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]) |
-12 | 0.173993815923822 |
-11 | 0.0783223681981702 |
-10 | 0.0667272289518478 |
-9 | -0.0476278428803204 |
-8 | -0.0929972257038132 |
-7 | -0.0568054032930832 |
-6 | -0.237810711120617 |
-5 | -0.0212500559892808 |
-4 | 0.111593591126316 |
-3 | 0.0137663406191430 |
-2 | -0.0393280021714671 |
-1 | 0.147410714482161 |
0 | 0.292650227591504 |
1 | 0.329935349984286 |
2 | 0.320511412110783 |
3 | 0.032629614957455 |
4 | -0.0788356545747245 |
5 | -0.156885980993324 |
6 | 0.0620255257426257 |
7 | -0.145732268030834 |
8 | 0.00706795340513035 |
9 | 0.197055772822335 |
10 | -0.139151936683428 |
11 | -0.0664757186273362 |
12 | 0.0336869848931512 |