Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 1 |
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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-16 | 0.0266426414991037 |
-15 | 0.0555329627382918 |
-14 | 0.00609908734674021 |
-13 | 0.0272882585261464 |
-12 | -0.0144046881379590 |
-11 | -0.043965141164494 |
-10 | 0.0125952213018865 |
-9 | 0.066363121298243 |
-8 | 0.0434377500380908 |
-7 | -0.0155111826587287 |
-6 | -0.100698124546831 |
-5 | -0.0627860014814108 |
-4 | -0.034070706379945 |
-3 | -0.0184107700058582 |
-2 | 0.0272343260534759 |
-1 | 0.0185894964847585 |
0 | -0.0228409109727632 |
1 | 0.0149298590596553 |
2 | -0.0143821160567725 |
3 | -0.0741247719362865 |
4 | -0.214451052769865 |
5 | -0.117155484444791 |
6 | -0.0416347587990799 |
7 | 0.135798913402219 |
8 | 0.0381869659064212 |
9 | 0.0160749296372065 |
10 | -0.0768351793406874 |
11 | -0.0699724340833246 |
12 | -0.0557585910416239 |
13 | 0.0930583076420755 |
14 | 0.062465459426861 |
15 | -0.0233958696409431 |
16 | 0.0238342675620139 |