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]) |
-16 | 0.276333908146396 |
-15 | 0.277920560948459 |
-14 | 0.303183281457437 |
-13 | 0.297513532831637 |
-12 | 0.284081199409358 |
-11 | 0.354654422925638 |
-10 | 0.383720006682085 |
-9 | 0.387117621468016 |
-8 | 0.428206493620662 |
-7 | 0.504316350460748 |
-6 | 0.571370854201534 |
-5 | 0.55812676281177 |
-4 | 0.541968510941068 |
-3 | 0.557560214043692 |
-2 | 0.569867368286552 |
-1 | 0.578076229737484 |
0 | 0.582183539316734 |
1 | 0.617912565116284 |
2 | 0.598001494978351 |
3 | 0.563577742691349 |
4 | 0.577236340743286 |
5 | 0.5994956502687 |
6 | 0.62032042152195 |
7 | 0.59820965360937 |
8 | 0.554340182892411 |
9 | 0.528724274703316 |
10 | 0.482931403750941 |
11 | 0.434529096274719 |
12 | 0.40317231909717 |
13 | 0.358881280378568 |
14 | 0.305964543908367 |
15 | 0.26062462468861 |
16 | 0.214290444730259 |