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 | 0.476781790478242 |
-13 | 0.591803573703924 |
-12 | 0.629645159370004 |
-11 | 0.527077078232284 |
-10 | 0.411947431990722 |
-9 | 0.389419264448319 |
-8 | 0.403268934505981 |
-7 | 0.466764697077327 |
-6 | 0.505695811912516 |
-5 | 0.503482311210285 |
-4 | 0.515584044093945 |
-3 | 0.579877953691879 |
-2 | 0.675416290445703 |
-1 | 0.744534189118732 |
0 | 0.714331672197013 |
1 | 0.509105037354381 |
2 | 0.311980848542282 |
3 | 0.215154881549559 |
4 | 0.126670108548864 |
5 | 0.0895530681675343 |
6 | 0.0503831081649686 |
7 | -0.0332286049124206 |
8 | -0.092112067874883 |
9 | -0.0887170512881217 |
10 | -0.0364424240600659 |
11 | -0.0171041301878307 |
12 | -0.063113304016504 |
13 | -0.213853746374075 |
14 | -0.335452355366604 |