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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, 23 Jan 2009 23:52:11 -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/2009/Jan/24/t1232779989tu4u6mwnp4y1qu0.htm/, Retrieved Tue, 07 May 2024 22:25:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36934, Retrieved Tue, 07 May 2024 22:25:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact214

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] [1a98f534d827b920a5783bf87d2d3cce]
-   PD      [Cross Correlation Function] [cross correlatie ...] [2009-01-24 06:52:11] [3fc0b50a130253095e963177b0139835] [Current]
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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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36934&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]4 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=36934&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36934&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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






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 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])
-160.0296982026042595
-150.00585372788788676
-14-0.0236000480731903
-13-0.0562155052362126
-120.000550508133563214
-110.046659261890516
-10-0.0188566663700326
-9-0.00239176952217969
-80.0696625821922502
-70.0607349689169087
-60.0510148715805054
-50.0724121562042389
-40.106234655333963
-30.199987385741116
-20.32318447620172
-10.391336944587726
00.238913306804431
10.088576388933222
20.0225936208324493
3-0.0142983781935066
4-0.0781430903378725
5-0.143235689710334
6-0.205286305994240
7-0.286953654470198
8-0.33355220740378
9-0.251731194754957
10-0.203731090420416
11-0.0785972466495586
12-0.0542134425027409
13-0.0403162937611566
14-0.0799489668316184
15-0.0975943347287615
16-0.125145753389180

\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) & 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 & 0.0296982026042595 \tabularnewline
-15 & 0.00585372788788676 \tabularnewline
-14 & -0.0236000480731903 \tabularnewline
-13 & -0.0562155052362126 \tabularnewline
-12 & 0.000550508133563214 \tabularnewline
-11 & 0.046659261890516 \tabularnewline
-10 & -0.0188566663700326 \tabularnewline
-9 & -0.00239176952217969 \tabularnewline
-8 & 0.0696625821922502 \tabularnewline
-7 & 0.0607349689169087 \tabularnewline
-6 & 0.0510148715805054 \tabularnewline
-5 & 0.0724121562042389 \tabularnewline
-4 & 0.106234655333963 \tabularnewline
-3 & 0.199987385741116 \tabularnewline
-2 & 0.32318447620172 \tabularnewline
-1 & 0.391336944587726 \tabularnewline
0 & 0.238913306804431 \tabularnewline
1 & 0.088576388933222 \tabularnewline
2 & 0.0225936208324493 \tabularnewline
3 & -0.0142983781935066 \tabularnewline
4 & -0.0781430903378725 \tabularnewline
5 & -0.143235689710334 \tabularnewline
6 & -0.205286305994240 \tabularnewline
7 & -0.286953654470198 \tabularnewline
8 & -0.33355220740378 \tabularnewline
9 & -0.251731194754957 \tabularnewline
10 & -0.203731090420416 \tabularnewline
11 & -0.0785972466495586 \tabularnewline
12 & -0.0542134425027409 \tabularnewline
13 & -0.0403162937611566 \tabularnewline
14 & -0.0799489668316184 \tabularnewline
15 & -0.0975943347287615 \tabularnewline
16 & -0.125145753389180 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36934&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]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]0.0296982026042595[/C][/ROW]
[ROW][C]-15[/C][C]0.00585372788788676[/C][/ROW]
[ROW][C]-14[/C][C]-0.0236000480731903[/C][/ROW]
[ROW][C]-13[/C][C]-0.0562155052362126[/C][/ROW]
[ROW][C]-12[/C][C]0.000550508133563214[/C][/ROW]
[ROW][C]-11[/C][C]0.046659261890516[/C][/ROW]
[ROW][C]-10[/C][C]-0.0188566663700326[/C][/ROW]
[ROW][C]-9[/C][C]-0.00239176952217969[/C][/ROW]
[ROW][C]-8[/C][C]0.0696625821922502[/C][/ROW]
[ROW][C]-7[/C][C]0.0607349689169087[/C][/ROW]
[ROW][C]-6[/C][C]0.0510148715805054[/C][/ROW]
[ROW][C]-5[/C][C]0.0724121562042389[/C][/ROW]
[ROW][C]-4[/C][C]0.106234655333963[/C][/ROW]
[ROW][C]-3[/C][C]0.199987385741116[/C][/ROW]
[ROW][C]-2[/C][C]0.32318447620172[/C][/ROW]
[ROW][C]-1[/C][C]0.391336944587726[/C][/ROW]
[ROW][C]0[/C][C]0.238913306804431[/C][/ROW]
[ROW][C]1[/C][C]0.088576388933222[/C][/ROW]
[ROW][C]2[/C][C]0.0225936208324493[/C][/ROW]
[ROW][C]3[/C][C]-0.0142983781935066[/C][/ROW]
[ROW][C]4[/C][C]-0.0781430903378725[/C][/ROW]
[ROW][C]5[/C][C]-0.143235689710334[/C][/ROW]
[ROW][C]6[/C][C]-0.205286305994240[/C][/ROW]
[ROW][C]7[/C][C]-0.286953654470198[/C][/ROW]
[ROW][C]8[/C][C]-0.33355220740378[/C][/ROW]
[ROW][C]9[/C][C]-0.251731194754957[/C][/ROW]
[ROW][C]10[/C][C]-0.203731090420416[/C][/ROW]
[ROW][C]11[/C][C]-0.0785972466495586[/C][/ROW]
[ROW][C]12[/C][C]-0.0542134425027409[/C][/ROW]
[ROW][C]13[/C][C]-0.0403162937611566[/C][/ROW]
[ROW][C]14[/C][C]-0.0799489668316184[/C][/ROW]
[ROW][C]15[/C][C]-0.0975943347287615[/C][/ROW]
[ROW][C]16[/C][C]-0.125145753389180[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36934&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36934&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 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])
-160.0296982026042595
-150.00585372788788676
-14-0.0236000480731903
-13-0.0562155052362126
-120.000550508133563214
-110.046659261890516
-10-0.0188566663700326
-9-0.00239176952217969
-80.0696625821922502
-70.0607349689169087
-60.0510148715805054
-50.0724121562042389
-40.106234655333963
-30.199987385741116
-20.32318447620172
-10.391336944587726
00.238913306804431
10.088576388933222
20.0225936208324493
3-0.0142983781935066
4-0.0781430903378725
5-0.143235689710334
6-0.205286305994240
7-0.286953654470198
8-0.33355220740378
9-0.251731194754957
10-0.203731090420416
11-0.0785972466495586
12-0.0542134425027409
13-0.0403162937611566
14-0.0799489668316184
15-0.0975943347287615
16-0.125145753389180


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;
Parameters (R input):
par1 = 1 ; par2 = 1 ; 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')