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 | -0.0804947621775428 |
-13 | 0.0148421290583979 |
-12 | 0.0694141943146918 |
-11 | 0.00282940850306439 |
-10 | -0.0870393548629173 |
-9 | -0.136720319597188 |
-8 | -0.0479028106538675 |
-7 | -0.00551978074233106 |
-6 | 0.0926702129748263 |
-5 | -0.0101913170668097 |
-4 | -0.204911904639221 |
-3 | -0.138430898451901 |
-2 | 0.329167896457492 |
-1 | 0.12351130588093 |
0 | 0.139420485347424 |
1 | -0.0869931989934766 |
2 | -0.0612943943697815 |
3 | -0.0188642608296783 |
4 | -0.250435460782947 |
5 | -0.22050197360796 |
6 | 0.155010933419813 |
7 | 0.145120087587946 |
8 | -0.237421590670751 |
9 | -0.239284158497318 |
10 | -0.0224993593658335 |
11 | 0.0503661945824351 |
12 | 0.14491319177072 |
13 | 0.0908503890848461 |
14 | 0.129576458816385 |