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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | -0.236779369026253 |
-13 | 0.00248499199265282 |
-12 | 0.357711131679627 |
-11 | -0.523461292239202 |
-10 | 0.338679374546194 |
-9 | 0.0382109391529011 |
-8 | -0.300460507113532 |
-7 | 0.241106882225436 |
-6 | -0.10671985203093 |
-5 | -0.105354349802036 |
-4 | 0.102442590893776 |
-3 | 0.167075781212572 |
-2 | -0.178962113608615 |
-1 | -0.122341090136713 |
0 | 0.522125224126484 |
1 | -0.578228781922295 |
2 | 0.366103456471907 |
3 | -0.000482323822069284 |
4 | -0.293684239431437 |
5 | 0.332577975736786 |
6 | -0.192912968300839 |
7 | -0.116875860996897 |
8 | 0.138156426405801 |
9 | 0.0971394520575727 |
10 | -0.178832463288582 |
11 | 0.0567099679165803 |
12 | 0.179771204447966 |
13 | -0.225236984347633 |
14 | 0.119293669173613 |