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 | 0.253374099543128 |
-13 | 0.252573803563213 |
-12 | -0.18608058438883 |
-11 | -0.273936606301588 |
-10 | 0.0123378963570272 |
-9 | 0.166932326163504 |
-8 | 0.0754808568703917 |
-7 | -0.180315707219784 |
-6 | -0.211537057985253 |
-5 | -0.0784133139536596 |
-4 | 0.147605570550501 |
-3 | -0.045487411211361 |
-2 | -0.135306904388568 |
-1 | 0.22634449512344 |
0 | 0.679412056752977 |
1 | -0.204242203207545 |
2 | -0.328696074123389 |
3 | -0.158909751266805 |
4 | 0.0955098329755753 |
5 | 0.0876912550933638 |
6 | -0.098752208600085 |
7 | -0.129418452104976 |
8 | 0.0868536904281093 |
9 | 0.0502460338762494 |
10 | -0.0606930348297513 |
11 | -0.111733480156652 |
12 | 0.113081037358127 |
13 | 0.222739240194312 |
14 | -0.0103175413096921 |