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 | 0.0886087918645231 |
-13 | 0.206209282419664 |
-12 | 0.195592820419019 |
-11 | -0.178308421358635 |
-10 | -0.131586770209632 |
-9 | 0.0596580636013079 |
-8 | 0.0705715612006201 |
-7 | -0.0210024653471512 |
-6 | 0.192427854902184 |
-5 | -0.0605081999699075 |
-4 | -0.0476486070689818 |
-3 | -0.251645486408916 |
-2 | -0.117615854465417 |
-1 | 0.0797540582421812 |
0 | 0.425293521650529 |
1 | 0.0695729070326868 |
2 | -0.0969872442683123 |
3 | -0.1982610195036 |
4 | 0.086242749682035 |
5 | 0.103393994853361 |
6 | -0.0935252431528102 |
7 | 0.124667889282053 |
8 | 0.0195838642983434 |
9 | -0.088040327184315 |
10 | -0.083364577157017 |
11 | 0.08041982768747 |
12 | -0.0788271023222021 |
13 | 0.124596191034099 |
14 | 0.0702335551745503 |