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 | 0.175597264449887 |
-6 | 0.012477774574506 |
-5 | -0.317799073856717 |
-4 | 0.24248822083631 |
-3 | 0.0560779522490545 |
-2 | -0.652606018765919 |
-1 | 0.00820779847732898 |
0 | 0.508027109263754 |
1 | -0.57763132131455 |
2 | -0.0528244465630144 |
3 | 0.640644483101006 |
4 | -0.431487687675556 |
5 | 0.0891012350549633 |
6 | 0.351914862261997 |
7 | -0.134378188722686 |