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 | 0.12491407265203 |
-6 | -0.00719351696044241 |
-5 | 0.0838319252088612 |
-4 | 0.151348618936419 |
-3 | -0.310776683442121 |
-2 | 0.0432262435721282 |
-1 | -0.186746678204376 |
0 | 0.205822061212804 |
1 | -0.579460590796954 |
2 | -0.144408224435645 |
3 | 0.296698607817596 |
4 | -0.381315957129254 |
5 | 0.217203265925121 |
6 | -0.0786819998713336 |
7 | 0.0482086613995808 |