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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 15:26:38 -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/t1228170711lkp5b70r2gpszua.htm/, Retrieved Sun, 05 May 2024 17:37:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27466, Retrieved Sun, 05 May 2024 17:37:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact197

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Cross Correlation Function] [Non Stationary Ti...] [2008-12-01 22:26:38] [1828943283e41f5e3270e2e73d6433b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4,8
5,5
5,4
5,9
5,8
5,1
4,1
4,4
3,6
3,5
3,1
2,9
2,2
1,4
1,2
1,3
1,3
1,3
1,8
1,8
1,8
1,7
2,1
2
1,7
1,9
2,3
2,4
2,5
2,8
2,6
2,2
2,8
2,8
2,8
2,3
2,2
3
2,9
2,7
2,7
2,3
2,4
2,8
2,3
2
1,9
2,3
2,7
1,8
2
2,1
2
2,4
1,7
1
1,2
1,4
1,7
1,8
Dataseries Y:
Download CSV
Histogram 
19,2
26,6
26,6
31,4
31,2
26,4
20,7
20,7
15
13,3
8,7
10,2
4,3
-0,1
-4,6
-3,9
-3,5
-3,4
-2,5
-1,1
0,3
-0,9
3,6
2,7
-0,2
-1
5,8
6,4
9,6
13,2
10,6
10,9
12,9
15,9
12,2
9,1
9
17,4
14,7
17
13,7
9,5
14,8
13,6
12,6
8,9
10,2
12,7
16
10,4
9,9
9,5
8,6
10
3,5
-4,2
-4,4
-1,5
-0,1
0,8

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'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=27466&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=27466&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27466&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 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])
-14-0.448729558504009
-13-0.43446377283326
-12-0.389451712808894
-11-0.297836202414141
-10-0.207678375251019
-9-0.130738042413345
-8-0.0357554666597638
-70.0789070255876513
-60.201830518058849
-50.347486075547069
-40.498690054152091
-30.630175679444113
-20.745548059979273
-10.854090085208111
00.913837761374175
10.815720596747335
20.681697346145908
30.567166864491211
40.440683592402339
50.307254919631164
60.193014172068514
70.075324714041502
8-0.0237690108736323
9-0.100700861102939
10-0.163592138913651
11-0.219929541434515
12-0.287817605736637
13-0.303811987943751
14-0.277778226668633

\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 & -0.448729558504009 \tabularnewline
-13 & -0.43446377283326 \tabularnewline
-12 & -0.389451712808894 \tabularnewline
-11 & -0.297836202414141 \tabularnewline
-10 & -0.207678375251019 \tabularnewline
-9 & -0.130738042413345 \tabularnewline
-8 & -0.0357554666597638 \tabularnewline
-7 & 0.0789070255876513 \tabularnewline
-6 & 0.201830518058849 \tabularnewline
-5 & 0.347486075547069 \tabularnewline
-4 & 0.498690054152091 \tabularnewline
-3 & 0.630175679444113 \tabularnewline
-2 & 0.745548059979273 \tabularnewline
-1 & 0.854090085208111 \tabularnewline
0 & 0.913837761374175 \tabularnewline
1 & 0.815720596747335 \tabularnewline
2 & 0.681697346145908 \tabularnewline
3 & 0.567166864491211 \tabularnewline
4 & 0.440683592402339 \tabularnewline
5 & 0.307254919631164 \tabularnewline
6 & 0.193014172068514 \tabularnewline
7 & 0.075324714041502 \tabularnewline
8 & -0.0237690108736323 \tabularnewline
9 & -0.100700861102939 \tabularnewline
10 & -0.163592138913651 \tabularnewline
11 & -0.219929541434515 \tabularnewline
12 & -0.287817605736637 \tabularnewline
13 & -0.303811987943751 \tabularnewline
14 & -0.277778226668633 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27466&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]-0.448729558504009[/C][/ROW]
[ROW][C]-13[/C][C]-0.43446377283326[/C][/ROW]
[ROW][C]-12[/C][C]-0.389451712808894[/C][/ROW]
[ROW][C]-11[/C][C]-0.297836202414141[/C][/ROW]
[ROW][C]-10[/C][C]-0.207678375251019[/C][/ROW]
[ROW][C]-9[/C][C]-0.130738042413345[/C][/ROW]
[ROW][C]-8[/C][C]-0.0357554666597638[/C][/ROW]
[ROW][C]-7[/C][C]0.0789070255876513[/C][/ROW]
[ROW][C]-6[/C][C]0.201830518058849[/C][/ROW]
[ROW][C]-5[/C][C]0.347486075547069[/C][/ROW]
[ROW][C]-4[/C][C]0.498690054152091[/C][/ROW]
[ROW][C]-3[/C][C]0.630175679444113[/C][/ROW]
[ROW][C]-2[/C][C]0.745548059979273[/C][/ROW]
[ROW][C]-1[/C][C]0.854090085208111[/C][/ROW]
[ROW][C]0[/C][C]0.913837761374175[/C][/ROW]
[ROW][C]1[/C][C]0.815720596747335[/C][/ROW]
[ROW][C]2[/C][C]0.681697346145908[/C][/ROW]
[ROW][C]3[/C][C]0.567166864491211[/C][/ROW]
[ROW][C]4[/C][C]0.440683592402339[/C][/ROW]
[ROW][C]5[/C][C]0.307254919631164[/C][/ROW]
[ROW][C]6[/C][C]0.193014172068514[/C][/ROW]
[ROW][C]7[/C][C]0.075324714041502[/C][/ROW]
[ROW][C]8[/C][C]-0.0237690108736323[/C][/ROW]
[ROW][C]9[/C][C]-0.100700861102939[/C][/ROW]
[ROW][C]10[/C][C]-0.163592138913651[/C][/ROW]
[ROW][C]11[/C][C]-0.219929541434515[/C][/ROW]
[ROW][C]12[/C][C]-0.287817605736637[/C][/ROW]
[ROW][C]13[/C][C]-0.303811987943751[/C][/ROW]
[ROW][C]14[/C][C]-0.277778226668633[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27466&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27466&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])
-14-0.448729558504009
-13-0.43446377283326
-12-0.389451712808894
-11-0.297836202414141
-10-0.207678375251019
-9-0.130738042413345
-8-0.0357554666597638
-70.0789070255876513
-60.201830518058849
-50.347486075547069
-40.498690054152091
-30.630175679444113
-20.745548059979273
-10.854090085208111
00.913837761374175
10.815720596747335
20.681697346145908
30.567166864491211
40.440683592402339
50.307254919631164
60.193014172068514
70.075324714041502
8-0.0237690108736323
9-0.100700861102939
10-0.163592138913651
11-0.219929541434515
12-0.287817605736637
13-0.303811987943751
14-0.277778226668633


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')