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]) |
-22 | 0.680119282205235 |
-21 | 0.688246312613417 |
-20 | 0.69981392537782 |
-19 | 0.70981576385908 |
-18 | 0.72072569905561 |
-17 | 0.732746419951042 |
-16 | 0.743283031439858 |
-15 | 0.757130885292122 |
-14 | 0.772335382778188 |
-13 | 0.784783062894511 |
-12 | 0.796654088523095 |
-11 | 0.807022586130934 |
-10 | 0.816697563678369 |
-9 | 0.8268578626822 |
-8 | 0.836428318535638 |
-7 | 0.848448265266254 |
-6 | 0.860056527129005 |
-5 | 0.87071842371361 |
-4 | 0.882500743589803 |
-3 | 0.893138977938219 |
-2 | 0.903337066512838 |
-1 | 0.906348486313418 |
0 | 0.909044788056128 |
1 | 0.899160155998081 |
2 | 0.888579091846268 |
3 | 0.87637088644813 |
4 | 0.865033492012095 |
5 | 0.853344131524164 |
6 | 0.842156116265274 |
7 | 0.82916279092775 |
8 | 0.818606544334944 |
9 | 0.807810288172586 |
10 | 0.794641050327074 |
11 | 0.781924829442681 |
12 | 0.769942997188214 |
13 | 0.757719326426606 |
14 | 0.745918772043617 |
15 | 0.734612805774904 |
16 | 0.722038267514051 |
17 | 0.711216231176876 |
18 | 0.698895761459958 |
19 | 0.686644802744466 |
20 | 0.677417019009611 |
21 | 0.666145515430089 |
22 | 0.655939330025705 |