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 | 0.112307310768481 |
-21 | 0.120926747640992 |
-20 | 0.132954901789523 |
-19 | 0.148422421356172 |
-18 | 0.171056001303519 |
-17 | 0.195101263022441 |
-16 | 0.224169234992396 |
-15 | 0.257169745101771 |
-14 | 0.291826120061068 |
-13 | 0.328184165496555 |
-12 | 0.366561375147541 |
-11 | 0.403891471180892 |
-10 | 0.442125650692474 |
-9 | 0.479873982256154 |
-8 | 0.519110021355975 |
-7 | 0.560732381296181 |
-6 | 0.605286896599146 |
-5 | 0.651173518652785 |
-4 | 0.687261109444114 |
-3 | 0.712119617026077 |
-2 | 0.724418298869304 |
-1 | 0.723095154696557 |
0 | 0.708290117736514 |
1 | 0.6832799529677 |
2 | 0.645603399963093 |
3 | 0.601416820197678 |
4 | 0.561170257685698 |
5 | 0.526211750776637 |
6 | 0.494496789657503 |
7 | 0.466053640766634 |
8 | 0.4357554055989 |
9 | 0.404759633228641 |
10 | 0.369975453967108 |
11 | 0.339663310082494 |
12 | 0.315017484518996 |
13 | 0.292681114000377 |
14 | 0.276596315028451 |
15 | 0.264841600497668 |
16 | 0.252789354291837 |
17 | 0.243425098432089 |
18 | 0.243626930616505 |
19 | 0.243576939510522 |
20 | 0.241900629934842 |
21 | 0.239723259611653 |
22 | 0.238279031091977 |