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 | 0.124136035054624 |
-13 | 0.0794594846661588 |
-12 | 0.0961387548735791 |
-11 | -0.0304360463516121 |
-10 | 0.0108362741441395 |
-9 | -0.205122745258631 |
-8 | -0.0833363143744791 |
-7 | 0.00704352324022379 |
-6 | -0.0299059514712282 |
-5 | -0.139314732155657 |
-4 | -0.13403631427326 |
-3 | -0.209061260233581 |
-2 | -0.0775929901618447 |
-1 | 0.0871535882630129 |
0 | 0.057908864382633 |
1 | 0.0604664674254391 |
2 | 0.0427772211876593 |
3 | -0.054203626874805 |
4 | -0.0910725947572029 |
5 | 0.121705580595929 |
6 | 0.0663105625580584 |
7 | -0.116904914416664 |
8 | -0.126465237750497 |
9 | -0.124110344308833 |
10 | -0.152458364992565 |
11 | 0.0426153145357136 |
12 | -0.240102000796936 |
13 | -0.119821913133199 |
14 | -0.00699296605064719 |