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]) |
-15 | -0.0536541824943078 |
-14 | 0.0356618710749277 |
-13 | 0.159690672502932 |
-12 | 0.225753501964645 |
-11 | 0.186081466292685 |
-10 | 0.15161997426692 |
-9 | 0.138539256482399 |
-8 | 0.119833436528225 |
-7 | 0.125058578582618 |
-6 | 0.151056530114524 |
-5 | 0.172914200802424 |
-4 | 0.218339278730781 |
-3 | 0.305928141128964 |
-2 | 0.458626357452245 |
-1 | 0.646701186513884 |
0 | 0.745653685603261 |
1 | 0.62482424774063 |
2 | 0.49760913970862 |
3 | 0.423084991249948 |
4 | 0.388310313498021 |
5 | 0.378419755934575 |
6 | 0.378823388320219 |
7 | 0.376338168003039 |
8 | 0.372521545656294 |
9 | 0.389152124812931 |
10 | 0.445745166358638 |
11 | 0.546354040738312 |
12 | 0.604140162129084 |
13 | 0.503634292666874 |
14 | 0.367092025887144 |
15 | 0.254963012626536 |