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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 13:22:59 -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/t12281630585zvqfs7av91bktk.htm/, Retrieved Sun, 05 May 2024 13:55:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27331, Retrieved Sun, 05 May 2024 13:55:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161

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] [2008-12-01 20:22:59] [9ba97de59bb4d2edf0cfeac4ca7d2b73] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,84
0,76
0,77
0,76
0,77
0,78
0,79
0,78
0,76
0,78
0,76
0,74
0,73
0,72
0,71
0,73
0,75
0,75
0,72
0,72
0,72
0,74
0,78
0,74
0,74
0,75
0,78
0,81
0,75
0,7
0,71
0,71
0,73
0,74
0,74
0,75
0,74
0,74
0,73
0,76
0,8
0,83
0,81
0,83
0,88
0,89
0,93
0,91
0,9
0,86
0,88
0,93
0,98
0,97
1,03
1,06
1,06
1,09
1,04
1
1,04
Dataseries Y:
Download CSV
Histogram 
6,87
6,88
6,88
6,89
6,91
6,91
6,89
6,89
6,89
6,92
6,95
6,95
6,95
7,01
7,08
7,15
7,16
7,18
7,18
7,18
7,18
7,18
7,18
7,18
7,24
7,28
7,26
7,27
7,27
7,27
7,29
7,29
7,3
7,34
7,34
7,34
7,34
7,34
7,44
7,45
7,55
7,55
7,55
7,55
7,59
7,59
7,59
7,57
7,57
7,59
7,6
7,64
7,64
7,76
7,76
7,76
7,77
7,83
7,94
7,94
7,94

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=27331&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=27331&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27331&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 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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.0246921973366697
-13-0.086554249013517
-12-0.0688580735055354
-11-0.0938237503732932
-10-0.0377911714732961
-9-0.0231118156222827
-8-0.0298505385270072
-7-0.0834156657428236
-6-0.00715028301009289
-5-0.0229689626779233
-4-0.0729621754198897
-3-0.0260685488674013
-2-0.120155597715615
-1-0.100493796600026
0-0.0330777515277356
10.0216646057586665
20.0185054785710623
30.0428972892996282
40.0519609745533226
50.0274829884564764
60.0165042647180105
70.00835732903088553
80.0585436182308977
90.0141921650426813
100.00261544060776768
110.00115377728048419
120.0160928864172163
130.024134875413751
140.0538550600608907

\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 & 0 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.0246921973366697 \tabularnewline
-13 & -0.086554249013517 \tabularnewline
-12 & -0.0688580735055354 \tabularnewline
-11 & -0.0938237503732932 \tabularnewline
-10 & -0.0377911714732961 \tabularnewline
-9 & -0.0231118156222827 \tabularnewline
-8 & -0.0298505385270072 \tabularnewline
-7 & -0.0834156657428236 \tabularnewline
-6 & -0.00715028301009289 \tabularnewline
-5 & -0.0229689626779233 \tabularnewline
-4 & -0.0729621754198897 \tabularnewline
-3 & -0.0260685488674013 \tabularnewline
-2 & -0.120155597715615 \tabularnewline
-1 & -0.100493796600026 \tabularnewline
0 & -0.0330777515277356 \tabularnewline
1 & 0.0216646057586665 \tabularnewline
2 & 0.0185054785710623 \tabularnewline
3 & 0.0428972892996282 \tabularnewline
4 & 0.0519609745533226 \tabularnewline
5 & 0.0274829884564764 \tabularnewline
6 & 0.0165042647180105 \tabularnewline
7 & 0.00835732903088553 \tabularnewline
8 & 0.0585436182308977 \tabularnewline
9 & 0.0141921650426813 \tabularnewline
10 & 0.00261544060776768 \tabularnewline
11 & 0.00115377728048419 \tabularnewline
12 & 0.0160928864172163 \tabularnewline
13 & 0.024134875413751 \tabularnewline
14 & 0.0538550600608907 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27331&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]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]-0.0246921973366697[/C][/ROW]
[ROW][C]-13[/C][C]-0.086554249013517[/C][/ROW]
[ROW][C]-12[/C][C]-0.0688580735055354[/C][/ROW]
[ROW][C]-11[/C][C]-0.0938237503732932[/C][/ROW]
[ROW][C]-10[/C][C]-0.0377911714732961[/C][/ROW]
[ROW][C]-9[/C][C]-0.0231118156222827[/C][/ROW]
[ROW][C]-8[/C][C]-0.0298505385270072[/C][/ROW]
[ROW][C]-7[/C][C]-0.0834156657428236[/C][/ROW]
[ROW][C]-6[/C][C]-0.00715028301009289[/C][/ROW]
[ROW][C]-5[/C][C]-0.0229689626779233[/C][/ROW]
[ROW][C]-4[/C][C]-0.0729621754198897[/C][/ROW]
[ROW][C]-3[/C][C]-0.0260685488674013[/C][/ROW]
[ROW][C]-2[/C][C]-0.120155597715615[/C][/ROW]
[ROW][C]-1[/C][C]-0.100493796600026[/C][/ROW]
[ROW][C]0[/C][C]-0.0330777515277356[/C][/ROW]
[ROW][C]1[/C][C]0.0216646057586665[/C][/ROW]
[ROW][C]2[/C][C]0.0185054785710623[/C][/ROW]
[ROW][C]3[/C][C]0.0428972892996282[/C][/ROW]
[ROW][C]4[/C][C]0.0519609745533226[/C][/ROW]
[ROW][C]5[/C][C]0.0274829884564764[/C][/ROW]
[ROW][C]6[/C][C]0.0165042647180105[/C][/ROW]
[ROW][C]7[/C][C]0.00835732903088553[/C][/ROW]
[ROW][C]8[/C][C]0.0585436182308977[/C][/ROW]
[ROW][C]9[/C][C]0.0141921650426813[/C][/ROW]
[ROW][C]10[/C][C]0.00261544060776768[/C][/ROW]
[ROW][C]11[/C][C]0.00115377728048419[/C][/ROW]
[ROW][C]12[/C][C]0.0160928864172163[/C][/ROW]
[ROW][C]13[/C][C]0.024134875413751[/C][/ROW]
[ROW][C]14[/C][C]0.0538550600608907[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27331&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27331&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 series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.0246921973366697
-13-0.086554249013517
-12-0.0688580735055354
-11-0.0938237503732932
-10-0.0377911714732961
-9-0.0231118156222827
-8-0.0298505385270072
-7-0.0834156657428236
-6-0.00715028301009289
-5-0.0229689626779233
-4-0.0729621754198897
-3-0.0260685488674013
-2-0.120155597715615
-1-0.100493796600026
0-0.0330777515277356
10.0216646057586665
20.0185054785710623
30.0428972892996282
40.0519609745533226
50.0274829884564764
60.0165042647180105
70.00835732903088553
80.0585436182308977
90.0141921650426813
100.00261544060776768
110.00115377728048419
120.0160928864172163
130.024134875413751
140.0538550600608907


Figures (Output of Computation)

Input Parameters & R Code

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