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 | 0.13849892687745 |
-13 | 0.135649007360213 |
-12 | 0.0660726351934206 |
-11 | -0.0378308385169878 |
-10 | -0.106027116620444 |
-9 | -0.0323365812599577 |
-8 | 0.0371479531455995 |
-7 | -0.176615389257363 |
-6 | 0.0910112213843164 |
-5 | 0.0440640106052424 |
-4 | -0.076992060749487 |
-3 | -0.389705956868156 |
-2 | -0.0132271652627074 |
-1 | 0.226381345267751 |
0 | 0.257551839724499 |
1 | 0.093016064988534 |
2 | -0.0224496986065888 |
3 | -0.217478980265791 |
4 | 0.161895649737513 |
5 | 0.152587597744408 |
6 | 0.0108124219260032 |
7 | -0.0363058261515186 |
8 | 0.00902032175950982 |
9 | -0.0684819019663814 |
10 | -0.269951622587819 |
11 | -0.0689815330894328 |
12 | 0.0215591250870855 |
13 | 0.0994379678888688 |
14 | -0.130422259178341 |