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 | 0.072377773720809 |
-13 | -0.130095009562664 |
-12 | 0.0270128271100998 |
-11 | 0.236093725157112 |
-10 | 0.0209285128831255 |
-9 | -0.141948476122943 |
-8 | -0.0965321044946184 |
-7 | 0.127132193904925 |
-6 | 0.100586599812014 |
-5 | -0.0127717704462629 |
-4 | -0.23482279257891 |
-3 | -0.0652421852051604 |
-2 | 0.183453607840085 |
-1 | 0.306648114681912 |
0 | 0.287809661443285 |
1 | -0.159906092274133 |
2 | -0.0233212454884449 |
3 | -0.186770521476258 |
4 | -0.152193074274978 |
5 | 0.15654656933765 |
6 | 0.18342642604506 |
7 | -0.052137621430617 |
8 | -0.0972579318861 |
9 | -0.268041884672043 |
10 | 0.0244812469572197 |
11 | 0.294761589181737 |
12 | 0.0903890188189412 |
13 | -0.0542746982340785 |
14 | -0.299131246392802 |