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]) |
-7 | 0.102867876818208 |
-6 | -0.0991213011102147 |
-5 | 0.222435174728922 |
-4 | 0.0672545159061663 |
-3 | -0.29581234744265 |
-2 | 0.127801407793858 |
-1 | -0.146784986567074 |
0 | -0.319224963669925 |
1 | -0.164445425220367 |
2 | 0.025404290302528 |
3 | -0.494171943105262 |
4 | -0.0219557693162857 |
5 | 0.468828935081972 |
6 | -0.483684316681027 |
7 | -0.000559897187588611 |