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 | 0.0523955755359781 |
-13 | -0.285810694764963 |
-12 | -0.26517457583629 |
-11 | 0.320206125233923 |
-10 | -0.0400482475245485 |
-9 | 0.0145910390137702 |
-8 | -0.0337101912002001 |
-7 | -0.028880149561139 |
-6 | 0.00980494383612601 |
-5 | 0.00145267469683638 |
-4 | -0.0766198416570045 |
-3 | 0.191496705624139 |
-2 | 0.192031387571378 |
-1 | 0.0973698958560172 |
0 | -0.11197558369026 |
1 | -0.252268151176834 |
2 | -0.131728704273796 |
3 | 0.0210788388362798 |
4 | -0.0272126254973756 |
5 | -0.0503455544932157 |
6 | 0.14657935293927 |
7 | 0.0201885160809078 |
8 | 0.0202674569467863 |
9 | -0.10096048451845 |
10 | -0.00295580644196628 |
11 | 0.195979244688663 |
12 | 0.079533329284273 |
13 | -0.148316865811957 |
14 | -0.110679976901821 |