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Author

*The author of this computation has been verified*

R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Mon, 08 Dec 2008 12:06:17 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/08/t1228763243sn2zsoha2s41ka5.htm/, Retrieved Thu, 16 May 2024 11:42:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30740, Retrieved Thu, 16 May 2024 11:42:56 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

210

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  [(Partial) Autocorrelation Function] [Opdracht 1 - Blok...] [2008-12-02 21:26:11] [8094ad203a218aaca2d1cea2c78c2d6e]
- RMPD      [Cross Correlation Function] [Verbetering Q7 va...] [2008-12-08 19:06:17] [1351baa662f198be3bff32f9007a9a6d] [Current]

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Dataseries X:

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Histogram

Boxplots

-3
-2
0
1
11
14
14
16
14
10
15
18
18
12
8
2
-2
-1
1
-6
-16
-21
-38
-32
-22
-31
-22
-26
-19
-20
-24
-29
-28
-31
-30
-32
-38
-43
-51
-43
-43
-42
-47
-45
-38
-46
-38
-32
-27
-26
-21
-23
-24
-17
-23
-16
-22
-26
-25
-21
-21
-18
-12
-19
-31
-38
-38
-32
-43
-33
-28
-25
-19
-20
-21
-19
-17
-16
-10
-16
-10
-8
-7
-15
-7
-6
-6
2
-4
-4
-8
-10
-16
-14
-30
-33
-40
-38
-39
-46
-50
-55
-66
-63
-56
-66

Dataseries Y:

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Histogram

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 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 & 3 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=30740&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]3 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=30740&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30740&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-17	-0.0880352107393836
-16	-0.0762549679030572
-15	-0.0641109664563521
-14	-0.0602739082318536
-13	-0.0598587311513339
-12	-0.0600786263087974
-11	-0.066453373825118
-10	-0.0661848336138262
-9	-0.0777212697660238
-8	-0.0897758936952259
-7	-0.112958626700251
-6	-0.144409695635827
-5	-0.182174650636257
-4	-0.231715537982601
-3	-0.294273458133248
-2	-0.35055184916666
-1	-0.406897891509306
0	-0.485684687773809
1	-0.490552100231599
2	-0.501279674528447
3	-0.503758039442905
4	-0.500268921331407
5	-0.475174241901043
6	-0.434320349372754
7	-0.386560356177318
8	-0.326826789638315
9	-0.275080682128177
10	-0.233840716683323
11	-0.178192084957849
12	-0.112710990696732
13	-0.0588195220346344
14	-0.0248504784533137
15	0.0192276542213000
16	0.0533348339837772
17	0.0674455618401915

