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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 computationSat, 13 Dec 2008 09:10:53 -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/t1229184701dwk12weohzkk40p.htm/, Retrieved Fri, 17 May 2024 03:40:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33174, Retrieved Fri, 17 May 2024 03:40:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact201

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] [Paper statistiek ...] [2008-12-11 10:45:48] [74be16979710d4c4e7c6647856088456]
-   PD    [Cross Correlation Function] [paper - crossrorr...] [2008-12-13 16:10:53] [1828943283e41f5e3270e2e73d6433b4] [Current]
- RMPD      [Multiple Regression] [paper - Multiple ...] [2008-12-13 16:21:20] [b6c777429d07a05453509ef079833861]
Feedback Forum

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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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33174&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33174&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33174&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'Gwilym Jenkins' @ 72.249.127.135






Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series0
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 series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.00834250815005838
-13-0.157265485589229
-12-0.208946740949139
-110.140300661826417
-100.216543684259331
-9-0.0932130647237526
-8-0.0358192730703237
-7-0.0978766797324586
-60.00753752945979435
-50.133643155344802
-40.0689146988871287
-3-0.0666545420022974
-2-0.0830888217066424
-10.159468559773716
00.775281856619183
10.180688013539789
2-0.213953272759139
3-0.0059070434609005
40.0530401427002157
50.0656308388884933
60.190085298724516
7-0.176268676590496
8-0.0665644394781288
9-0.0853161263243856
100.000493756709328675
110.166181575610067
12-0.378080381232174
13-0.300815034149659
140.166072612582757

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 0 \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 & 1 \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 & 0.00834250815005838 \tabularnewline
-13 & -0.157265485589229 \tabularnewline
-12 & -0.208946740949139 \tabularnewline
-11 & 0.140300661826417 \tabularnewline
-10 & 0.216543684259331 \tabularnewline
-9 & -0.0932130647237526 \tabularnewline
-8 & -0.0358192730703237 \tabularnewline
-7 & -0.0978766797324586 \tabularnewline
-6 & 0.00753752945979435 \tabularnewline
-5 & 0.133643155344802 \tabularnewline
-4 & 0.0689146988871287 \tabularnewline
-3 & -0.0666545420022974 \tabularnewline
-2 & -0.0830888217066424 \tabularnewline
-1 & 0.159468559773716 \tabularnewline
0 & 0.775281856619183 \tabularnewline
1 & 0.180688013539789 \tabularnewline
2 & -0.213953272759139 \tabularnewline
3 & -0.0059070434609005 \tabularnewline
4 & 0.0530401427002157 \tabularnewline
5 & 0.0656308388884933 \tabularnewline
6 & 0.190085298724516 \tabularnewline
7 & -0.176268676590496 \tabularnewline
8 & -0.0665644394781288 \tabularnewline
9 & -0.0853161263243856 \tabularnewline
10 & 0.000493756709328675 \tabularnewline
11 & 0.166181575610067 \tabularnewline
12 & -0.378080381232174 \tabularnewline
13 & -0.300815034149659 \tabularnewline
14 & 0.166072612582757 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33174&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]0[/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]1[/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]0.00834250815005838[/C][/ROW]
[ROW][C]-13[/C][C]-0.157265485589229[/C][/ROW]
[ROW][C]-12[/C][C]-0.208946740949139[/C][/ROW]
[ROW][C]-11[/C][C]0.140300661826417[/C][/ROW]
[ROW][C]-10[/C][C]0.216543684259331[/C][/ROW]
[ROW][C]-9[/C][C]-0.0932130647237526[/C][/ROW]
[ROW][C]-8[/C][C]-0.0358192730703237[/C][/ROW]
[ROW][C]-7[/C][C]-0.0978766797324586[/C][/ROW]
[ROW][C]-6[/C][C]0.00753752945979435[/C][/ROW]
[ROW][C]-5[/C][C]0.133643155344802[/C][/ROW]
[ROW][C]-4[/C][C]0.0689146988871287[/C][/ROW]
[ROW][C]-3[/C][C]-0.0666545420022974[/C][/ROW]
[ROW][C]-2[/C][C]-0.0830888217066424[/C][/ROW]
[ROW][C]-1[/C][C]0.159468559773716[/C][/ROW]
[ROW][C]0[/C][C]0.775281856619183[/C][/ROW]
[ROW][C]1[/C][C]0.180688013539789[/C][/ROW]
[ROW][C]2[/C][C]-0.213953272759139[/C][/ROW]
[ROW][C]3[/C][C]-0.0059070434609005[/C][/ROW]
[ROW][C]4[/C][C]0.0530401427002157[/C][/ROW]
[ROW][C]5[/C][C]0.0656308388884933[/C][/ROW]
[ROW][C]6[/C][C]0.190085298724516[/C][/ROW]
[ROW][C]7[/C][C]-0.176268676590496[/C][/ROW]
[ROW][C]8[/C][C]-0.0665644394781288[/C][/ROW]
[ROW][C]9[/C][C]-0.0853161263243856[/C][/ROW]
[ROW][C]10[/C][C]0.000493756709328675[/C][/ROW]
[ROW][C]11[/C][C]0.166181575610067[/C][/ROW]
[ROW][C]12[/C][C]-0.378080381232174[/C][/ROW]
[ROW][C]13[/C][C]-0.300815034149659[/C][/ROW]
[ROW][C]14[/C][C]0.166072612582757[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33174&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33174&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 series0
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 series1
Degree of non-seasonal differencing (d) of Y series1
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-140.00834250815005838
-13-0.157265485589229
-12-0.208946740949139
-110.140300661826417
-100.216543684259331
-9-0.0932130647237526
-8-0.0358192730703237
-7-0.0978766797324586
-60.00753752945979435
-50.133643155344802
-40.0689146988871287
-3-0.0666545420022974
-2-0.0830888217066424
-10.159468559773716
00.775281856619183
10.180688013539789
2-0.213953272759139
3-0.0059070434609005
40.0530401427002157
50.0656308388884933
60.190085298724516
7-0.176268676590496
8-0.0665644394781288
9-0.0853161263243856
100.000493756709328675
110.166181575610067
12-0.378080381232174
13-0.300815034149659
140.166072612582757


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 0.0 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 1 ; par7 = 0 ;
Parameters (R input):
par1 = 0.0 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; 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')