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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-15 | -0.105756403813657 |
-14 | -0.113051932572491 |
-13 | 0.250902996298426 |
-12 | 0.458096316618576 |
-11 | -0.0219393314391694 |
-10 | -0.125402623494884 |
-9 | -0.131836015494117 |
-8 | -0.124750025431873 |
-7 | -0.0321185153983197 |
-6 | 0.031376364397252 |
-5 | -0.0136304631210843 |
-4 | -0.143949315238338 |
-3 | -0.256951791315377 |
-2 | -0.153690853483255 |
-1 | 0.377629966081509 |
0 | 0.770735894136401 |
1 | 0.0495887251719606 |
2 | -0.218392421172986 |
3 | -0.168378015975973 |
4 | -0.102273983502925 |
5 | -0.0111590044102310 |
6 | 0.0115220732709637 |
7 | 0.0247178504783098 |
8 | -0.120644099114278 |
9 | -0.221246781937633 |
10 | -0.185159477644658 |
11 | 0.191972963681832 |
12 | 0.693400380087153 |
13 | 0.162686648490606 |
14 | -0.108845423632943 |
15 | -0.138325416025796 |