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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 14:05:49 -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/t1228165595l4h8o7ylem42r4e.htm/, Retrieved Sun, 05 May 2024 18:20:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27406, Retrieved Sun, 05 May 2024 18:20:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact177

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Cross Correlation Function] [Cross Corr] [2008-12-01 19:38:27] [bc937651ef42bf891200cf0e0edc7238]
-    D    [Cross Correlation Function] [Q7] [2008-12-01 21:05:49] [dbfa7caa6871c163dec68ca05d48bb00] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
46
48
48
48
45
44
45
45
45
42
43
50
46
46
45
49
46
45
49
47
45
48
51
48
49
51
54
52
52
53
51
55
53
51
52
54
58
57
52
50
53
50
50
51
53
49
54
57
58
56
60
55
54
52
55
56
54
53
59
62
63
64
75
77
79
77
82
83
81
78
79
79
73
Dataseries Y:
Download CSV
Histogram 
98,5
96,8
91,2
97,1
104,9
110,9
104,8
94,1
95,8
99,3
101,1
104
99
105,4
107,1
110,7
117,1
118,7
126,5
127,5
134,6
131,8
135,9
142,7
141,7
153,4
145
137,7
148,3
152,2
169,4
168,6
161,1
174,1
179
190,6
190
181,6
174,8
180,5
196,8
193,8
197
216,3
221,4
217,9
229,7
227,4
204,2
196,6
198,8
207,5
190,7
201,6
210,5
223,5
223,8
231,2
244
234,7
250,2
265,7
287,6
283,3
295,4
312,3
333,8
347,7
383,2
407,1
413,6
362,7
321,9

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27406&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27406&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27406&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






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])
-150.101900686078937
-140.123703546869493
-130.149816374495634
-120.191165122814493
-110.236490746405138
-100.303493787758301
-90.376573609668446
-80.462204461294452
-70.540654867161818
-60.614395496608498
-50.685198820731967
-40.755728791714871
-30.811611794362702
-20.855584806528599
-10.894604471641781
00.925639649968958
10.895511841066662
20.843490355240527
30.774560619683466
40.708487989099123
50.642055605753385
60.584099814209134
70.529151340726499
80.478334832652891
90.432103031804737
100.385319690978655
110.3462698315173
120.323198071127295
130.298634172378452
140.276856823969662
150.257898106041121

\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
-15 & 0.101900686078937 \tabularnewline
-14 & 0.123703546869493 \tabularnewline
-13 & 0.149816374495634 \tabularnewline
-12 & 0.191165122814493 \tabularnewline
-11 & 0.236490746405138 \tabularnewline
-10 & 0.303493787758301 \tabularnewline
-9 & 0.376573609668446 \tabularnewline
-8 & 0.462204461294452 \tabularnewline
-7 & 0.540654867161818 \tabularnewline
-6 & 0.614395496608498 \tabularnewline
-5 & 0.685198820731967 \tabularnewline
-4 & 0.755728791714871 \tabularnewline
-3 & 0.811611794362702 \tabularnewline
-2 & 0.855584806528599 \tabularnewline
-1 & 0.894604471641781 \tabularnewline
0 & 0.925639649968958 \tabularnewline
1 & 0.895511841066662 \tabularnewline
2 & 0.843490355240527 \tabularnewline
3 & 0.774560619683466 \tabularnewline
4 & 0.708487989099123 \tabularnewline
5 & 0.642055605753385 \tabularnewline
6 & 0.584099814209134 \tabularnewline
7 & 0.529151340726499 \tabularnewline
8 & 0.478334832652891 \tabularnewline
9 & 0.432103031804737 \tabularnewline
10 & 0.385319690978655 \tabularnewline
11 & 0.3462698315173 \tabularnewline
12 & 0.323198071127295 \tabularnewline
13 & 0.298634172378452 \tabularnewline
14 & 0.276856823969662 \tabularnewline
15 & 0.257898106041121 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27406&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]-15[/C][C]0.101900686078937[/C][/ROW]
[ROW][C]-14[/C][C]0.123703546869493[/C][/ROW]
[ROW][C]-13[/C][C]0.149816374495634[/C][/ROW]
[ROW][C]-12[/C][C]0.191165122814493[/C][/ROW]
[ROW][C]-11[/C][C]0.236490746405138[/C][/ROW]
[ROW][C]-10[/C][C]0.303493787758301[/C][/ROW]
[ROW][C]-9[/C][C]0.376573609668446[/C][/ROW]
[ROW][C]-8[/C][C]0.462204461294452[/C][/ROW]
[ROW][C]-7[/C][C]0.540654867161818[/C][/ROW]
[ROW][C]-6[/C][C]0.614395496608498[/C][/ROW]
[ROW][C]-5[/C][C]0.685198820731967[/C][/ROW]
[ROW][C]-4[/C][C]0.755728791714871[/C][/ROW]
[ROW][C]-3[/C][C]0.811611794362702[/C][/ROW]
[ROW][C]-2[/C][C]0.855584806528599[/C][/ROW]
[ROW][C]-1[/C][C]0.894604471641781[/C][/ROW]
[ROW][C]0[/C][C]0.925639649968958[/C][/ROW]
[ROW][C]1[/C][C]0.895511841066662[/C][/ROW]
[ROW][C]2[/C][C]0.843490355240527[/C][/ROW]
[ROW][C]3[/C][C]0.774560619683466[/C][/ROW]
[ROW][C]4[/C][C]0.708487989099123[/C][/ROW]
[ROW][C]5[/C][C]0.642055605753385[/C][/ROW]
[ROW][C]6[/C][C]0.584099814209134[/C][/ROW]
[ROW][C]7[/C][C]0.529151340726499[/C][/ROW]
[ROW][C]8[/C][C]0.478334832652891[/C][/ROW]
[ROW][C]9[/C][C]0.432103031804737[/C][/ROW]
[ROW][C]10[/C][C]0.385319690978655[/C][/ROW]
[ROW][C]11[/C][C]0.3462698315173[/C][/ROW]
[ROW][C]12[/C][C]0.323198071127295[/C][/ROW]
[ROW][C]13[/C][C]0.298634172378452[/C][/ROW]
[ROW][C]14[/C][C]0.276856823969662[/C][/ROW]
[ROW][C]15[/C][C]0.257898106041121[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27406&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27406&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])
-150.101900686078937
-140.123703546869493
-130.149816374495634
-120.191165122814493
-110.236490746405138
-100.303493787758301
-90.376573609668446
-80.462204461294452
-70.540654867161818
-60.614395496608498
-50.685198820731967
-40.755728791714871
-30.811611794362702
-20.855584806528599
-10.894604471641781
00.925639649968958
10.895511841066662
20.843490355240527
30.774560619683466
40.708487989099123
50.642055605753385
60.584099814209134
70.529151340726499
80.478334832652891
90.432103031804737
100.385319690978655
110.3462698315173
120.323198071127295
130.298634172378452
140.276856823969662
150.257898106041121


Figures (Output of Computation)

Input Parameters & R Code

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