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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, 08 Dec 2008 13:47:03 -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/08/t1228769518qysfmdb4ozqefyr.htm/, Retrieved Thu, 16 May 2024 21:21:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31003, Retrieved Thu, 16 May 2024 21:21:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact188

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]
F RMPD  [Standard Deviation-Mean Plot] [] [2008-12-01 21:10:18] [cb714085b233acee8e8acd879ea442b6]
- RMPD      [Cross Correlation Function] [] [2008-12-08 20:47:03] [787873b6436f665b5b192a0bdb2e43c9] [Current]
-   PD        [Cross Correlation Function] [] [2008-12-14 14:18:55] [cb714085b233acee8e8acd879ea442b6]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
34
39
40
45
43
42
49
43
50
44
40
41
45
45
48
54
47
35
28
28
34
23
33
38
41
47
46
45
47
49
50
56
50
56
58
59
51
59
60
60
68
62
62
58
56
50
52
36
33
26
28
27
20
16
11
0
3
10
0
3
Dataseries Y:
Download CSV
Histogram 
41
35
34
36
39
40
30
33
30
32
41
40
41
40
39
34
34
46
45
44
40
39
37
39
35
26
26
33
27
30
26
27
18
19
13
14
41
21
16
17
9
14
14
16
11
10
6
9
5
7
2
0
8
13
11
19
23
23
43
59

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=31003&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=31003&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31003&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 series1.5
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series0.3
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.0331568092568239
-13-0.0636952604063844
-120.0942295951661687
-11-0.289329826375248
-10-0.0537172344512589
-9-0.121912215167368
-8-0.0345707057530459
-7-0.0645718690033393
-6-0.0380669568625797
-5-0.211183550787939
-40.0590975897685682
-33.24516866688191e-05
-20.125809669291569
-10.0584497565928287
0-0.379226916435513
10.153577498749292
20.000437627014047744
3-0.0198945995367239
40.194310204673093
5-0.000142535158256277
6-0.125142257774721
70.0610952196750036
80.00776424900568958
9-0.0451889245169584
100.119146939878906
11-0.0490809056078655
120.000121281177323092
130.0160600476139322
14-0.00633186407962002

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 1.5 \tabularnewline
Degree of non-seasonal differencing (d) of X series & 1 \tabularnewline
Degree of seasonal differencing (D) of X series & 0 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Box-Cox transformation parameter (lambda) of Y series & 0.3 \tabularnewline
Degree of non-seasonal differencing (d) of Y series & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 0 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.0331568092568239 \tabularnewline
-13 & -0.0636952604063844 \tabularnewline
-12 & 0.0942295951661687 \tabularnewline
-11 & -0.289329826375248 \tabularnewline
-10 & -0.0537172344512589 \tabularnewline
-9 & -0.121912215167368 \tabularnewline
-8 & -0.0345707057530459 \tabularnewline
-7 & -0.0645718690033393 \tabularnewline
-6 & -0.0380669568625797 \tabularnewline
-5 & -0.211183550787939 \tabularnewline
-4 & 0.0590975897685682 \tabularnewline
-3 & 3.24516866688191e-05 \tabularnewline
-2 & 0.125809669291569 \tabularnewline
-1 & 0.0584497565928287 \tabularnewline
0 & -0.379226916435513 \tabularnewline
1 & 0.153577498749292 \tabularnewline
2 & 0.000437627014047744 \tabularnewline
3 & -0.0198945995367239 \tabularnewline
4 & 0.194310204673093 \tabularnewline
5 & -0.000142535158256277 \tabularnewline
6 & -0.125142257774721 \tabularnewline
7 & 0.0610952196750036 \tabularnewline
8 & 0.00776424900568958 \tabularnewline
9 & -0.0451889245169584 \tabularnewline
10 & 0.119146939878906 \tabularnewline
11 & -0.0490809056078655 \tabularnewline
12 & 0.000121281177323092 \tabularnewline
13 & 0.0160600476139322 \tabularnewline
14 & -0.00633186407962002 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31003&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]1.5[/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]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]0.3[/C][/ROW]
[ROW][C]Degree of non-seasonal differencing (d) of Y series[/C][C]1[/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]-0.0331568092568239[/C][/ROW]
[ROW][C]-13[/C][C]-0.0636952604063844[/C][/ROW]
[ROW][C]-12[/C][C]0.0942295951661687[/C][/ROW]
[ROW][C]-11[/C][C]-0.289329826375248[/C][/ROW]
[ROW][C]-10[/C][C]-0.0537172344512589[/C][/ROW]
[ROW][C]-9[/C][C]-0.121912215167368[/C][/ROW]
[ROW][C]-8[/C][C]-0.0345707057530459[/C][/ROW]
[ROW][C]-7[/C][C]-0.0645718690033393[/C][/ROW]
[ROW][C]-6[/C][C]-0.0380669568625797[/C][/ROW]
[ROW][C]-5[/C][C]-0.211183550787939[/C][/ROW]
[ROW][C]-4[/C][C]0.0590975897685682[/C][/ROW]
[ROW][C]-3[/C][C]3.24516866688191e-05[/C][/ROW]
[ROW][C]-2[/C][C]0.125809669291569[/C][/ROW]
[ROW][C]-1[/C][C]0.0584497565928287[/C][/ROW]
[ROW][C]0[/C][C]-0.379226916435513[/C][/ROW]
[ROW][C]1[/C][C]0.153577498749292[/C][/ROW]
[ROW][C]2[/C][C]0.000437627014047744[/C][/ROW]
[ROW][C]3[/C][C]-0.0198945995367239[/C][/ROW]
[ROW][C]4[/C][C]0.194310204673093[/C][/ROW]
[ROW][C]5[/C][C]-0.000142535158256277[/C][/ROW]
[ROW][C]6[/C][C]-0.125142257774721[/C][/ROW]
[ROW][C]7[/C][C]0.0610952196750036[/C][/ROW]
[ROW][C]8[/C][C]0.00776424900568958[/C][/ROW]
[ROW][C]9[/C][C]-0.0451889245169584[/C][/ROW]
[ROW][C]10[/C][C]0.119146939878906[/C][/ROW]
[ROW][C]11[/C][C]-0.0490809056078655[/C][/ROW]
[ROW][C]12[/C][C]0.000121281177323092[/C][/ROW]
[ROW][C]13[/C][C]0.0160600476139322[/C][/ROW]
[ROW][C]14[/C][C]-0.00633186407962002[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31003&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31003&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 series1.5
Degree of non-seasonal differencing (d) of X series1
Degree of seasonal differencing (D) of X series0
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series0.3
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.0331568092568239
-13-0.0636952604063844
-120.0942295951661687
-11-0.289329826375248
-10-0.0537172344512589
-9-0.121912215167368
-8-0.0345707057530459
-7-0.0645718690033393
-6-0.0380669568625797
-5-0.211183550787939
-40.0590975897685682
-33.24516866688191e-05
-20.125809669291569
-10.0584497565928287
0-0.379226916435513
10.153577498749292
20.000437627014047744
3-0.0198945995367239
40.194310204673093
5-0.000142535158256277
6-0.125142257774721
70.0610952196750036
80.00776424900568958
9-0.0451889245169584
100.119146939878906
11-0.0490809056078655
120.000121281177323092
130.0160600476139322
14-0.00633186407962002


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1.5 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 0.3 ; par6 = 1 ; par7 = 0 ;
Parameters (R input):
par1 = 1.5 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 0.3 ; par6 = 1 ; 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')