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 | 2 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-16 | -0.0151951904088847 |
-15 | -0.00866279326625499 |
-14 | -0.16250492366842 |
-13 | 0.0651069391687712 |
-12 | 0.0608616530822589 |
-11 | 0.164075506853895 |
-10 | 0.117497545839408 |
-9 | 0.0842575303431746 |
-8 | 0.00055221140576525 |
-7 | 0.0495611849347203 |
-6 | -0.05966125724305 |
-5 | 0.0754626146396671 |
-4 | -0.260594867676619 |
-3 | -0.0402765679946021 |
-2 | 0.0159798502449086 |
-1 | -0.235042887990731 |
0 | -0.397118258815544 |
1 | 0.434132988975849 |
2 | 0.241595152440154 |
3 | 0.111038532689486 |
4 | 0.089176498555915 |
5 | 0.0689005443607212 |
6 | -0.0058390595904621 |
7 | -0.00456001955049188 |
8 | -0.113753898307690 |
9 | 0.080696434527906 |
10 | -0.0691321489488952 |
11 | -0.142281727396626 |
12 | -0.0755174737830326 |
13 | 0.0181186463399632 |
14 | 0.0176282865547543 |
15 | 0.182422151717165 |
16 | -0.0202277958860682 |