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Data X:
-29 -30 -34 -34 -35 -41 -32 -37 -36 -36 -31 -31 -26 -28 -32 -26 -21 -14 -14 -6 -8 -4 -11 12 18 7 11 9 15 22 18 19 25 33 15 10 16 38 41 43 42 40 48 46 51 52 55 55 46 38 43 43 44 45 35 36 36 25 31 35 46 47 40 29 28 29 29 30 26 27 18 15 1 1 2 2 1 -4 1 6 4 -1 -3 -8 -24 -29 -40 -32 -41 -48 -48 -62 -74 -65 -626 -620 -588 -566 -557 -561 -549 -532 -526 -511 -499 -555
Data Y:
915 765 1119 476 812 -449 210 46 -1095 -146 -316 -474 -298 -355 -1216 -206 -417 245 173 -60 -386 3 -671 -138 284 -364 -107 -623 354 -1115 -1 -386 622 551 368 596 -423 298 638 587 -665 613 316 151 463 -262 56 138 399 211 932 1461 722 1348 -227 505 1415 126 48 189 894 753 -100 -672 521 -31 992 1750 31 240 1188 1070 120 491 1412 1577 565 813 -32 -415 -20 473 -214 -204 568 -319 -1086 -956 -742 -1036 -636 -1255 -487 -399 -4733 -5004 -5318.1 -4161.4 -4623.3 -4754.4 -4234.4 -4980.8 -4252.9 -4059.2 -5074.5 -4225.5
Sample Range:
(leave blank to include all observations)
From:
To:
Box-Cox transformation parameter (X series)
1
1
-2.0
-1.9
-1.8
-1.7
-1.6
-1.5
-1.4
-1.3
-1.2
-1.1
-1.0
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
Degree (d) of non-seasonal differencing (X series)
1
0
1
2
Degree (D) of seasonal differencing (X series)
1
0
1
2
Seasonal Period
1
1
2
3
4
12
Box-Cox transformation parameter (Y series)
1
1
-2.0
-1.9
-1.8
-1.7
-1.6
-1.5
-1.4
-1.3
-1.2
-1.1
-1.0
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
Degree (d) of non-seasonal differencing (Y series)
1
0
1
2
Degree (D) of seasonal differencing (Y series)
0
0
1
2
Treatment of missing data
(?)
na.fail
na.pass
Chart options
Label y-axis:
Label x-axis:
R Code
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',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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R Server
Big Analytics Cloud Computing Center
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