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]) |
-14 | -0.00602033155068982 |
-13 | 0.0201852971116147 |
-12 | 0.0410261737098468 |
-11 | 0.0550113320211432 |
-10 | -0.00100735576344569 |
-9 | -0.0817525681802817 |
-8 | 0.00506944244648017 |
-7 | -0.0937408279149888 |
-6 | 0.0835979976960234 |
-5 | 0.0446199462638555 |
-4 | -0.126742614859687 |
-3 | -0.204491922347336 |
-2 | -0.166534753510631 |
-1 | 0.00152327595244024 |
0 | 0.103754209497321 |
1 | 0.0892387783991048 |
2 | 0.0931980375654943 |
3 | 0.0437950192291114 |
4 | -0.129976733592252 |
5 | -0.0968497448070199 |
6 | 0.0778399713413946 |
7 | -0.000594459702026619 |
8 | -0.0866772918745277 |
9 | -0.0820756392612588 |
10 | -0.20654633617479 |
11 | -0.135656495689152 |
12 | -0.0280050512203121 |
13 | -0.0593699342021435 |
14 | 0.0719318128802455 |