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Author's title

Author

*Unverified author*

R Software Module

rwasp_cross.wasp

Title produced by software

Cross Correlation Function

Date of computation

Sun, 06 Jan 2008 14:26:47 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Jan/06/t119965476741hbf077gwyyvqg.htm/, Retrieved Sun, 05 May 2024 01:37:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7905, Retrieved Sun, 05 May 2024 01:37:21 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Inducing time series Q5 WG-TI

Estimated Impact

184

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Central Tendency] [WS2 - Robustness ...] [2007-10-20 13:06:37] [5343e105a400b9e32bf6f011133bbaf4]
- RM D    [Cross Correlation Function] [CVWS7Q5WG-TI] [2008-01-06 21:26:47] [b523c8d839cc24a05ea912c062a47207] [Current]

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Dataseries X:

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Histogram

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Dataseries Y:

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Histogram

-12.7
-2.4
7.1
-3.9
9.5
5
-16.1
-10.8
7
13.6
8.1
-8.1
4.9
-0.8
4.3
4
1.5
5.4
-11.3
-16.4
-2
8.9
-7.2
-18
1.3
6.3
-6
2.8
2
5.1
-7.6
-18.6
5.8
20.3
0.7
-11.2
-5.7
-0.1
3.4
3.3
-1.2
4.2
-8.8
-25.3
8.5
14.5
-3.1
-10.4
-2.9
0.3
22.6
15.4
9
29.1
2.8
-3.8
27.7
28.9
26.5
19.8
13.2
14.1
34.1
30
21.8
32.1
5.3
3
17.1
26.3
38.1
19.5
38
35.5
78.6
62.2
76.9
104.9
32.2
42.5
64.3
74.9
75.4
43
58.7
55.4
76.6
63.3
78.9
82.7

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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=7905&T=0

[TABLE]
[ROW][C]Summary of compuational 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=7905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7905&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	1
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	0.276333908146396
-15	0.277920560948459
-14	0.303183281457437
-13	0.297513532831637
-12	0.284081199409358
-11	0.354654422925638
-10	0.383720006682085
-9	0.387117621468016
-8	0.428206493620662
-7	0.504316350460748
-6	0.571370854201534
-5	0.55812676281177
-4	0.541968510941068
-3	0.557560214043692
-2	0.569867368286552
-1	0.578076229737484
0	0.582183539316734
1	0.617912565116284
2	0.598001494978351
3	0.563577742691349
4	0.577236340743286
5	0.5994956502687
6	0.62032042152195
7	0.59820965360937
8	0.554340182892411
9	0.528724274703316
10	0.482931403750941
11	0.434529096274719
12	0.40317231909717
13	0.358881280378568
14	0.305964543908367
15	0.26062462468861
16	0.214290444730259

