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]) |
-14 | -0.154551749335059 |
-13 | -0.162033062153822 |
-12 | 0.392888869954226 |
-11 | -0.0335546592720612 |
-10 | -0.258796149779621 |
-9 | 0.238456354495266 |
-8 | -0.00771371043986249 |
-7 | 0.0141436883390533 |
-6 | 0.495932857774105 |
-5 | 0.134157381804131 |
-4 | -0.0678174140700726 |
-3 | 0.258740823186658 |
-2 | -0.208886070342851 |
-1 | -0.0831380831491027 |
0 | 0.704708274931032 |
1 | 0.0923446333059778 |
2 | 0.0202025631748818 |
3 | 0.474930722786954 |
4 | 0.0565212654825738 |
5 | 0.147917956470911 |
6 | 0.595921589492243 |
7 | 0.137338354446251 |
8 | 0.102532953501372 |
9 | 0.270281875043985 |
10 | -0.271111443911877 |
11 | -0.0799682960495309 |
12 | 0.464955587953066 |
13 | -0.0141831147245367 |
14 | -0.00353054147341108 |