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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_cross.wasp
Title produced by softwareCross Correlation Function
Date of computationThu, 18 Dec 2008 02:49:28 -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/18/t12295938828vgnnh15w9s0qv9.htm/, Retrieved Sat, 11 May 2024 12:42:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34614, Retrieved Sat, 11 May 2024 12:42:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact208

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [(P)ACF Transportm...] [2008-12-04 18:19:15] [65eec331235880e0070acfba94c20cfa]
- RMPD  [Cross Correlation Function] [Cross Correlation...] [2008-12-09 17:38:05] [74be16979710d4c4e7c6647856088456]
-   PD    [Cross Correlation Function] [sqddssssdsss] [2008-12-17 10:28:49] [74be16979710d4c4e7c6647856088456]
-   PD        [Cross Correlation Function] [gvgfkjhgl;kjhg] [2008-12-18 09:49:28] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
104.7
115.1
102.5
75.3
96.7
94.6
98.6
99.5
92
93.6
89.3
66.9
108.8
113.2
105.5
77.8
102.1
97
95.5
99.3
86.4
92.4
85.7
61.9
104.9
107.9
95.6
79.8
94.8
93.7
108.1
96.9
88.8
106.7
86.8
69.8
110.9
105.4
99.2
84.4
87.2
91.9
97.9
94.5
85
100.3
78.7
65.8
104.8
96
103.3
82.9
91.4
94.5
109.3
92.1
99.3
109.6
87.5
73.1
110.7
111.6
110.7
84
101.6
102.1
113.9
99
100.4
109.5
93.1
77
108
119.9
105.9
78.2
100.3
102.2
97
101.3
89.2
93.3
88.5
61.5
95
Dataseries Y:
Download CSV
Histogram 
105.2
91.5
75.3
60.5
80.4
84.5
93.9
78
92.3
90
72.1
76.9
76
88.7
55.4
46.6
90.9
84.9
89
90.2
72.3
83
71.6
75.4
85.1
81.2
68.7
68.4
93.7
96.6
101.8
93.6
88.9
114.1
82.3
96.4
104
88.2
85.2
87.1
85.5
89.1
105.2
82.9
86.8
112
97.4
88.9
109.4
87.8
90.5
79.3
114.9
118.8
125
96.1
116.7
119.5
104.1
121
127.3
117.7
108
89.4
137.4
142
137.3
122.8
126.1
147.6
115.7
139.2
151.2
123.8
109
112.1
136.4
135.5
138.7
137.5
141.5
143.6
146.5
200.7
196.2

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=34614&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=34614&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34614&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 series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series0.1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-15-0.0328831999999557
-14-0.080073445357406
-13-0.0864851939747114
-12-0.126397707872071
-11-0.0534935036095387
-10-0.145117602068174
-9-0.0398763577455863
-8-0.0992033744426376
-7-0.0818702233306514
-6-0.0159400563380182
-50.0639208869748714
-4-0.0439352968020927
-30.188223182220145
-20.168387548234952
-10.0560390072555288
00.267170154678919
10.189159327487970
20.200928088898367
30.267557524591212
40.283735176883743
50.196371418314434
60.325006471441665
70.0458839843601195
80.158812950222386
9-0.0146319808156519
10-0.120128466460050
11-0.039051975449394
12-0.0737024926570416
13-0.292094179207501
14-0.123262704152532
15-0.264864266126915

