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, 22 Dec 2008 06:51:00 -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/22/t12299547897au6a9scsoem5ir.htm/, Retrieved Mon, 13 May 2024 10:51:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36072, Retrieved Mon, 13 May 2024 10:51:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact183

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Mean Plot] [Mean Plot] [2008-11-06 16:32:30] [1a98f534d827b920a5783bf87d2d3cce]
- RMPD    [Cross Correlation Function] [Cross Correlation...] [2008-12-22 13:51:00] [96839c4b6d4e03ef3851369c676780bf] [Current]
-   PD      [Cross Correlation Function] [cross correlatie ...] [2009-01-24 06:52:11] [f77c9ab3b413812d7baee6b7ec69a15d]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4,75
4,75
4,75
4,75
4,75
4,58
4,5
4,5
4,49
4,03
3,75
3,39
3,25
3,25
3,25
3,25
3,25
3,25
3,25
3,25
3,25
3,25
3,25
3,25
2,85
2,75
2,75
2,55
2,5
2,5
2,1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2,21
2,25
2,25
2,45
2,5
2,5
2,64
2,75
2,93
3
3,17
3,25
3,39
3,5
3,5
3,65
3,75
3,75
3,9
4
4
4
4
4
4
4
4
4
4
4
4
4,18
4,25
4,25
3,97
3,42
3,34
Dataseries Y:
Download CSV
Histogram 
15
13
8
7
3
3
4
4
0
-4
-14
-18
-8
-1
1
2
0
1
0
-1
-3
-3
-3
-4
-8
-9
-13
-18
-11
-9
-10
-13
-11
-5
-15
-6
-6
-3
-1
-3
-4
-6
0
-4
-2
-2
-6
-7
-6
-6
-3
-2
-5
-11
-11
-11
-10
-14
-8
-9
-5
-1
-2
-5
-4
-6
-2
-2
-2
-2
2
1
-8
-1
1
-1
2
2
1
-1
-2
-2
-1
-8
-4
-6
-3
-3
-7
-9
-11
-13
-11
-9
-17
-22
-25

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36072&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]1 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=36072&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36072&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 time1 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 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])
-16-0.118726546001604
-15-0.0934091460654485
-14-0.0743117939936297
-13-0.0650735508346225
-12-0.0807024629441032
-11-0.118084845542348
-10-0.137359961817486
-9-0.135695744384703
-8-0.120168165124692
-7-0.0835885694832099
-6-0.0483947385750759
-5-0.0239614779681483
-40.00703023567962281
-30.0564756568338373
-20.130719480753661
-10.244858149869899
00.356587088404721
10.397296913564367
20.416384523013473
30.424067074413607
40.422903946651156
50.414173936279662
60.397724894903147
70.372027838288757
80.334531602134868
90.289889927285688
100.254238758299964
110.225022287849901
120.213768792755863
130.204803059517357
140.199515317315970
150.185712443699603
160.170144148671653

