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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 computationThu, 18 Dec 2008 07:43:24 -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/t12296114492yg85023pkmt7rw.htm/, Retrieved Sun, 12 May 2024 12:07:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34806, Retrieved Sun, 12 May 2024 12:07:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsk_vanderheggen
Estimated Impact161

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Cross Correlation Function] [Non Stationary Ti...] [2008-12-02 15:31:19] [42e82fcd8ee0f4c6e81d502bb09e62b7]
-         [Cross Correlation Function] [Paper Cross corre...] [2008-12-18 14:43:24] [547f3960ab1cda94661cd6e0871d2c7b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
25
27
25
23
24
24
26
25
24
24
22
22
22
27
24
24
22
23
25
23
21
21
22
20
22
22
20
21
20
21
21
21
19
21
21
22
19
24
22
22
22
24
22
23
24
21
20
22
23
23
22
20
21
21
20
20
17
18
19
19
20
21
20
21
19
22
20
18
16
17
18
19
18
20
21
18
19
19
19
21
19
19
17
16
16
17
16
15
16
16
16
18
Dataseries Y:
Download CSV
Histogram 
27
25
20
19
19
17
12
13
13
11
4
8
1
5
4
3
4
2
8
-2
1
0
1
7
1
0
-3
0
3
1
3
2
6
2
3
9
12
8
7
9
11
13
9
9
13
14
16
20
19
18
18
19
16
10
11
17
3
14
15
17
20
19
21
17
15
18
19
16
21
26
23
24
23
19
25
21
19
20
20
17
25
19
13
15
15
13
11
9
2
-2
-4
-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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34806&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34806&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34806&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






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])
-16-0.320502558233017
-15-0.347389374535441
-14-0.331395620678965
-13-0.370127777494611
-12-0.393503647993947
-11-0.352397334748406
-10-0.326844183284768
-9-0.325862183679814
-8-0.286019154671832
-7-0.227560456639377
-6-0.232501127291034
-5-0.193204974576368
-4-0.175422935240749
-3-0.137406473052442
-2-0.121412719195967
-1-0.078682183359277
0-0.0350000827722175
1-0.0771235859233267
2-0.130808053915134
3-0.198590992748625
4-0.218314442925515
5-0.238951176512243
6-0.279439519546337
7-0.320879427330802
8-0.324705183660999
9-0.35860913612357
10-0.359580198202658
11-0.318255847756694
12-0.291708094756126
13-0.270782230050845
14-0.285966606993213
15-0.322960410513020
16-0.323614284341984

