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 | 0.133659548045157 |
-13 | -0.156257281161421 |
-12 | -0.225217847919897 |
-11 | 0.213768217724791 |
-10 | -0.0240549321965426 |
-9 | -0.127790548087516 |
-8 | 0.0107303505888886 |
-7 | 0.167909756977182 |
-6 | 0.0958655712971336 |
-5 | 0.0191033061269127 |
-4 | -0.306063706098383 |
-3 | 0.00476449641597986 |
-2 | 0.238017589327079 |
-1 | 0.333030478042249 |
0 | 0.252362612327293 |
1 | -0.214333261561789 |
2 | -0.259647145778267 |
3 | -0.0968666418466403 |
4 | 0.00464059611795764 |
5 | 0.0280833365764851 |
6 | 0.132911760405766 |
7 | -0.0134488473932809 |
8 | -0.0528045526765511 |
9 | -0.183894357372463 |
10 | -0.029556982598979 |
11 | 0.232113137071774 |
12 | 0.150841120346109 |
13 | -0.0893394246260891 |
14 | -0.015204649846669 |