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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 15:57:18 -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/t1228172276s06gbv4jlcz0o85.htm/, Retrieved Sun, 05 May 2024 18:17:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27503, Retrieved Sun, 05 May 2024 18:17:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146

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] [Q7] [2008-12-01 22:57:18] [95d95b0e883740fcbc85e18ec42dcafb] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5014
6153
6441
5584
6427
6062
5589
6216
5809
4989
6706
7174
6122
8075
6292
6337
8576
6077
5931
6288
7167
6054
6468
6401
6927
7914
7728
8699
8522
6481
7502
7778
7424
6941
8574
9169
7701
9035
7158
8195
8124
7073
7017
7390
7776
6197
6889
7087
6485
7654
6501
6313
7826
6589
6729
5684
8105
6391
5901
6758
Dataseries Y:
Download CSV
Histogram 
3180
4151
4023
3431
3874
2617
3580
5267
3832
3441
3228
3397
3971
4625
4486
4131
4686
3174
4282
4209
4159
3936
3153
3620
4227
4441
4808
4850
5040
3546
4669
5410
5134
4864
3999
4459
4622
5360
4658
5173
4845
3325
4720
4895
5071
4895
3805
4187
4435
4475
4774
5161
4529
3284
4303
4610
4691
4200
3471
3132

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'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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27503&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27503&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27503&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'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])
-140.117580684990508
-130.050315012671482
-120.232260132325688
-110.219463959842453
-100.145994182306277
-90.140177418208549
-80.324600778986808
-70.072006078282031
-60.143332366270753
-50.43625176721435
-40.254626224365827
-30.435353215167067
-20.365902857766303
-10.273747512079076
00.553882602694208
10.310504857168032
20.219461428569666
30.192428032670975
40.328175178906240
50.0959978631172904
60.141889378345678
70.180077998101229
80.0194146538593659
90.283732030329008
10-0.0207037966901092
11-0.0653466480523652
120.154826934712271
13-0.0271109736339961
14-0.0372308128153509

\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 & 0.117580684990508 \tabularnewline
-13 & 0.050315012671482 \tabularnewline
-12 & 0.232260132325688 \tabularnewline
-11 & 0.219463959842453 \tabularnewline
-10 & 0.145994182306277 \tabularnewline
-9 & 0.140177418208549 \tabularnewline
-8 & 0.324600778986808 \tabularnewline
-7 & 0.072006078282031 \tabularnewline
-6 & 0.143332366270753 \tabularnewline
-5 & 0.43625176721435 \tabularnewline
-4 & 0.254626224365827 \tabularnewline
-3 & 0.435353215167067 \tabularnewline
-2 & 0.365902857766303 \tabularnewline
-1 & 0.273747512079076 \tabularnewline
0 & 0.553882602694208 \tabularnewline
1 & 0.310504857168032 \tabularnewline
2 & 0.219461428569666 \tabularnewline
3 & 0.192428032670975 \tabularnewline
4 & 0.328175178906240 \tabularnewline
5 & 0.0959978631172904 \tabularnewline
6 & 0.141889378345678 \tabularnewline
7 & 0.180077998101229 \tabularnewline
8 & 0.0194146538593659 \tabularnewline
9 & 0.283732030329008 \tabularnewline
10 & -0.0207037966901092 \tabularnewline
11 & -0.0653466480523652 \tabularnewline
12 & 0.154826934712271 \tabularnewline
13 & -0.0271109736339961 \tabularnewline
14 & -0.0372308128153509 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27503&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]0.117580684990508[/C][/ROW]
[ROW][C]-13[/C][C]0.050315012671482[/C][/ROW]
[ROW][C]-12[/C][C]0.232260132325688[/C][/ROW]
[ROW][C]-11[/C][C]0.219463959842453[/C][/ROW]
[ROW][C]-10[/C][C]0.145994182306277[/C][/ROW]
[ROW][C]-9[/C][C]0.140177418208549[/C][/ROW]
[ROW][C]-8[/C][C]0.324600778986808[/C][/ROW]
[ROW][C]-7[/C][C]0.072006078282031[/C][/ROW]
[ROW][C]-6[/C][C]0.143332366270753[/C][/ROW]
[ROW][C]-5[/C][C]0.43625176721435[/C][/ROW]
[ROW][C]-4[/C][C]0.254626224365827[/C][/ROW]
[ROW][C]-3[/C][C]0.435353215167067[/C][/ROW]
[ROW][C]-2[/C][C]0.365902857766303[/C][/ROW]
[ROW][C]-1[/C][C]0.273747512079076[/C][/ROW]
[ROW][C]0[/C][C]0.553882602694208[/C][/ROW]
[ROW][C]1[/C][C]0.310504857168032[/C][/ROW]
[ROW][C]2[/C][C]0.219461428569666[/C][/ROW]
[ROW][C]3[/C][C]0.192428032670975[/C][/ROW]
[ROW][C]4[/C][C]0.328175178906240[/C][/ROW]
[ROW][C]5[/C][C]0.0959978631172904[/C][/ROW]
[ROW][C]6[/C][C]0.141889378345678[/C][/ROW]
[ROW][C]7[/C][C]0.180077998101229[/C][/ROW]
[ROW][C]8[/C][C]0.0194146538593659[/C][/ROW]
[ROW][C]9[/C][C]0.283732030329008[/C][/ROW]
[ROW][C]10[/C][C]-0.0207037966901092[/C][/ROW]
[ROW][C]11[/C][C]-0.0653466480523652[/C][/ROW]
[ROW][C]12[/C][C]0.154826934712271[/C][/ROW]
[ROW][C]13[/C][C]-0.0271109736339961[/C][/ROW]
[ROW][C]14[/C][C]-0.0372308128153509[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27503&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27503&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])
-140.117580684990508
-130.050315012671482
-120.232260132325688
-110.219463959842453
-100.145994182306277
-90.140177418208549
-80.324600778986808
-70.072006078282031
-60.143332366270753
-50.43625176721435
-40.254626224365827
-30.435353215167067
-20.365902857766303
-10.273747512079076
00.553882602694208
10.310504857168032
20.219461428569666
30.192428032670975
40.328175178906240
50.0959978631172904
60.141889378345678
70.180077998101229
80.0194146538593659
90.283732030329008
10-0.0207037966901092
11-0.0653466480523652
120.154826934712271
13-0.0271109736339961
14-0.0372308128153509


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')