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 | 0.00748446402514207 |
-13 | -0.00692080252465253 |
-12 | 0.100277707635693 |
-11 | 0.0818645151037225 |
-10 | -0.00913266729421667 |
-9 | -0.161325025166076 |
-8 | -0.104200071153081 |
-7 | -0.154987398388268 |
-6 | 0.0853523113657397 |
-5 | 0.10837987261277 |
-4 | -0.18133838589917 |
-3 | -0.0909596550011024 |
-2 | -0.0905536085673277 |
-1 | 0.0436796382742873 |
0 | 0.224999260475039 |
1 | 0.282693129824081 |
2 | 0.141976649904931 |
3 | 0.0796038647182705 |
4 | -0.161037565306306 |
5 | -0.13993440896907 |
6 | -0.00349004790582736 |
7 | 0.0225517138551388 |
8 | -0.0762196440715231 |
9 | -0.0764200403706318 |
10 | -0.133633559040162 |
11 | -0.189806818269375 |
12 | 0.0845972601413822 |
13 | -0.00326713516861647 |
14 | 0.12949353662112 |