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 | 0.0354825086594146 |
-13 | -0.0378904480146166 |
-12 | -0.233216460972037 |
-11 | 0.0703530378403039 |
-10 | -0.0368602313045366 |
-9 | -0.20560357786813 |
-8 | -0.0054985894854423 |
-7 | 0.0936882151420579 |
-6 | 0.14410117791323 |
-5 | 0.100300053729139 |
-4 | -0.301155408909616 |
-3 | 0.0702546290799381 |
-2 | 0.320572687439304 |
-1 | 0.230396434932803 |
0 | 0.335659980512895 |
1 | -0.14294179970517 |
2 | -0.28017589130912 |
3 | -0.106425999061914 |
4 | -0.118890083617002 |
5 | 0.147646968560162 |
6 | 0.1351090774348 |
7 | -0.216975940237909 |
8 | -0.0971909519563301 |
9 | -0.164456414940155 |
10 | -0.121614776169631 |
11 | 0.291637436617981 |
12 | -0.00227570258346045 |
13 | 0.0276866896741817 |
14 | 0.0391236327929513 |