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 | 0.0747356063222318 |
-13 | 0.0301587178480696 |
-12 | -0.192981668380009 |
-11 | -0.0367279435179461 |
-10 | -0.0701286168914093 |
-9 | 0.313232623986386 |
-8 | 0.0157832045315216 |
-7 | 0.176132031109872 |
-6 | -0.217552278677729 |
-5 | -0.111463549840178 |
-4 | 0.0189398454378259 |
-3 | -0.0830537816834391 |
-2 | -0.0389887809238127 |
-1 | 0.0737544882027048 |
0 | 0.17079986741679 |
1 | -0.04116430371059 |
2 | -0.188459993568276 |
3 | -0.155997781004795 |
4 | 0.0293482289667211 |
5 | 0.143883105094114 |
6 | -0.135906188209264 |
7 | -0.097813210785889 |
8 | 0.0743090332267853 |
9 | 0.00900069231392174 |
10 | -0.116113196580545 |
11 | -0.0203475366527994 |
12 | 0.19050754442642 |
13 | 0.0665027455801138 |
14 | -0.0306279482530608 |