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 | -0.0286374724044179 |
-13 | 0.0793061092974889 |
-12 | -0.0971785173128788 |
-11 | -0.0317701461604518 |
-10 | -0.195935377151792 |
-9 | 0.227401380229134 |
-8 | 0.20191258911144 |
-7 | -0.0413298434885224 |
-6 | -0.311625002954592 |
-5 | 0.102638686031239 |
-4 | 0.0287879431929039 |
-3 | 0.0564057358923686 |
-2 | -0.0613120440488549 |
-1 | -0.0510079965436991 |
0 | 0.0225578122483542 |
1 | 0.00659350189121283 |
2 | -0.0625606314426752 |
3 | -0.289120015557515 |
4 | 0.129590565454 |
5 | 0.0841595926026982 |
6 | -0.149558359236711 |
7 | -0.104258648137068 |
8 | 0.0819649601450986 |
9 | 0.032538507633572 |
10 | -0.0531802184583327 |
11 | -0.0269422749043464 |
12 | 0.054233513977735 |
13 | 0.0819697624043056 |
14 | 0.172052141362305 |