\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) & 1 \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 & 0.276333908146396 \tabularnewline
-15 & 0.277920560948459 \tabularnewline
-14 & 0.303183281457437 \tabularnewline
-13 & 0.297513532831637 \tabularnewline
-12 & 0.284081199409358 \tabularnewline
-11 & 0.354654422925638 \tabularnewline
-10 & 0.383720006682085 \tabularnewline
-9 & 0.387117621468016 \tabularnewline
-8 & 0.428206493620662 \tabularnewline
-7 & 0.504316350460748 \tabularnewline
-6 & 0.571370854201534 \tabularnewline
-5 & 0.55812676281177 \tabularnewline
-4 & 0.541968510941068 \tabularnewline
-3 & 0.557560214043692 \tabularnewline
-2 & 0.569867368286552 \tabularnewline
-1 & 0.578076229737484 \tabularnewline
0 & 0.582183539316734 \tabularnewline
1 & 0.617912565116284 \tabularnewline
2 & 0.598001494978351 \tabularnewline
3 & 0.563577742691349 \tabularnewline
4 & 0.577236340743286 \tabularnewline
5 & 0.5994956502687 \tabularnewline
6 & 0.62032042152195 \tabularnewline
7 & 0.59820965360937 \tabularnewline
8 & 0.554340182892411 \tabularnewline
9 & 0.528724274703316 \tabularnewline
10 & 0.482931403750941 \tabularnewline
11 & 0.434529096274719 \tabularnewline
12 & 0.40317231909717 \tabularnewline
13 & 0.358881280378568 \tabularnewline
14 & 0.305964543908367 \tabularnewline
15 & 0.26062462468861 \tabularnewline
16 & 0.214290444730259 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7905&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]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]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]0.276333908146396[/C][/ROW]
[ROW][C]-15[/C][C]0.277920560948459[/C][/ROW]
[ROW][C]-14[/C][C]0.303183281457437[/C][/ROW]
[ROW][C]-13[/C][C]0.297513532831637[/C][/ROW]
[ROW][C]-12[/C][C]0.284081199409358[/C][/ROW]
[ROW][C]-11[/C][C]0.354654422925638[/C][/ROW]
[ROW][C]-10[/C][C]0.383720006682085[/C][/ROW]
[ROW][C]-9[/C][C]0.387117621468016[/C][/ROW]
[ROW][C]-8[/C][C]0.428206493620662[/C][/ROW]
[ROW][C]-7[/C][C]0.504316350460748[/C][/ROW]
[ROW][C]-6[/C][C]0.571370854201534[/C][/ROW]
[ROW][C]-5[/C][C]0.55812676281177[/C][/ROW]
[ROW][C]-4[/C][C]0.541968510941068[/C][/ROW]
[ROW][C]-3[/C][C]0.557560214043692[/C][/ROW]
[ROW][C]-2[/C][C]0.569867368286552[/C][/ROW]
[ROW][C]-1[/C][C]0.578076229737484[/C][/ROW]
[ROW][C]0[/C][C]0.582183539316734[/C][/ROW]
[ROW][C]1[/C][C]0.617912565116284[/C][/ROW]
[ROW][C]2[/C][C]0.598001494978351[/C][/ROW]
[ROW][C]3[/C][C]0.563577742691349[/C][/ROW]
[ROW][C]4[/C][C]0.577236340743286[/C][/ROW]
[ROW][C]5[/C][C]0.5994956502687[/C][/ROW]
[ROW][C]6[/C][C]0.62032042152195[/C][/ROW]
[ROW][C]7[/C][C]0.59820965360937[/C][/ROW]
[ROW][C]8[/C][C]0.554340182892411[/C][/ROW]
[ROW][C]9[/C][C]0.528724274703316[/C][/ROW]
[ROW][C]10[/C][C]0.482931403750941[/C][/ROW]
[ROW][C]11[/C][C]0.434529096274719[/C][/ROW]
[ROW][C]12[/C][C]0.40317231909717[/C][/ROW]
[ROW][C]13[/C][C]0.358881280378568[/C][/ROW]
[ROW][C]14[/C][C]0.305964543908367[/C][/ROW]
[ROW][C]15[/C][C]0.26062462468861[/C][/ROW]
[ROW][C]16[/C][C]0.214290444730259[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7905&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	0
Degree of seasonal differencing (D) of X series	0
Seasonal Period (s)	1
Box-Cox transformation parameter (lambda) of Y series	1
Degree of non-seasonal differencing (d) of Y series	0
Degree of seasonal differencing (D) of Y series	0
k	rho(Y[t],X[t+k])
-16	0.276333908146396
-15	0.277920560948459
-14	0.303183281457437
-13	0.297513532831637
-12	0.284081199409358
-11	0.354654422925638
-10	0.383720006682085
-9	0.387117621468016
-8	0.428206493620662
-7	0.504316350460748
-6	0.571370854201534
-5	0.55812676281177
-4	0.541968510941068
-3	0.557560214043692
-2	0.569867368286552
-1	0.578076229737484
0	0.582183539316734
1	0.617912565116284
2	0.598001494978351
3	0.563577742691349
4	0.577236340743286
5	0.5994956502687
6	0.62032042152195
7	0.59820965360937
8	0.554340182892411
9	0.528724274703316
10	0.482931403750941
11	0.434529096274719
12	0.40317231909717
13	0.358881280378568
14	0.305964543908367
15	0.26062462468861
16	0.214290444730259

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ; 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) x <- 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')

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Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code