\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) & 12 \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
-17 & -0.0880352107393836 \tabularnewline
-16 & -0.0762549679030572 \tabularnewline
-15 & -0.0641109664563521 \tabularnewline
-14 & -0.0602739082318536 \tabularnewline
-13 & -0.0598587311513339 \tabularnewline
-12 & -0.0600786263087974 \tabularnewline
-11 & -0.066453373825118 \tabularnewline
-10 & -0.0661848336138262 \tabularnewline
-9 & -0.0777212697660238 \tabularnewline
-8 & -0.0897758936952259 \tabularnewline
-7 & -0.112958626700251 \tabularnewline
-6 & -0.144409695635827 \tabularnewline
-5 & -0.182174650636257 \tabularnewline
-4 & -0.231715537982601 \tabularnewline
-3 & -0.294273458133248 \tabularnewline
-2 & -0.35055184916666 \tabularnewline
-1 & -0.406897891509306 \tabularnewline
0 & -0.485684687773809 \tabularnewline
1 & -0.490552100231599 \tabularnewline
2 & -0.501279674528447 \tabularnewline
3 & -0.503758039442905 \tabularnewline
4 & -0.500268921331407 \tabularnewline
5 & -0.475174241901043 \tabularnewline
6 & -0.434320349372754 \tabularnewline
7 & -0.386560356177318 \tabularnewline
8 & -0.326826789638315 \tabularnewline
9 & -0.275080682128177 \tabularnewline
10 & -0.233840716683323 \tabularnewline
11 & -0.178192084957849 \tabularnewline
12 & -0.112710990696732 \tabularnewline
13 & -0.0588195220346344 \tabularnewline
14 & -0.0248504784533137 \tabularnewline
15 & 0.0192276542213000 \tabularnewline
16 & 0.0533348339837772 \tabularnewline
17 & 0.0674455618401915 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30740&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]12[/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]-17[/C][C]-0.0880352107393836[/C][/ROW]
[ROW][C]-16[/C][C]-0.0762549679030572[/C][/ROW]
[ROW][C]-15[/C][C]-0.0641109664563521[/C][/ROW]
[ROW][C]-14[/C][C]-0.0602739082318536[/C][/ROW]
[ROW][C]-13[/C][C]-0.0598587311513339[/C][/ROW]
[ROW][C]-12[/C][C]-0.0600786263087974[/C][/ROW]
[ROW][C]-11[/C][C]-0.066453373825118[/C][/ROW]
[ROW][C]-10[/C][C]-0.0661848336138262[/C][/ROW]
[ROW][C]-9[/C][C]-0.0777212697660238[/C][/ROW]
[ROW][C]-8[/C][C]-0.0897758936952259[/C][/ROW]
[ROW][C]-7[/C][C]-0.112958626700251[/C][/ROW]
[ROW][C]-6[/C][C]-0.144409695635827[/C][/ROW]
[ROW][C]-5[/C][C]-0.182174650636257[/C][/ROW]
[ROW][C]-4[/C][C]-0.231715537982601[/C][/ROW]
[ROW][C]-3[/C][C]-0.294273458133248[/C][/ROW]
[ROW][C]-2[/C][C]-0.35055184916666[/C][/ROW]
[ROW][C]-1[/C][C]-0.406897891509306[/C][/ROW]
[ROW][C]0[/C][C]-0.485684687773809[/C][/ROW]
[ROW][C]1[/C][C]-0.490552100231599[/C][/ROW]
[ROW][C]2[/C][C]-0.501279674528447[/C][/ROW]
[ROW][C]3[/C][C]-0.503758039442905[/C][/ROW]
[ROW][C]4[/C][C]-0.500268921331407[/C][/ROW]
[ROW][C]5[/C][C]-0.475174241901043[/C][/ROW]
[ROW][C]6[/C][C]-0.434320349372754[/C][/ROW]
[ROW][C]7[/C][C]-0.386560356177318[/C][/ROW]
[ROW][C]8[/C][C]-0.326826789638315[/C][/ROW]
[ROW][C]9[/C][C]-0.275080682128177[/C][/ROW]
[ROW][C]10[/C][C]-0.233840716683323[/C][/ROW]
[ROW][C]11[/C][C]-0.178192084957849[/C][/ROW]
[ROW][C]12[/C][C]-0.112710990696732[/C][/ROW]
[ROW][C]13[/C][C]-0.0588195220346344[/C][/ROW]
[ROW][C]14[/C][C]-0.0248504784533137[/C][/ROW]
[ROW][C]15[/C][C]0.0192276542213000[/C][/ROW]
[ROW][C]16[/C][C]0.0533348339837772[/C][/ROW]
[ROW][C]17[/C][C]0.0674455618401915[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30740&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30740&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	12
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-17	-0.0880352107393836
-16	-0.0762549679030572
-15	-0.0641109664563521
-14	-0.0602739082318536
-13	-0.0598587311513339
-12	-0.0600786263087974
-11	-0.066453373825118
-10	-0.0661848336138262
-9	-0.0777212697660238
-8	-0.0897758936952259
-7	-0.112958626700251
-6	-0.144409695635827
-5	-0.182174650636257
-4	-0.231715537982601
-3	-0.294273458133248
-2	-0.35055184916666
-1	-0.406897891509306
0	-0.485684687773809
1	-0.490552100231599
2	-0.501279674528447
3	-0.503758039442905
4	-0.500268921331407
5	-0.475174241901043
6	-0.434320349372754
7	-0.386560356177318
8	-0.326826789638315
9	-0.275080682128177
10	-0.233840716683323
11	-0.178192084957849
12	-0.112710990696732
13	-0.0588195220346344
14	-0.0248504784533137
15	0.0192276542213000
16	0.0533348339837772
17	0.0674455618401915

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;

Parameters (R input):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; 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')

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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code