904614304509624[/C][/ROW]
[ROW][C]-10[/C][C]0.156648232618145[/C][/ROW]
[ROW][C]-9[/C][C]0.215850461916452[/C][/ROW]
[ROW][C]-8[/C][C]0.230310306525836[/C][/ROW]
[ROW][C]-7[/C][C]0.298026448470598[/C][/ROW]
[ROW][C]-6[/C][C]0.34044272499436[/C][/ROW]
[ROW][C]-5[/C][C]0.148421039686168[/C][/ROW]
[ROW][C]-4[/C][C]0.0355506243097497[/C][/ROW]
[ROW][C]-3[/C][C]0.110419642084083[/C][/ROW]
[ROW][C]-2[/C][C]-0.143768319454766[/C][/ROW]
[ROW][C]-1[/C][C]-0.0393943817474370[/C][/ROW]
[ROW][C]0[/C][C]0.311426992229758[/C][/ROW]
[ROW][C]1[/C][C]-0.0586897619000212[/C][/ROW]
[ROW][C]2[/C][C]-0.0509799745969142[/C][/ROW]
[ROW][C]3[/C][C]0.0981284869424913[/C][/ROW]
[ROW][C]4[/C][C]-0.0497391685777006[/C][/ROW]
[ROW][C]5[/C][C]0.150784839652108[/C][/ROW]
[ROW][C]6[/C][C]0.175303255278357[/C][/ROW]
[ROW][C]7[/C][C]-0.131010551913161[/C][/ROW]
[ROW][C]8[/C][C]-0.137573258797921[/C][/ROW]
[ROW][C]9[/C][C]-0.0692164570201386[/C][/ROW]
[ROW][C]10[/C][C]-0.30286520898071[/C][/ROW]
[ROW][C]11[/C][C]-0.146128692893362[/C][/ROW]
[ROW][C]12[/C][C]0.0618117314308198[/C][/ROW]
[ROW][C]13[/C][C]-0.183361742128774[/C][/ROW]
[ROW][C]14[/C][C]-0.136900953977082[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27326&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27326&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)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])
-140.0203776588920525
-130.156525079194211
-120.329472899264554
-110.0904614304509624
-100.156648232618145
-90.215850461916452
-80.230310306525836
-70.298026448470598
-60.34044272499436
-50.148421039686168
-40.0355506243097497
-30.110419642084083
-2-0.143768319454766
-1-0.0393943817474370
00.311426992229758
1-0.0586897619000212
2-0.0509799745969142
30.0981284869424913
4-0.0497391685777006
50.150784839652108
60.175303255278357
7-0.131010551913161
8-0.137573258797921
9-0.0692164570201386
10-0.30286520898071
11-0.146128692893362
120.0618117314308198
13-0.183361742128774
14-0.136900953977082


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
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')