\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 & -0.118726546001604 \tabularnewline
-15 & -0.0934091460654485 \tabularnewline
-14 & -0.0743117939936297 \tabularnewline
-13 & -0.0650735508346225 \tabularnewline
-12 & -0.0807024629441032 \tabularnewline
-11 & -0.118084845542348 \tabularnewline
-10 & -0.137359961817486 \tabularnewline
-9 & -0.135695744384703 \tabularnewline
-8 & -0.120168165124692 \tabularnewline
-7 & -0.0835885694832099 \tabularnewline
-6 & -0.0483947385750759 \tabularnewline
-5 & -0.0239614779681483 \tabularnewline
-4 & 0.00703023567962281 \tabularnewline
-3 & 0.0564756568338373 \tabularnewline
-2 & 0.130719480753661 \tabularnewline
-1 & 0.244858149869899 \tabularnewline
0 & 0.356587088404721 \tabularnewline
1 & 0.397296913564367 \tabularnewline
2 & 0.416384523013473 \tabularnewline
3 & 0.424067074413607 \tabularnewline
4 & 0.422903946651156 \tabularnewline
5 & 0.414173936279662 \tabularnewline
6 & 0.397724894903147 \tabularnewline
7 & 0.372027838288757 \tabularnewline
8 & 0.334531602134868 \tabularnewline
9 & 0.289889927285688 \tabularnewline
10 & 0.254238758299964 \tabularnewline
11 & 0.225022287849901 \tabularnewline
12 & 0.213768792755863 \tabularnewline
13 & 0.204803059517357 \tabularnewline
14 & 0.199515317315970 \tabularnewline
15 & 0.185712443699603 \tabularnewline
16 & 0.170144148671653 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36072&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]-0.118726546001604[/C][/ROW]
[ROW][C]-15[/C][C]-0.0934091460654485[/C][/ROW]
[ROW][C]-14[/C][C]-0.0743117939936297[/C][/ROW]
[ROW][C]-13[/C][C]-0.0650735508346225[/C][/ROW]
[ROW][C]-12[/C][C]-0.0807024629441032[/C][/ROW]
[ROW][C]-11[/C][C]-0.118084845542348[/C][/ROW]
[ROW][C]-10[/C][C]-0.137359961817486[/C][/ROW]
[ROW][C]-9[/C][C]-0.135695744384703[/C][/ROW]
[ROW][C]-8[/C][C]-0.120168165124692[/C][/ROW]
[ROW][C]-7[/C][C]-0.0835885694832099[/C][/ROW]
[ROW][C]-6[/C][C]-0.0483947385750759[/C][/ROW]
[ROW][C]-5[/C][C]-0.0239614779681483[/C][/ROW]
[ROW][C]-4[/C][C]0.00703023567962281[/C][/ROW]
[ROW][C]-3[/C][C]0.0564756568338373[/C][/ROW]
[ROW][C]-2[/C][C]0.130719480753661[/C][/ROW]
[ROW][C]-1[/C][C]0.244858149869899[/C][/ROW]
[ROW][C]0[/C][C]0.356587088404721[/C][/ROW]
[ROW][C]1[/C][C]0.397296913564367[/C][/ROW]
[ROW][C]2[/C][C]0.416384523013473[/C][/ROW]
[ROW][C]3[/C][C]0.424067074413607[/C][/ROW]
[ROW][C]4[/C][C]0.422903946651156[/C][/ROW]
[ROW][C]5[/C][C]0.414173936279662[/C][/ROW]
[ROW][C]6[/C][C]0.397724894903147[/C][/ROW]
[ROW][C]7[/C][C]0.372027838288757[/C][/ROW]
[ROW][C]8[/C][C]0.334531602134868[/C][/ROW]
[ROW][C]9[/C][C]0.289889927285688[/C][/ROW]
[ROW][C]10[/C][C]0.254238758299964[/C][/ROW]
[ROW][C]11[/C][C]0.225022287849901[/C][/ROW]
[ROW][C]12[/C][C]0.213768792755863[/C][/ROW]
[ROW][C]13[/C][C]0.204803059517357[/C][/ROW]
[ROW][C]14[/C][C]0.199515317315970[/C][/ROW]
[ROW][C]15[/C][C]0.185712443699603[/C][/ROW]
[ROW][C]16[/C][C]0.170144148671653[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36072&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36072&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])
-16-0.118726546001604
-15-0.0934091460654485
-14-0.0743117939936297
-13-0.0650735508346225
-12-0.0807024629441032
-11-0.118084845542348
-10-0.137359961817486
-9-0.135695744384703
-8-0.120168165124692
-7-0.0835885694832099
-6-0.0483947385750759
-5-0.0239614779681483
-40.00703023567962281
-30.0564756568338373
-20.130719480753661
-10.244858149869899
00.356587088404721
10.397296913564367
20.416384523013473
30.424067074413607
40.422903946651156
50.414173936279662
60.397724894903147
70.372027838288757
80.334531602134868
90.289889927285688
100.254238758299964
110.225022287849901
120.213768792755863
130.204803059517357
140.199515317315970
150.185712443699603
160.170144148671653


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')