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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 computationFri, 19 Dec 2008 04:44:43 -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/19/t12296871511ohuaq7mf9hcqyj.htm/, Retrieved Wed, 15 May 2024 20:55:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35072, Retrieved Wed, 15 May 2024 20:55:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact175

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Werkloosheid -25 ...] [2008-11-28 13:09:39] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Unemployment unde...] [2008-12-02 17:58:48] [6743688719638b0cb1c0a6e0bf433315]
- RMPD    [Cross Correlation Function] ['under 25' compa...] [2008-12-17 13:42:00] [6743688719638b0cb1c0a6e0bf433315]
-    D        [Cross Correlation Function] [-25 compared to 50+] [2008-12-19 11:44:43] [9b05d7ef5dbcfba4217d280d9092f628] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
150739
159129
157928
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111
125326
122716
116615
113719
110737
112093
143565
149946
149147
134339
122683
115614
116566
111272
104609
101802
94542
93051
124129
130374
123946
114971
105531
104919
104782
101281
94545
93248
84031
87486
115867
Dataseries Y:
Download CSV
Histogram 
44028
45564
44277
44976
45406
47379
49200
50221
51573
53091
53337
54978
57885
67099
67169
69796
70600
71982
73957
75273
76322
77078
77954
79238
82179
83834
83744
84861
86478
88290
90287
91230
92380
92506
94172
94728
96581
97344
98346
98214
98366
98768
99832
99976
99961
100164
99964
99304
104008
104644
103950
104263
104241
105141
106018
105866
105944
106379
105082
104915
107026

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35072&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35072&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35072&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132






Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series1
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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-14-0.124071751545428
-13-0.0678611481617309
-120.403564989442812
-11-0.109069539664056
-10-0.0607307919876041
-9-0.172549455641428
-80.0367525247072422
-7-0.0339243044406385
-60.177060952729089
-5-0.0255149400339494
-4-0.0600262676555951
-30.0700828839538748
-2-0.385686940337042
-10.240068291218357
00.35432609846153
1-0.0546854425791453
2-0.118144349810147
3-0.118356253934698
40.00586346271586061
5-0.0649508716165631
60.160538177506293
70.0425079970641213
8-0.0643141616307084
90.0954355647234744
10-0.486129515854287
110.33073739588831
120.147627002185415
130.0207330834256379
14-0.0700422727909938

\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 & 1 \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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-14 & -0.124071751545428 \tabularnewline
-13 & -0.0678611481617309 \tabularnewline
-12 & 0.403564989442812 \tabularnewline
-11 & -0.109069539664056 \tabularnewline
-10 & -0.0607307919876041 \tabularnewline
-9 & -0.172549455641428 \tabularnewline
-8 & 0.0367525247072422 \tabularnewline
-7 & -0.0339243044406385 \tabularnewline
-6 & 0.177060952729089 \tabularnewline
-5 & -0.0255149400339494 \tabularnewline
-4 & -0.0600262676555951 \tabularnewline
-3 & 0.0700828839538748 \tabularnewline
-2 & -0.385686940337042 \tabularnewline
-1 & 0.240068291218357 \tabularnewline
0 & 0.35432609846153 \tabularnewline
1 & -0.0546854425791453 \tabularnewline
2 & -0.118144349810147 \tabularnewline
3 & -0.118356253934698 \tabularnewline
4 & 0.00586346271586061 \tabularnewline
5 & -0.0649508716165631 \tabularnewline
6 & 0.160538177506293 \tabularnewline
7 & 0.0425079970641213 \tabularnewline
8 & -0.0643141616307084 \tabularnewline
9 & 0.0954355647234744 \tabularnewline
10 & -0.486129515854287 \tabularnewline
11 & 0.33073739588831 \tabularnewline
12 & 0.147627002185415 \tabularnewline
13 & 0.0207330834256379 \tabularnewline
14 & -0.0700422727909938 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35072&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]1[/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]1[/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]-14[/C][C]-0.124071751545428[/C][/ROW]
[ROW][C]-13[/C][C]-0.0678611481617309[/C][/ROW]
[ROW][C]-12[/C][C]0.403564989442812[/C][/ROW]
[ROW][C]-11[/C][C]-0.109069539664056[/C][/ROW]
[ROW][C]-10[/C][C]-0.0607307919876041[/C][/ROW]
[ROW][C]-9[/C][C]-0.172549455641428[/C][/ROW]
[ROW][C]-8[/C][C]0.0367525247072422[/C][/ROW]
[ROW][C]-7[/C][C]-0.0339243044406385[/C][/ROW]
[ROW][C]-6[/C][C]0.177060952729089[/C][/ROW]
[ROW][C]-5[/C][C]-0.0255149400339494[/C][/ROW]
[ROW][C]-4[/C][C]-0.0600262676555951[/C][/ROW]
[ROW][C]-3[/C][C]0.0700828839538748[/C][/ROW]
[ROW][C]-2[/C][C]-0.385686940337042[/C][/ROW]
[ROW][C]-1[/C][C]0.240068291218357[/C][/ROW]
[ROW][C]0[/C][C]0.35432609846153[/C][/ROW]
[ROW][C]1[/C][C]-0.0546854425791453[/C][/ROW]
[ROW][C]2[/C][C]-0.118144349810147[/C][/ROW]
[ROW][C]3[/C][C]-0.118356253934698[/C][/ROW]
[ROW][C]4[/C][C]0.00586346271586061[/C][/ROW]
[ROW][C]5[/C][C]-0.0649508716165631[/C][/ROW]
[ROW][C]6[/C][C]0.160538177506293[/C][/ROW]
[ROW][C]7[/C][C]0.0425079970641213[/C][/ROW]
[ROW][C]8[/C][C]-0.0643141616307084[/C][/ROW]
[ROW][C]9[/C][C]0.0954355647234744[/C][/ROW]
[ROW][C]10[/C][C]-0.486129515854287[/C][/ROW]
[ROW][C]11[/C][C]0.33073739588831[/C][/ROW]
[ROW][C]12[/C][C]0.147627002185415[/C][/ROW]
[ROW][C]13[/C][C]0.0207330834256379[/C][/ROW]
[ROW][C]14[/C][C]-0.0700422727909938[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35072&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35072&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 series1
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 series1
Degree of seasonal differencing (D) of Y series1
krho(Y[t],X[t+k])
-14-0.124071751545428
-13-0.0678611481617309
-120.403564989442812
-11-0.109069539664056
-10-0.0607307919876041
-9-0.172549455641428
-80.0367525247072422
-7-0.0339243044406385
-60.177060952729089
-5-0.0255149400339494
-4-0.0600262676555951
-30.0700828839538748
-2-0.385686940337042
-10.240068291218357
00.35432609846153
1-0.0546854425791453
2-0.118144349810147
3-0.118356253934698
40.00586346271586061
5-0.0649508716165631
60.160538177506293
70.0425079970641213
8-0.0643141616307084
90.0954355647234744
10-0.486129515854287
110.33073739588831
120.147627002185415
130.0207330834256379
14-0.0700422727909938


Figures (Output of Computation)

Input Parameters & R Code

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