FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 15 Dec 2008 16:19:44 -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/16/t12293832206dr7cxz6kabm73z.htm/, Retrieved Thu, 16 May 2024 00:23:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33862, Retrieved Thu, 16 May 2024 00:23:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact200

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...] [2008-12-15 23:19:44] [0bb3b56b7083c5944c3818446f605d68] [Current]
-   PD    [Cross Correlation Function] [cross correlation...] [2008-12-18 13:16:48] [abc1badd8768b83426be5031c0f123a6]
- RMPD    [(Partial) Autocorrelation Function] [PACF d=1 D=1] [2008-12-18 13:25:56] [abc1badd8768b83426be5031c0f123a6]
- RMPD    [ARIMA Backward Selection] [arima backward se...] [2008-12-18 14:03:02] [abc1badd8768b83426be5031c0f123a6]
- RMP       [ARIMA Forecasting] [arima forecasting] [2008-12-18 14:38:17] [abc1badd8768b83426be5031c0f123a6]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15023,6
12083
15761,3
16943
15070,3
13659,6
14768,9
14725,1
15998,1
15370,6
14956,9
15469,7
15101,8
11703,7
16283,6
16726,5
14968,9
14861
14583,3
15305,8
17903,9
16379,4
15420,3
17870,5
15912,8
13866,5
17823,2
17872
17420,4
16704,4
15991,2
16583,6
19123,5
17838,7
17209,4
18586,5
16258,1
15141,6
19202,1
17746,5
19090,1
18040,3
17515,5
17751,8
21072,4
17170
19439,5
19795,4
17574,9
16165,4
19464,6
19932,1
19961,2
17343,4
18924,2
18574,1
21350,6
18840,1
20304,8
21132,4
19753,9
Dataseries Y:
Download CSV
Histogram 
7,6
7,7
7,6
8,2
8
8,1
8,3
8,2
8,1
7,7
7,6
7,7
8,2
8,4
8,4
8,6
8,4
8,5
8,7
8,7
8,6
7,4
7,3
7,4
9
9,2
9,2
8,5
8,3
8,3
8,6
8,6
8,5
8,1
8,1
8
8,6
8,7
8,7
8,6
8,4
8,4
8,7
8,7
8,5
8,3
8,3
8,3
8,1
8,2
8,1
8,1
7,9
7,7
8,1
8
7,7
7,8
7,6
7,4
7,7

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 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=33862&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]2 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=33862&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33862&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 time2 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 series0
Seasonal Period (s)12
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])
-14-0.320962492793303
-13-0.385105294178253
-12-0.333496447530194
-11-0.163093775057419
-10-0.0102336279074144
-9-0.0972805523198394
-8-0.191652649284979
-7-0.26474226092136
-6-0.193761181021821
-5-0.0499810534103594
-40.0203060895565648
-3-0.0788466775340563
-2-0.200309274919172
-1-0.192243694296989
0-0.120111450787660
10.0230327371279044
20.154083339021105
30.139409011502303
40.112253588911331
50.0420459217996396
60.0696215476324926
70.194216711338435
80.324283598859163
90.242164995168449
100.134971605512909
110.121091108969152
120.188284200857317
130.302482452359626
140.408155883838042