\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) & 12 \tabularnewline
Box-Cox transformation parameter (lambda) of Y series & 0.1 \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
-15 & -0.0328831999999557 \tabularnewline
-14 & -0.080073445357406 \tabularnewline
-13 & -0.0864851939747114 \tabularnewline
-12 & -0.126397707872071 \tabularnewline
-11 & -0.0534935036095387 \tabularnewline
-10 & -0.145117602068174 \tabularnewline
-9 & -0.0398763577455863 \tabularnewline
-8 & -0.0992033744426376 \tabularnewline
-7 & -0.0818702233306514 \tabularnewline
-6 & -0.0159400563380182 \tabularnewline
-5 & 0.0639208869748714 \tabularnewline
-4 & -0.0439352968020927 \tabularnewline
-3 & 0.188223182220145 \tabularnewline
-2 & 0.168387548234952 \tabularnewline
-1 & 0.0560390072555288 \tabularnewline
0 & 0.267170154678919 \tabularnewline
1 & 0.189159327487970 \tabularnewline
2 & 0.200928088898367 \tabularnewline
3 & 0.267557524591212 \tabularnewline
4 & 0.283735176883743 \tabularnewline
5 & 0.196371418314434 \tabularnewline
6 & 0.325006471441665 \tabularnewline
7 & 0.0458839843601195 \tabularnewline
8 & 0.158812950222386 \tabularnewline
9 & -0.0146319808156519 \tabularnewline
10 & -0.120128466460050 \tabularnewline
11 & -0.039051975449394 \tabularnewline
12 & -0.0737024926570416 \tabularnewline
13 & -0.292094179207501 \tabularnewline
14 & -0.123262704152532 \tabularnewline
15 & -0.264864266126915 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34614&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]12[/C][/ROW]
[ROW][C]Box-Cox transformation parameter (lambda) of Y series[/C][C]0.1[/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]-15[/C][C]-0.0328831999999557[/C][/ROW]
[ROW][C]-14[/C][C]-0.080073445357406[/C][/ROW]
[ROW][C]-13[/C][C]-0.0864851939747114[/C][/ROW]
[ROW][C]-12[/C][C]-0.126397707872071[/C][/ROW]
[ROW][C]-11[/C][C]-0.0534935036095387[/C][/ROW]
[ROW][C]-10[/C][C]-0.145117602068174[/C][/ROW]
[ROW][C]-9[/C][C]-0.0398763577455863[/C][/ROW]
[ROW][C]-8[/C][C]-0.0992033744426376[/C][/ROW]
[ROW][C]-7[/C][C]-0.0818702233306514[/C][/ROW]
[ROW][C]-6[/C][C]-0.0159400563380182[/C][/ROW]
[ROW][C]-5[/C][C]0.0639208869748714[/C][/ROW]
[ROW][C]-4[/C][C]-0.0439352968020927[/C][/ROW]
[ROW][C]-3[/C][C]0.188223182220145[/C][/ROW]
[ROW][C]-2[/C][C]0.168387548234952[/C][/ROW]
[ROW][C]-1[/C][C]0.0560390072555288[/C][/ROW]
[ROW][C]0[/C][C]0.267170154678919[/C][/ROW]
[ROW][C]1[/C][C]0.189159327487970[/C][/ROW]
[ROW][C]2[/C][C]0.200928088898367[/C][/ROW]
[ROW][C]3[/C][C]0.267557524591212[/C][/ROW]
[ROW][C]4[/C][C]0.283735176883743[/C][/ROW]
[ROW][C]5[/C][C]0.196371418314434[/C][/ROW]
[ROW][C]6[/C][C]0.325006471441665[/C][/ROW]
[ROW][C]7[/C][C]0.0458839843601195[/C][/ROW]
[ROW][C]8[/C][C]0.158812950222386[/C][/ROW]
[ROW][C]9[/C][C]-0.0146319808156519[/C][/ROW]
[ROW][C]10[/C][C]-0.120128466460050[/C][/ROW]
[ROW][C]11[/C][C]-0.039051975449394[/C][/ROW]
[ROW][C]12[/C][C]-0.0737024926570416[/C][/ROW]
[ROW][C]13[/C][C]-0.292094179207501[/C][/ROW]
[ROW][C]14[/C][C]-0.123262704152532[/C][/ROW]
[ROW][C]15[/C][C]-0.264864266126915[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34614&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34614&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)12
Box-Cox transformation parameter (lambda) of Y series0.1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-15-0.0328831999999557
-14-0.080073445357406
-13-0.0864851939747114
-12-0.126397707872071
-11-0.0534935036095387
-10-0.145117602068174
-9-0.0398763577455863
-8-0.0992033744426376
-7-0.0818702233306514
-6-0.0159400563380182
-50.0639208869748714
-4-0.0439352968020927
-30.188223182220145
-20.168387548234952
-10.0560390072555288
00.267170154678919
10.189159327487970
20.200928088898367
30.267557524591212
40.283735176883743
50.196371418314434
60.325006471441665
70.0458839843601195
80.158812950222386
9-0.0146319808156519
10-0.120128466460050
11-0.039051975449394
12-0.0737024926570416
13-0.292094179207501
14-0.123262704152532
15-0.264864266126915


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 12 ; par5 = 0.1 ; par6 = 0 ; par7 = 1 ;
Parameters (R input):
par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 12 ; par5 = 0.1 ; 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')