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]) |
-9 | 0.236006556160983 |
-8 | 0.053221581239011 |
-7 | -0.169833066960884 |
-6 | -0.336047226350378 |
-5 | -0.517192563302102 |
-4 | -0.573470967646541 |
-3 | -0.5885180954614 |
-2 | -0.452605867411525 |
-1 | -0.202374044224987 |
0 | 0.0617694041009443 |
1 | 0.144479690299472 |
2 | 0.166031833197589 |
3 | 0.159983697754745 |
4 | 0.179177574128377 |
5 | 0.232674124098104 |
6 | 0.292424183865019 |
7 | 0.258003898887469 |
8 | 0.215196574475449 |
9 | 0.171680328730759 |