\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
-14 & -0.320962492793303 \tabularnewline
-13 & -0.385105294178253 \tabularnewline
-12 & -0.333496447530194 \tabularnewline
-11 & -0.163093775057419 \tabularnewline
-10 & -0.0102336279074144 \tabularnewline
-9 & -0.0972805523198394 \tabularnewline
-8 & -0.191652649284979 \tabularnewline
-7 & -0.26474226092136 \tabularnewline
-6 & -0.193761181021821 \tabularnewline
-5 & -0.0499810534103594 \tabularnewline
-4 & 0.0203060895565648 \tabularnewline
-3 & -0.0788466775340563 \tabularnewline
-2 & -0.200309274919172 \tabularnewline
-1 & -0.192243694296989 \tabularnewline
0 & -0.120111450787660 \tabularnewline
1 & 0.0230327371279044 \tabularnewline
2 & 0.154083339021105 \tabularnewline
3 & 0.139409011502303 \tabularnewline
4 & 0.112253588911331 \tabularnewline
5 & 0.0420459217996396 \tabularnewline
6 & 0.0696215476324926 \tabularnewline
7 & 0.194216711338435 \tabularnewline
8 & 0.324283598859163 \tabularnewline
9 & 0.242164995168449 \tabularnewline
10 & 0.134971605512909 \tabularnewline
11 & 0.121091108969152 \tabularnewline
12 & 0.188284200857317 \tabularnewline
13 & 0.302482452359626 \tabularnewline
14 & 0.408155883838042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33862&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]-14[/C][C]-0.320962492793303[/C][/ROW]
[ROW][C]-13[/C][C]-0.385105294178253[/C][/ROW]
[ROW][C]-12[/C][C]-0.333496447530194[/C][/ROW]
[ROW][C]-11[/C][C]-0.163093775057419[/C][/ROW]
[ROW][C]-10[/C][C]-0.0102336279074144[/C][/ROW]
[ROW][C]-9[/C][C]-0.0972805523198394[/C][/ROW]
[ROW][C]-8[/C][C]-0.191652649284979[/C][/ROW]
[ROW][C]-7[/C][C]-0.26474226092136[/C][/ROW]
[ROW][C]-6[/C][C]-0.193761181021821[/C][/ROW]
[ROW][C]-5[/C][C]-0.0499810534103594[/C][/ROW]
[ROW][C]-4[/C][C]0.0203060895565648[/C][/ROW]
[ROW][C]-3[/C][C]-0.0788466775340563[/C][/ROW]
[ROW][C]-2[/C][C]-0.200309274919172[/C][/ROW]
[ROW][C]-1[/C][C]-0.192243694296989[/C][/ROW]
[ROW][C]0[/C][C]-0.120111450787660[/C][/ROW]
[ROW][C]1[/C][C]0.0230327371279044[/C][/ROW]
[ROW][C]2[/C][C]0.154083339021105[/C][/ROW]
[ROW][C]3[/C][C]0.139409011502303[/C][/ROW]
[ROW][C]4[/C][C]0.112253588911331[/C][/ROW]
[ROW][C]5[/C][C]0.0420459217996396[/C][/ROW]
[ROW][C]6[/C][C]0.0696215476324926[/C][/ROW]
[ROW][C]7[/C][C]0.194216711338435[/C][/ROW]
[ROW][C]8[/C][C]0.324283598859163[/C][/ROW]
[ROW][C]9[/C][C]0.242164995168449[/C][/ROW]
[ROW][C]10[/C][C]0.134971605512909[/C][/ROW]
[ROW][C]11[/C][C]0.121091108969152[/C][/ROW]
[ROW][C]12[/C][C]0.188284200857317[/C][/ROW]
[ROW][C]13[/C][C]0.302482452359626[/C][/ROW]
[ROW][C]14[/C][C]0.408155883838042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33862&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33862&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)12
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])
-14-0.320962492793303
-13-0.385105294178253
-12-0.333496447530194
-11-0.163093775057419
-10-0.0102336279074144
-9-0.0972805523198394
-8-0.191652649284979
-7-0.26474226092136
-6-0.193761181021821
-5-0.0499810534103594
-40.0203060895565648
-3-0.0788466775340563
-2-0.200309274919172
-1-0.192243694296989
0-0.120111450787660
10.0230327371279044
20.154083339021105
30.139409011502303
40.112253588911331
50.0420459217996396
60.0696215476324926
70.194216711338435
80.324283598859163
90.242164995168449
100.134971605512909
110.121091108969152
120.188284200857317
130.302482452359626
140.408155883838042


Figures (Output of Computation)

Input Parameters & R Code

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')