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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 05:35:03 -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/t12296901994daqw0jo0v6y3ms.htm/, Retrieved Wed, 15 May 2024 04:18:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35087, Retrieved Wed, 15 May 2024 04:18:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact153

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...] [2008-12-19 12:35:03] [fa8b44cd657c07c6ee11bb2476ca3f8d] [Current]
-   P     [Cross Correlation Function] [cross correlation...] [2008-12-21 21:24:39] [fad8a251ac01c156a8ae23a83577546f]
-   PD    [Cross Correlation Function] [cross correlation...] [2008-12-21 21:26:49] [fad8a251ac01c156a8ae23a83577546f]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
93,0
99,2
112,2
112,1
103,3
108,2
90,4
72,8
111,0
117,9
111,3
110,5
94,8
100,4
132,1
114,6
101,9
130,2
84,0
86,4
122,3
120,9
110,2
112,6
102,0
105,0
130,5
115,5
103,7
130,9
89,1
93,8
123,8
111,9
118,3
116,9
103,6
116,6
141,3
107,0
125,2
136,4
91,6
95,3
132,3
130,6
131,9
118,6
114,3
111,3
126,5
112,1
119,3
142,4
101,1
97,4
129,1
136,9
129,8
123,9
Dataseries Y:
Download CSV
Histogram 
72,5
72,0
98,8
75,2
81,2
88,0
54,6
68,6
101,5
93,4
84,5
91,4
64,5
64,5
117,3
73,5
79,7
102,6
57,9
73,1
102,4
82,3
89,1
84,7
81,4
67,5
113,9
83,8
73,9
103,9
67,9
62,5
125,4
79,1
106,3
96,2
94,3
85,6
117,4
88,5
124,2
119,3
76,8
70,6
122,1
109,5
119,9
102,3
79,6
78,2
103,6
77,8
99,1
105,7
84,1
88,7
108,0
98,1
101,0
82,0

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=35087&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=35087&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35087&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 series2
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 series-1.6
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.121625682992590
-13-0.0121288325207040
-120.51360150139172
-110.0739132441499663
-10-0.180287795772477
-90.160334780033467
-8-0.0161386831589704
-70.0685898548886599
-60.511590657282459
-50.103299639268629
-4-0.186958853431744
-30.201401465495767
-2-0.0893117159012087
-10.0243656402112166
00.80707022314585
10.212163879472028
2-0.180693192857977
30.230832523136176
4-0.0125152885291049
50.090544742004846
60.582215636007882
70.0642524253157325
8-0.183421665850512
90.169116728088969
10-0.150991934670965
11-0.0317029401787678
120.696111574996973
130.0760345973457923
14-0.229435127306076

\begin{tabular}{lllllllll}
\hline
Cross Correlation Function \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) of X series & 2 \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 & -1.6 \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 & -0.121625682992590 \tabularnewline
-13 & -0.0121288325207040 \tabularnewline
-12 & 0.51360150139172 \tabularnewline
-11 & 0.0739132441499663 \tabularnewline
-10 & -0.180287795772477 \tabularnewline
-9 & 0.160334780033467 \tabularnewline
-8 & -0.0161386831589704 \tabularnewline
-7 & 0.0685898548886599 \tabularnewline
-6 & 0.511590657282459 \tabularnewline
-5 & 0.103299639268629 \tabularnewline
-4 & -0.186958853431744 \tabularnewline
-3 & 0.201401465495767 \tabularnewline
-2 & -0.0893117159012087 \tabularnewline
-1 & 0.0243656402112166 \tabularnewline
0 & 0.80707022314585 \tabularnewline
1 & 0.212163879472028 \tabularnewline
2 & -0.180693192857977 \tabularnewline
3 & 0.230832523136176 \tabularnewline
4 & -0.0125152885291049 \tabularnewline
5 & 0.090544742004846 \tabularnewline
6 & 0.582215636007882 \tabularnewline
7 & 0.0642524253157325 \tabularnewline
8 & -0.183421665850512 \tabularnewline
9 & 0.169116728088969 \tabularnewline
10 & -0.150991934670965 \tabularnewline
11 & -0.0317029401787678 \tabularnewline
12 & 0.696111574996973 \tabularnewline
13 & 0.0760345973457923 \tabularnewline
14 & -0.229435127306076 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35087&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]2[/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]-1.6[/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]-0.121625682992590[/C][/ROW]
[ROW][C]-13[/C][C]-0.0121288325207040[/C][/ROW]
[ROW][C]-12[/C][C]0.51360150139172[/C][/ROW]
[ROW][C]-11[/C][C]0.0739132441499663[/C][/ROW]
[ROW][C]-10[/C][C]-0.180287795772477[/C][/ROW]
[ROW][C]-9[/C][C]0.160334780033467[/C][/ROW]
[ROW][C]-8[/C][C]-0.0161386831589704[/C][/ROW]
[ROW][C]-7[/C][C]0.0685898548886599[/C][/ROW]
[ROW][C]-6[/C][C]0.511590657282459[/C][/ROW]
[ROW][C]-5[/C][C]0.103299639268629[/C][/ROW]
[ROW][C]-4[/C][C]-0.186958853431744[/C][/ROW]
[ROW][C]-3[/C][C]0.201401465495767[/C][/ROW]
[ROW][C]-2[/C][C]-0.0893117159012087[/C][/ROW]
[ROW][C]-1[/C][C]0.0243656402112166[/C][/ROW]
[ROW][C]0[/C][C]0.80707022314585[/C][/ROW]
[ROW][C]1[/C][C]0.212163879472028[/C][/ROW]
[ROW][C]2[/C][C]-0.180693192857977[/C][/ROW]
[ROW][C]3[/C][C]0.230832523136176[/C][/ROW]
[ROW][C]4[/C][C]-0.0125152885291049[/C][/ROW]
[ROW][C]5[/C][C]0.090544742004846[/C][/ROW]
[ROW][C]6[/C][C]0.582215636007882[/C][/ROW]
[ROW][C]7[/C][C]0.0642524253157325[/C][/ROW]
[ROW][C]8[/C][C]-0.183421665850512[/C][/ROW]
[ROW][C]9[/C][C]0.169116728088969[/C][/ROW]
[ROW][C]10[/C][C]-0.150991934670965[/C][/ROW]
[ROW][C]11[/C][C]-0.0317029401787678[/C][/ROW]
[ROW][C]12[/C][C]0.696111574996973[/C][/ROW]
[ROW][C]13[/C][C]0.0760345973457923[/C][/ROW]
[ROW][C]14[/C][C]-0.229435127306076[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35087&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35087&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 series2
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 series-1.6
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t+k])
-14-0.121625682992590
-13-0.0121288325207040
-120.51360150139172
-110.0739132441499663
-10-0.180287795772477
-90.160334780033467
-8-0.0161386831589704
-70.0685898548886599
-60.511590657282459
-50.103299639268629
-4-0.186958853431744
-30.201401465495767
-2-0.0893117159012087
-10.0243656402112166
00.80707022314585
10.212163879472028
2-0.180693192857977
30.230832523136176
4-0.0125152885291049
50.090544742004846
60.582215636007882
70.0642524253157325
8-0.183421665850512
90.169116728088969
10-0.150991934670965
11-0.0317029401787678
120.696111574996973
130.0760345973457923
14-0.229435127306076


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 2.0 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = -1.6 ; par6 = 0 ; par7 = 0 ;
Parameters (R input):
par1 = 2.0 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = -1.6 ; 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')