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Data X:
15 14.4 13 13.7 13.6 15.2 12.9 14 14.1 13.2 11.3 13.3 14.4 13.3 11.6 13.2 13.1 14.6 14 14.3 13.8 13.7 11 14.4 15.6 13.7 12.6 13.2 13.3 14.3 14 13.4 13.9 13.7 10.5 14.5 15 13.5 13.5 13.2 13.8 16.2 14.7 13.9 16 14.4 12.3 15.9 15.9 15.5 15.1 14.5 15.1 17.4 16.2 15.6 17.2 14.9 13.8 17.5 16.2 17.5 16.6 16.2 16.6 19.6 15.9 18 18.3 16.3 14.9 18.2 18.4 18.5 16 17.4 17.2 19.6 17.2 18.3 19.3 18.1 16.2 18.4 20.5 19 16.5 18.7 19 19.2 20.5 19.3 20.6 20.1 16.1 20.4 19.7 15.6 14.4 13.7 14.1 15 14.2 13.6 15.4 14.8 12.5 16.2 16.1 16 15.8 15.2 15.7 18.9 17.4 17 19.8 17.7 16 19.6 19.7
Data Y:
6.7 6.7 6.5 6.3 6.3 6.3 6.5 6.6 6.5 6.3 6.3 6.5 7 7.1 7.3 7.3 7.4 7.4 7.3 7.4 7.5 7.7 7.7 7.7 7.7 7.7 7.8 8 8.1 8.1 8.2 8.2 8.2 8.1 8.1 8.2 8.3 8.3 8.4 8.5 8.5 8.4 8 7.9 8.1 8.5 8.8 8.8 8.6 8.3 8.3 8.3 8.4 8.4 8.5 8.6 8.6 8.6 8.6 8.6 8.5 8.4 8.4 8.4 8.5 8.5 8.6 8.6 8.4 8.2 8 8 8 8 7.9 7.9 7.8 7.8 8 7.8 7.4 7.2 7 7 7.2 7.2 7.2 7 6.9 6.8 6.8 6.8 6.9 7.2 7.2 7.2 7.1 7.2 7.3 7.5 7.6 7.7 7.7 7.7 7.8 8 8.1 8.1 8 8.1 8.2 8.3 8.4 8.4 8.4 8.5 8.5 8.6 8.6 8.5 8.5
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)
2
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)
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) 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')
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Big Analytics Cloud Computing Center
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