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 | -0.0321317892912494 |
-13 | 0.043237342869834 |
-12 | 0.127628366729952 |
-11 | -0.00306679591860698 |
-10 | -0.20242839823256 |
-9 | -0.262541959113967 |
-8 | -0.0714119176910883 |
-7 | -0.0116321075745921 |
-6 | 0.0913030134472439 |
-5 | -0.0429349554302663 |
-4 | -0.0196601817113948 |
-3 | -0.0684971901666772 |
-2 | 0.224380101949835 |
-1 | 0.244386592251628 |
0 | 0.27365538476226 |
1 | 0.173676663252891 |
2 | -0.0291019171281764 |
3 | -0.143901621687958 |
4 | -0.225480817220559 |
5 | -0.223951074150763 |
6 | 0.00165750801068803 |
7 | 0.111904782163127 |
8 | -0.235228938588506 |
9 | -0.207520440275346 |
10 | -0.0103858839677623 |
11 | 0.07234413318402 |
12 | 0.212503023063147 |
13 | 0.104970863238958 |
14 | 0.174842166906844 |