library(openxlsx)
data<-read.xlsx("http://kanggc.iptime.org/time/R/koreaq09-17.xlsx")

gdp<-data$GDP
pcon<-data$PCON
finv<-data$FINV
cinv<-data$CINV
exp<-data$EXP
imp<-data$IMP

korea.ts=ts(data=cbind(gdp,pcon,finv,cinv,exp,imp), s=c(2009,1), f=4)

par(mfrow=c(3,2))

(ccfyy<-ccf(korea.ts[,1], korea.ts[,1]))
(ccfyp<-ccf(korea.ts[,1], korea.ts[,2]))
(ccfyf<-ccf(korea.ts[,1], korea.ts[,3]))
(ccfyc<-ccf(korea.ts[,1], korea.ts[,4]))
(ccfye<-ccf(korea.ts[,1], korea.ts[,5]))
(ccfyi<-ccf(korea.ts[,1], korea.ts[,6]))