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 | 0.0362572115630343 |
-13 | -0.100262824321634 |
-12 | 0.185157816861619 |
-11 | 0.0629772760988906 |
-10 | -0.153195142631713 |
-9 | -0.12358158985938 |
-8 | -0.109185671319481 |
-7 | 0.160821045712523 |
-6 | 0.175123984817193 |
-5 | -0.18831752826734 |
-4 | -0.0406820790446882 |
-3 | -0.102394993763674 |
-2 | 0.386299354926274 |
-1 | 0.231142107802427 |
0 | 0.074962086891064 |
1 | -0.252340624338547 |
2 | 0.053639597774639 |
3 | -0.039520233452343 |
4 | 0.00692339179241529 |
5 | 0.0932861878953698 |
6 | 0.125906870436125 |
7 | -0.0342188162522509 |
8 | -0.123886753133977 |
9 | -0.133540720477211 |
10 | 0.195519063669414 |
11 | 0.0582766490956609 |
12 | 0.0456266777283897 |
13 | -0.0696725901313859 |
14 | -0.190571286201602 |