Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 1 |
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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-14 | -0.0845795924108032 |
-13 | 0.0385195861113345 |
-12 | 0.12539036144944 |
-11 | -0.116118578110739 |
-10 | -0.120187930312325 |
-9 | -0.0225716738788804 |
-8 | 0.0878133857899931 |
-7 | 0.0666278219708945 |
-6 | 0.135234013666031 |
-5 | -0.0860690466843367 |
-4 | -0.078217203574045 |
-3 | 0.118623864297025 |
-2 | -0.114846471084961 |
-1 | -0.039814864485487 |
0 | 0.333656757777166 |
1 | -0.0692350620900294 |
2 | 0.0121580064922684 |
3 | -0.19972126647406 |
4 | 0.0978938491869751 |
5 | -0.125879276900149 |
6 | 0.123258133971989 |
7 | -0.0443541316321144 |
8 | -0.167590021109664 |
9 | 0.158132866983964 |
10 | -0.062167800835709 |
11 | -0.000297056686165188 |
12 | -0.0677001919736813 |
13 | 0.0897315100084608 |
14 | -0.0761581975574583 |