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]) |
-16 | 0.580086884296583 |
-15 | 0.580017024423663 |
-14 | 0.504209321513071 |
-13 | 0.45475727924872 |
-12 | 0.466092837540858 |
-11 | 0.556219913170935 |
-10 | 0.666201504710004 |
-9 | 0.697176593633713 |
-8 | 0.660070874449004 |
-7 | 0.583154509393333 |
-6 | 0.45312030384054 |
-5 | 0.416603139506121 |
-4 | 0.493008533289075 |
-3 | 0.546134199578636 |
-2 | 0.519664582832478 |
-1 | 0.459305552670744 |
0 | 0.372580305078003 |
1 | 0.205562249961928 |
2 | 0.120893895226068 |
3 | 0.150755585642068 |
4 | 0.138951012119518 |
5 | 0.0933756037245823 |
6 | 0.0504195813757101 |
7 | -0.0283381255530779 |
8 | -0.136543409552155 |
9 | -0.19630561218524 |
10 | -0.183087534229423 |
11 | -0.136919519897529 |
12 | -0.115599858233531 |
13 | -0.129104803231496 |
14 | -0.144648887894824 |
15 | -0.188074338295871 |
16 | -0.231248821288643 |