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 | 0.0203776588920525 |
-13 | 0.156525079194211 |
-12 | 0.329472899264554 |
-11 | 0.0904614304509624 |
-10 | 0.156648232618145 |
-9 | 0.215850461916452 |
-8 | 0.230310306525836 |
-7 | 0.298026448470598 |
-6 | 0.34044272499436 |
-5 | 0.148421039686168 |
-4 | 0.0355506243097497 |
-3 | 0.110419642084083 |
-2 | -0.143768319454766 |
-1 | -0.0393943817474370 |
0 | 0.311426992229758 |
1 | -0.0586897619000212 |
2 | -0.0509799745969142 |
3 | 0.0981284869424913 |
4 | -0.0497391685777006 |
5 | 0.150784839652108 |
6 | 0.175303255278357 |
7 | -0.131010551913161 |
8 | -0.137573258797921 |
9 | -0.0692164570201386 |
10 | -0.30286520898071 |
11 | -0.146128692893362 |
12 | 0.0618117314308198 |
13 | -0.183361742128774 |
14 | -0.136900953977082 |