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Description of Statistical Computation

Author's title

Cross Correlation Function: gedifferentieerd: Duurzame en niet-duurzame con...

Author*The author of this computation has been verified*
R Software Modulerwasp_cross.wasp
Title produced by softwareCross Correlation Function
Date of computationSat, 13 Dec 2008 04:49:54 -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/13/t1229169031ldyvzb2yyqzd30x.htm/, Retrieved Fri, 17 May 2024 02:01:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32981, Retrieved Fri, 17 May 2024 02:01:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact178

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] [Cross Correlation...] [2008-12-13 11:49:54] [b5110a3ab194da7214bdf478e0a05dbd] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
85.0
95.9
108.9
96.2
100.1
105.7
64.5
66.8
110.3
96.1
102.5
97.6
83.6
86.5
96.0
91.1
87.2
84.5
59.2
61.5
98.8
97.9
92.7
84.2
74.5
79.7
86.8
79.8
87.0
91.4
58.7
62.8
87.9
90.4
80.6
73.5
71.4
70.6
78.3
76.0
77.4
80.9
63.4
58.1
88.2
81.2
84.9
76.4
71.5
76.1
82.9
78.0
82.0
84.7
55.7
59.5
83.2
87.6
76.2
76.4
68.3
70.0
76.3
70.9
72.4
80.1
57.4
62.7
82.6
88.9
80.4
72.0
69.4
69.2
77.3
79.4
78.6
76.1
61.8
59.4
78.1
Dataseries Y:
Download CSV
Histogram 
99.5
98.2
108.9
100.0
105.0
108.4
96.7
100.5
115.6
114.9
110.7
107.7
113.5
106.9
119.6
109.4
106.9
118.7
108.9
113.1
125.1
126.5
122.7
127.5
107.1
112.0
122.1
111.5
113.2
128.2
115.1
117.4
132.0
130.8
128.0
132.7
117.0
110.9
123.5
117.4
122.7
123.5
111.5
113.8
131.2
127.0
126.2
121.2
118.8
117.9
135.2
120.7
126.4
129.6
113.4
120.5
135.5
137.6
130.6
133.1
121.5
120.5
136.9
123.7
128.5
135.0
120.9
121.1
132.2
134.5
133.6
136.1
124.5
124.6
133.5
132.3
125.3
135.5
121.2
117.5
135.9

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 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 & 4 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=32981&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]4 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=32981&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32981&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 time4 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 series1
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 series1
krho(Y[t],X[t+k])
-16-0.209349513553748
-150.201058179988019
-14-0.413595757436715
-13-0.00702759326821829
-120.639171733520724
-11-0.200282830341698
-10-0.305294627681689
-90.302515897110176
-8-0.280717643697217
-7-0.0679252835155007
-60.510496847365487
-5-0.187911047975588
-4-0.128697421934353
-30.111208451641820
-2-0.369511254830928
-1-0.070142501317943
00.717940927889122
1-0.180324953950285
2-0.349587159744925
30.328532809397484
4-0.27863114874845
5-0.143355544391548
60.479338560963869
7-0.101989912293016
8-0.140583217380519
90.0892056938605346
10-0.297212506270523
11-0.0442221702108991
120.516996131558922
13-0.0689651662773008
14-0.309022956690513
150.216918640252303
16-0.191141217421205

