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 | -0.00443807611541459 |
-13 | -0.0759179734245337 |
-12 | -0.0489826008009708 |
-11 | -0.197323307707946 |
-10 | -0.238327008788028 |
-9 | -0.202027288526424 |
-8 | -0.165230087296549 |
-7 | -0.124147599637782 |
-6 | -0.102137654394931 |
-5 | 0.00385695475244994 |
-4 | 0.0669785808952776 |
-3 | 0.180982267836991 |
-2 | 0.503779814546494 |
-1 | 0.281819240232016 |
0 | 0.0861629721148628 |
1 | -0.145712611746539 |
2 | -0.057142779997996 |
3 | -0.120831388126721 |
4 | -0.331084839609819 |
5 | -0.239974562769627 |
6 | 0.0171004862133554 |
7 | 0.0122719241173311 |
8 | -0.134033275253178 |
9 | -0.0968521301425311 |
10 | 0.21234319513757 |
11 | 0.330707015757926 |
12 | 0.192906546175872 |
13 | 0.135482174504235 |
14 | 0.070105423236856 |