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]) |
-22 | 0.124853956245585 |
-21 | 0.123657644130298 |
-20 | 0.113195434922484 |
-19 | 0.100507621104026 |
-18 | 0.0904004230850213 |
-17 | 0.0774369288864095 |
-16 | 0.0681898934654856 |
-15 | 0.0545324226210655 |
-14 | 0.0399865872705492 |
-13 | 0.026763126304143 |
-12 | 0.011383242328604 |
-11 | -0.00704920029051092 |
-10 | -0.0322018923296364 |
-9 | -0.0542841521252702 |
-8 | -0.0888656564367709 |
-7 | -0.12909482160932 |
-6 | -0.173424633768228 |
-5 | -0.230890873801542 |
-4 | -0.295095998076536 |
-3 | -0.355671465790944 |
-2 | -0.41849443948973 |
-1 | -0.468055035736377 |
0 | -0.498205086959898 |
1 | -0.50444653842674 |
2 | -0.493421718277897 |
3 | -0.475251583953769 |
4 | -0.457670478886773 |
5 | -0.443677689495996 |
6 | -0.423722668029297 |
7 | -0.394481859792488 |
8 | -0.364163381398348 |
9 | -0.323912465870736 |
10 | -0.291093170054574 |
11 | -0.259969304394652 |
12 | -0.232596394655788 |
13 | -0.200246613383931 |
14 | -0.161050752858126 |
15 | -0.121094803346649 |
16 | -0.0862956460893512 |
17 | -0.0616608925123904 |
18 | -0.0422245560798096 |
19 | -0.0319012644646597 |
20 | -0.0226723669712038 |
21 | -0.00487544378908174 |
22 | 0.00863102249675203 |