\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 & 1 \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 & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-16 & -0.209349513553748 \tabularnewline
-15 & 0.201058179988019 \tabularnewline
-14 & -0.413595757436715 \tabularnewline
-13 & -0.00702759326821829 \tabularnewline
-12 & 0.639171733520724 \tabularnewline
-11 & -0.200282830341698 \tabularnewline
-10 & -0.305294627681689 \tabularnewline
-9 & 0.302515897110176 \tabularnewline
-8 & -0.280717643697217 \tabularnewline
-7 & -0.0679252835155007 \tabularnewline
-6 & 0.510496847365487 \tabularnewline
-5 & -0.187911047975588 \tabularnewline
-4 & -0.128697421934353 \tabularnewline
-3 & 0.111208451641820 \tabularnewline
-2 & -0.369511254830928 \tabularnewline
-1 & -0.070142501317943 \tabularnewline
0 & 0.717940927889122 \tabularnewline
1 & -0.180324953950285 \tabularnewline
2 & -0.349587159744925 \tabularnewline
3 & 0.328532809397484 \tabularnewline
4 & -0.27863114874845 \tabularnewline
5 & -0.143355544391548 \tabularnewline
6 & 0.479338560963869 \tabularnewline
7 & -0.101989912293016 \tabularnewline
8 & -0.140583217380519 \tabularnewline
9 & 0.0892056938605346 \tabularnewline
10 & -0.297212506270523 \tabularnewline
11 & -0.0442221702108991 \tabularnewline
12 & 0.516996131558922 \tabularnewline
13 & -0.0689651662773008 \tabularnewline
14 & -0.309022956690513 \tabularnewline
15 & 0.216918640252303 \tabularnewline
16 & -0.191141217421205 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32981&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]1[/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]1[/C][/ROW]
[ROW][C]k[/C][C]rho(Y[t],X[t+k])[/C][/ROW]
[ROW][C]-16[/C][C]-0.209349513553748[/C][/ROW]
[ROW][C]-15[/C][C]0.201058179988019[/C][/ROW]
[ROW][C]-14[/C][C]-0.413595757436715[/C][/ROW]
[ROW][C]-13[/C][C]-0.00702759326821829[/C][/ROW]
[ROW][C]-12[/C][C]0.639171733520724[/C][/ROW]
[ROW][C]-11[/C][C]-0.200282830341698[/C][/ROW]
[ROW][C]-10[/C][C]-0.305294627681689[/C][/ROW]
[ROW][C]-9[/C][C]0.302515897110176[/C][/ROW]
[ROW][C]-8[/C][C]-0.280717643697217[/C][/ROW]
[ROW][C]-7[/C][C]-0.0679252835155007[/C][/ROW]
[ROW][C]-6[/C][C]0.510496847365487[/C][/ROW]
[ROW][C]-5[/C][C]-0.187911047975588[/C][/ROW]
[ROW][C]-4[/C][C]-0.128697421934353[/C][/ROW]
[ROW][C]-3[/C][C]0.111208451641820[/C][/ROW]
[ROW][C]-2[/C][C]-0.369511254830928[/C][/ROW]
[ROW][C]-1[/C][C]-0.070142501317943[/C][/ROW]
[ROW][C]0[/C][C]0.717940927889122[/C][/ROW]
[ROW][C]1[/C][C]-0.180324953950285[/C][/ROW]
[ROW][C]2[/C][C]-0.349587159744925[/C][/ROW]
[ROW][C]3[/C][C]0.328532809397484[/C][/ROW]
[ROW][C]4[/C][C]-0.27863114874845[/C][/ROW]
[ROW][C]5[/C][C]-0.143355544391548[/C][/ROW]
[ROW][C]6[/C][C]0.479338560963869[/C][/ROW]
[ROW][C]7[/C][C]-0.101989912293016[/C][/ROW]
[ROW][C]8[/C][C]-0.140583217380519[/C][/ROW]
[ROW][C]9[/C][C]0.0892056938605346[/C][/ROW]
[ROW][C]10[/C][C]-0.297212506270523[/C][/ROW]
[ROW][C]11[/C][C]-0.0442221702108991[/C][/ROW]
[ROW][C]12[/C][C]0.516996131558922[/C][/ROW]
[ROW][C]13[/C][C]-0.0689651662773008[/C][/ROW]
[ROW][C]14[/C][C]-0.309022956690513[/C][/ROW]
[ROW][C]15[/C][C]0.216918640252303[/C][/ROW]
[ROW][C]16[/C][C]-0.191141217421205[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32981&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32981&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 series1
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 series1
krho(Y[t],X[t+k])
-16-0.209349513553748
-150.201058179988019
-14-0.413595757436715
-13-0.00702759326821829
-120.639171733520724
-11-0.200282830341698
-10-0.305294627681689
-90.302515897110176
-8-0.280717643697217
-7-0.0679252835155007
-60.510496847365487
-5-0.187911047975588
-4-0.128697421934353
-30.111208451641820
-2-0.369511254830928
-1-0.070142501317943
00.717940927889122
1-0.180324953950285
2-0.349587159744925
30.328532809397484
4-0.27863114874845
5-0.143355544391548
60.479338560963869
7-0.101989912293016
8-0.140583217380519
90.0892056938605346
10-0.297212506270523
11-0.0442221702108991
120.516996131558922
13-0.0689651662773008
14-0.309022956690513
150.216918640252303
16-0.191141217421205


Figures (Output of Computation)

Input Parameters & R Code

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