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 | 0.0619672890229602 |
-13 | 0.190088949592502 |
-12 | 0.135043946132381 |
-11 | -0.0910910720841036 |
-10 | -0.0682230125006119 |
-9 | 0.111093680864605 |
-8 | 0.0482548810693446 |
-7 | -0.1811669777741 |
-6 | 0.128453026203845 |
-5 | 0.11125649056932 |
-4 | -0.0165970128395138 |
-3 | -0.272886303777575 |
-2 | -0.048948258870603 |
-1 | 0.158680084440471 |
0 | 0.215088858603619 |
1 | 0.0394574107898424 |
2 | -0.168843240831291 |
3 | -0.159789105840826 |
4 | 0.15827784869941 |
5 | 0.232446288534569 |
6 | -0.13641154765199 |
7 | 0.228019779974601 |
8 | 0.0423286078177052 |
9 | -0.0924912355446558 |
10 | -0.114911089588107 |
11 | 0.114137264638637 |
12 | -0.0230232076550439 |
13 | 0.180826035098343 |
14 | -0.154715189278579 |