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Data X:
109.2 126.3 104 96 262 89.8 86 92.7 126.8 92.8 87.8 100 72.4 104.9 52.3 65.3 110.2 54.4 47.5 65.2 69.8 53.6 116.1 56.6 47.2 90.6 60.4 59.3 131.6 59.4 65.5 70.5 81 73.3 107.5 88.9 55.8 80.5 86.3 112.6 148.6 47.1 57.8 81 60.1 76.1 82.5 66.8 58.7 54.2 103.3 77.8 118.4 64.9 40.8 77.7 66.8 69.2 82.4 62.7 58.2
Data Y:
86.5 104.1 110.9 114.5 112.2 96.4 92 102 99.7 102 98.9 87.4 94.4 109.3 116.4 101 105.5 97.8 95.5 113.7 103.7 100.8 113.8 84.6 95.3 110 107.5 107.6 116 96.9 97 108.1 101.9 107.2 110.2 78.7 96.5 115.2 104.7 109.1 108.4 95.5 97.8 115.1 96.2 112 111.8 82.5 100.8 116 116.3 116.6 112.9 100.9 104.1 117.4 103.3 111.6 115 92.6 105.2
Sample Range:
(leave blank to include all observations)
From:
To:
Box-Cox transformation parameter (X series)
Default
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)
-0.7
0
1
2
Degree (D) of seasonal differencing (X series)
0
0
1
2
Seasonal Period
1
1
2
3
4
12
Box-Cox transformation parameter (Y series)
12
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
1
2
Degree (D) of seasonal differencing (Y series)
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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