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Data X:
589 606 566 487 442 463 547 432 513 602 637 913 576 634 563 513 483 477 524 470 427 537 662 1079 816 705 653 584 508 446 604 446 512 533 791 1206 783 567 473 412 314 323 438 429 468 518 555 816 673 593 569 505 447 433 549 553 505 601 706 852 643 448 551 476 416 331 435 395 405 619 596 889 668 555 620 472 460 417 582 525 507 750 899 1075 993 777 675 655 535 491 686 637 652 794 859 1049 1022 762 762 563 573 473 527 710 630 706 870 1069 1021 799 694 521 622 614 661 630
Data Y:
122302.01 109264.65 103674.75 103890.3 75512.66 83121.3 125096.81 74206.73 88481.63 111598.17 146919.48 150790.85 113780.5 110870.76 118785.32 112820.5 102188.92 97092.73 114067.82 89690.15 89267.9 96198.64 129599.75 169424.7 152510.91 121850.2 144737.64 121381.88 106894.86 94305.06 116800.42 77584.28 100680.88 106634.05 168390.77 211971.89 136163.28 168950.25 89816.88 85406.93 66055.52 73311.68 85674.51 82822.59 94277.63 100991.65 149245.88 208517.17 40733.51 121352.23 104020.11 99566.82 101352.17 106628.41 109696.95 248696.37 105628.33 120449.17 136547.7 140896.42 131509.91 95450.31 133592.64 110332.9 88110.54 64931.25 98446.22 84212.38 77519.55 124806.02 102185.94 151348.79 124378.28 101433.13 126724.22 87461.88 95288.27 129055.33 107753.06 96364.03 71662.75 125666.24 456841.51 167642.32 167154.73 139685.18 119275.2 122746.05 107337.43 112584.89 133183.08 121152.57 119815.6 122858.44 152077.17 157221.96 140435.08 101455.09 104791.29 77226.59 84477.43 66227.74 89076.23 108924.43 83926.11 91764.8 120892.76 129952.42 135865.14 105512.77 96486.62 78064.88 92370.22 98454.46 96703.93 83170.95
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)
0
0
1
2
Degree (D) of seasonal differencing (X series)
0
0
1
2
Seasonal Period
12
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)
0
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',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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Raw Output
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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