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 | -0.0192558055922425 |
-13 | 0.0702543443229074 |
-12 | -0.0421382925315627 |
-11 | 0.0384307695220844 |
-10 | -0.060762628634984 |
-9 | 0.0388600783222732 |
-8 | 0.0167558195819783 |
-7 | -0.199500715276333 |
-6 | 0.159695750558701 |
-5 | 0.0981216525376349 |
-4 | 0.0122524301925872 |
-3 | 0.0875359173736446 |
-2 | -0.228061791939298 |
-1 | 0.0285289661285291 |
0 | 0.153281671305104 |
1 | -0.0725260515689944 |
2 | 0.226943011170832 |
3 | -0.132881079934113 |
4 | -0.173277715168307 |
5 | 0.127781723548199 |
6 | 0.125092579354444 |
7 | -0.0149891748616861 |
8 | 0.0453708283749644 |
9 | -0.13012692321465 |
10 | -0.116516918420044 |
11 | 0.0263736030371417 |
12 | -0.0246118201231198 |
13 | 0.0781106840598353 |
14 | 0.0702991181666985 |