\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
-16 & -0.320502558233017 \tabularnewline
-15 & -0.347389374535441 \tabularnewline
-14 & -0.331395620678965 \tabularnewline
-13 & -0.370127777494611 \tabularnewline
-12 & -0.393503647993947 \tabularnewline
-11 & -0.352397334748406 \tabularnewline
-10 & -0.326844183284768 \tabularnewline
-9 & -0.325862183679814 \tabularnewline
-8 & -0.286019154671832 \tabularnewline
-7 & -0.227560456639377 \tabularnewline
-6 & -0.232501127291034 \tabularnewline
-5 & -0.193204974576368 \tabularnewline
-4 & -0.175422935240749 \tabularnewline
-3 & -0.137406473052442 \tabularnewline
-2 & -0.121412719195967 \tabularnewline
-1 & -0.078682183359277 \tabularnewline
0 & -0.0350000827722175 \tabularnewline
1 & -0.0771235859233267 \tabularnewline
2 & -0.130808053915134 \tabularnewline
3 & -0.198590992748625 \tabularnewline
4 & -0.218314442925515 \tabularnewline
5 & -0.238951176512243 \tabularnewline
6 & -0.279439519546337 \tabularnewline
7 & -0.320879427330802 \tabularnewline
8 & -0.324705183660999 \tabularnewline
9 & -0.35860913612357 \tabularnewline
10 & -0.359580198202658 \tabularnewline
11 & -0.318255847756694 \tabularnewline
12 & -0.291708094756126 \tabularnewline
13 & -0.270782230050845 \tabularnewline
14 & -0.285966606993213 \tabularnewline
15 & -0.322960410513020 \tabularnewline
16 & -0.323614284341984 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34806&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]-16[/C][C]-0.320502558233017[/C][/ROW]
[ROW][C]-15[/C][C]-0.347389374535441[/C][/ROW]
[ROW][C]-14[/C][C]-0.331395620678965[/C][/ROW]
[ROW][C]-13[/C][C]-0.370127777494611[/C][/ROW]
[ROW][C]-12[/C][C]-0.393503647993947[/C][/ROW]
[ROW][C]-11[/C][C]-0.352397334748406[/C][/ROW]
[ROW][C]-10[/C][C]-0.326844183284768[/C][/ROW]
[ROW][C]-9[/C][C]-0.325862183679814[/C][/ROW]
[ROW][C]-8[/C][C]-0.286019154671832[/C][/ROW]
[ROW][C]-7[/C][C]-0.227560456639377[/C][/ROW]
[ROW][C]-6[/C][C]-0.232501127291034[/C][/ROW]
[ROW][C]-5[/C][C]-0.193204974576368[/C][/ROW]
[ROW][C]-4[/C][C]-0.175422935240749[/C][/ROW]
[ROW][C]-3[/C][C]-0.137406473052442[/C][/ROW]
[ROW][C]-2[/C][C]-0.121412719195967[/C][/ROW]
[ROW][C]-1[/C][C]-0.078682183359277[/C][/ROW]
[ROW][C]0[/C][C]-0.0350000827722175[/C][/ROW]
[ROW][C]1[/C][C]-0.0771235859233267[/C][/ROW]
[ROW][C]2[/C][C]-0.130808053915134[/C][/ROW]
[ROW][C]3[/C][C]-0.198590992748625[/C][/ROW]
[ROW][C]4[/C][C]-0.218314442925515[/C][/ROW]
[ROW][C]5[/C][C]-0.238951176512243[/C][/ROW]
[ROW][C]6[/C][C]-0.279439519546337[/C][/ROW]
[ROW][C]7[/C][C]-0.320879427330802[/C][/ROW]
[ROW][C]8[/C][C]-0.324705183660999[/C][/ROW]
[ROW][C]9[/C][C]-0.35860913612357[/C][/ROW]
[ROW][C]10[/C][C]-0.359580198202658[/C][/ROW]
[ROW][C]11[/C][C]-0.318255847756694[/C][/ROW]
[ROW][C]12[/C][C]-0.291708094756126[/C][/ROW]
[ROW][C]13[/C][C]-0.270782230050845[/C][/ROW]
[ROW][C]14[/C][C]-0.285966606993213[/C][/ROW]
[ROW][C]15[/C][C]-0.322960410513020[/C][/ROW]
[ROW][C]16[/C][C]-0.323614284341984[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34806&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34806&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])
-16-0.320502558233017
-15-0.347389374535441
-14-0.331395620678965
-13-0.370127777494611
-12-0.393503647993947
-11-0.352397334748406
-10-0.326844183284768
-9-0.325862183679814
-8-0.286019154671832
-7-0.227560456639377
-6-0.232501127291034
-5-0.193204974576368
-4-0.175422935240749
-3-0.137406473052442
-2-0.121412719195967
-1-0.078682183359277
0-0.0350000827722175
1-0.0771235859233267
2-0.130808053915134
3-0.198590992748625
4-0.218314442925515
5-0.238951176512243
6-0.279439519546337
7-0.320879427330802
8-0.324705183660999
9-0.35860913612357
10-0.359580198202658
11-0.318255847756694
12-0.291708094756126
13-0.270782230050845
14-0.285966606993213
15-0.322960410513020
16-0.323614284341984


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 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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')