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]) |
-15 | 0.101900686078937 |
-14 | 0.123703546869493 |
-13 | 0.149816374495634 |
-12 | 0.191165122814493 |
-11 | 0.236490746405138 |
-10 | 0.303493787758301 |
-9 | 0.376573609668446 |
-8 | 0.462204461294452 |
-7 | 0.540654867161818 |
-6 | 0.614395496608498 |
-5 | 0.685198820731967 |
-4 | 0.755728791714871 |
-3 | 0.811611794362702 |
-2 | 0.855584806528599 |
-1 | 0.894604471641781 |
0 | 0.925639649968958 |
1 | 0.895511841066662 |
2 | 0.843490355240527 |
3 | 0.774560619683466 |
4 | 0.708487989099123 |
5 | 0.642055605753385 |
6 | 0.584099814209134 |
7 | 0.529151340726499 |
8 | 0.478334832652891 |
9 | 0.432103031804737 |
10 | 0.385319690978655 |
11 | 0.3462698315173 |
12 | 0.323198071127295 |
13 | 0.298634172378452 |
14 | 0.276856823969662 |
15 | 0.257898106041121 |