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]) |
-21 | 0.0109715038246957 |
-20 | 0.0195138917976026 |
-19 | -0.0113120714761499 |
-18 | -0.0234020803799428 |
-17 | 0.00358168872997273 |
-16 | 0.0391500850538094 |
-15 | 0.0713733515843115 |
-14 | 0.065001714969422 |
-13 | -0.0158951510661438 |
-12 | -0.0601696862224505 |
-11 | -0.0623728106620963 |
-10 | -0.0493312280898401 |
-9 | -0.00783765782714867 |
-8 | 0.0229235813483514 |
-7 | 0.0291220491635631 |
-6 | 0.0508107485247371 |
-5 | 0.0570711879718172 |
-4 | 0.0541584866275704 |
-3 | 0.0451062231622238 |
-2 | 0.0360319755985632 |
-1 | 0.0814047963138499 |
0 | 0.148599685748581 |
1 | 0.22195479789855 |
2 | 0.248419027584322 |
3 | 0.21886290708788 |
4 | 0.161161968357004 |
5 | 0.144432826771989 |
6 | 0.187628177026935 |
7 | 0.211373006500112 |
8 | 0.206414639362077 |
9 | 0.169495305304944 |
10 | 0.138341994508775 |
11 | 0.126213973053166 |
12 | 0.136836775794764 |
13 | 0.112357564763033 |
14 | 0.0542961260206896 |
15 | 0.0191553273374102 |
16 | 0.013453219848239 |
17 | -0.00815264794379489 |
18 | -0.000828260153060675 |
19 | 0.00901971111845288 |
20 | -0.0174815304439747 |
21 | -0.0443723199823588 |