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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 14:28:21 -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/t1199654863vn8bd6f5lbyu8yz.htm/, Retrieved Sat, 04 May 2024 22:20:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7906, Retrieved Sat, 04 May 2024 22:20:05 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Inducing time series Q5 WG-TI2

Estimated Impact

175

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-TI2] [2008-01-06 21:28:21] [b523c8d839cc24a05ea912c062a47207] [Current]

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Dataseries X:

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Histogram

Boxplots

Dataseries Y:

Download CSV

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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7906&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7906&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7906&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Cross Correlation Function
Parameter	Value
Box-Cox transformation parameter (lambda) of X series	1
Degree of non-seasonal differencing (d) of X series	1
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	1
Degree of seasonal differencing (D) of Y series	1
k	rho(Y[t],X[t+k])
-16	-0.0374547731677230
-15	-0.0341642224029092
-14	-0.018685674264987
-13	0.451514845984733
-12	-0.397305628348374
-11	-0.174160672545309
-10	0.236175093769012
-9	-0.0171376226548526
-8	0.0504520577369243
-7	-0.117890474245498
-6	0.173948745040685
-5	-0.132283732330205
-4	0.0358215975707352
-3	-0.187223401055583
-2	0.0115190848912660
-1	0.79219051585726
0	-0.793418760584302
1	-0.0147135556896649
2	0.191650176937481
3	-0.039254382497427
4	0.134664591763319
5	-0.170995757690270
6	0.116819402367885
7	-0.0538887881936269
8	0.0172462546472875
9	-0.233961472676872
10	0.172939000774939
11	0.396403692672034
12	-0.448832409773182
13	0.0163984171810412
14	0.0376019518634205
15	0.0380163712117279
16	0.0717009614872196

\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 & 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 & 1 \tabularnewline
Degree of seasonal differencing (D) of Y series & 1 \tabularnewline
k & rho(Y[t],X[t+k]) \tabularnewline
-16 & -0.0374547731677230 \tabularnewline
-15 & -0.0341642224029092 \tabularnewline
-14 & -0.018685674264987 \tabularnewline
-13 & 0.451514845984733 \tabularnewline
-12 & -0.397305628348374 \tabularnewline
-11 & -0.174160672545309 \tabularnewline
-10 & 0.236175093769012 \tabularnewline
-9 & -0.0171376226548526 \tabularnewline
-8 & 0.0504520577369243 \tabularnewline
-7 & -0.117890474245498 \tabularnewline
-6 & 0.173948745040685 \tabularnewline
-5 & -0.132283732330205 \tabularnewline
-4 & 0.0358215975707352 \tabularnewline
-3 & -0.187223401055583 \tabularnewline
-2 & 0.0115190848912660 \tabularnewline
-1 & 0.79219051585726 \tabularnewline
0 & -0.793418760584302 \tabularnewline
1 & -0.0147135556896649 \tabularnewline
2 & 0.191650176937481 \tabularnewline
3 & -0.039254382497427 \tabularnewline
4 & 0.134664591763319 \tabularnewline
5 & -0.170995757690270 \tabularnewline
6 & 0.116819402367885 \tabularnewline
7 & -0.0538887881936269 \tabularnewline
8 & 0.0172462546472875 \tabularnewline
9 & -0.233961472676872 \tabularnewline
10 & 0.172939000774939 \tabularnewline
11 & 0.396403692672034 \tabularnewline
12 & -0.448832409773182 \tabularnewline
13 & 0.0163984171810412 \tabularnewline
14 & 0.0376019518634205 \tabularnewline
15 & 0.0380163712117279 \tabularnewline
16 & 0.0717009614872196 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7906&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]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]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]-16[/C][C]-0.0374547731677230[/C][/ROW]
[ROW][C]-15[/C][C]-0.0341642224029092[/C][/ROW]
[ROW][C]-14[/C][C]-0.018685674264987[/C][/ROW]
[ROW][C]-13[/C][C]0.451514845984733[/C][/ROW]
[ROW][C]-12[/C][C]-0.397305628348374[/C][/ROW]
[ROW][C]-11[/C][C]-0.174160672545309[/C][/ROW]
[ROW][C]-10[/C][C]0.236175093769012[/C][/ROW]
[ROW][C]-9[/C][C]-0.0171376226548526[/C][/ROW]
[ROW][C]-8[/C][C]0.0504520577369243[/C][/ROW]
[ROW][C]-7[/C][C]-0.117890474245498[/C][/ROW]
[ROW][C]-6[/C][C]0.173948745040685[/C][/ROW]
[ROW][C]-5[/C][C]-0.132283732330205[/C][/ROW]
[ROW][C]-4[/C][C]0.0358215975707352[/C][/ROW]
[ROW][C]-3[/C][C]-0.187223401055583[/C][/ROW]
[ROW][C]-2[/C][C]0.0115190848912660[/C][/ROW]
[ROW][C]-1[/C][C]0.79219051585726[/C][/ROW]
[ROW][C]0[/C][C]-0.793418760584302[/C][/ROW]
[ROW][C]1[/C][C]-0.0147135556896649[/C][/ROW]
[ROW][C]2[/C][C]0.191650176937481[/C][/ROW]
[ROW][C]3[/C][C]-0.039254382497427[/C][/ROW]
[ROW][C]4[/C][C]0.134664591763319[/C][/ROW]
[ROW][C]5[/C][C]-0.170995757690270[/C][/ROW]
[ROW][C]6[/C][C]0.116819402367885[/C][/ROW]
[ROW][C]7[/C][C]-0.0538887881936269[/C][/ROW]
[ROW][C]8[/C][C]0.0172462546472875[/C][/ROW]
[ROW][C]9[/C][C]-0.233961472676872[/C][/ROW]
[ROW][C]10[/C][C]0.172939000774939[/C][/ROW]
[ROW][C]11[/C][C]0.396403692672034[/C][/ROW]
[ROW][C]12[/C][C]-0.448832409773182[/C][/ROW]
[ROW][C]13[/C][C]0.0163984171810412[/C][/ROW]
[ROW][C]14[/C][C]0.0376019518634205[/C][/ROW]
[ROW][C]15[/C][C]0.0380163712117279[/C][/ROW]
[ROW][C]16[/C][C]0.0717009614872196[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7906&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7906&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	1
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	1
Degree of seasonal differencing (D) of Y series	1
k	rho(Y[t],X[t+k])
-16	-0.0374547731677230
-15	-0.0341642224029092
-14	-0.018685674264987
-13	0.451514845984733
-12	-0.397305628348374
-11	-0.174160672545309
-10	0.236175093769012
-9	-0.0171376226548526
-8	0.0504520577369243
-7	-0.117890474245498
-6	0.173948745040685
-5	-0.132283732330205
-4	0.0358215975707352
-3	-0.187223401055583
-2	0.0115190848912660
-1	0.79219051585726
0	-0.793418760584302
1	-0.0147135556896649
2	0.191650176937481
3	-0.039254382497427
4	0.134664591763319
5	-0.170995757690270
6	0.116819402367885
7	-0.0538887881936269
8	0.0172462546472875
9	-0.233961472676872
10	0.172939000774939
11	0.396403692672034
12	-0.448832409773182
13	0.0163984171810412
14	0.0376019518634205
15	0.0380163712117279
16	0.0717009614872196

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 1 ; par2 = 1 ; par3 = 0 ; 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) 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