Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 0 |
Degree of seasonal differencing (D) of X series | 0 |
Seasonal Period (s) | 1 |
Box-Cox transformation parameter (lambda) of Y series | 1 |
Degree of non-seasonal differencing (d) of Y series | 0 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-22 | 0.04780686812062 |
-21 | -0.103955849894362 |
-20 | -0.0179581873680088 |
-19 | 0.0267031285767966 |
-18 | -0.00363055257096715 |
-17 | 0.0496123520048934 |
-16 | -0.079340077798884 |
-15 | 0.00436155691177215 |
-14 | 0.0405376662320892 |
-13 | -0.00154209395284212 |
-12 | 0.103511930744473 |
-11 | -0.0127223280677967 |
-10 | -0.0260460113028471 |
-9 | 0.0110132502387923 |
-8 | 0.017286738243917 |
-7 | -0.000829021122020023 |
-6 | -0.027190156987066 |
-5 | 0.0037986870240988 |
-4 | 0.0248473152230867 |
-3 | 0.0774419510570037 |
-2 | 0.460320086392228 |
-1 | 0.0998363035155033 |
0 | -0.0797986780766265 |
1 | -0.0188030692838735 |
2 | 0.0174889380254246 |
3 | -0.0249199879500393 |
4 | 0.0164616858751900 |
5 | -0.0308035089824870 |
6 | 0.0866480320293098 |
7 | -0.0430240016136555 |
8 | -0.0104262321102405 |
9 | 0.0836936194973023 |
10 | -0.0091577336698041 |
11 | -0.0614155079686347 |
12 | -0.0744946676235057 |
13 | -0.064685634537089 |
14 | 0.0316235327095051 |
15 | 0.0653422996835213 |
16 | -0.0590867711449469 |
17 | 0.0937402201333183 |
18 | -0.0287016170909336 |
19 | -0.0295281751135217 |
20 | 0.0563390287356663 |
21 | -0.0520094231223028 |
22 | 0.0175773940743573 |