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 | 0.206271901648393 |
-6 | 0.140643857594882 |
-5 | 0.0821900788523278 |
-4 | 0.136420931186463 |
-3 | 0.245596922663593 |
-2 | -0.0750864572916978 |
-1 | -0.154136813907283 |
0 | -0.2482892344816 |
1 | -0.374874985761467 |
2 | -0.00604396530572938 |
3 | -0.506994497483593 |
4 | -0.10993737411954 |
5 | 0.268516894991814 |
6 | -0.409404081060043 |
7 | 0.228140067027305 |