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]) |
-15 | -0.0320496071754534 |
-14 | 0.169024880073458 |
-13 | -0.138650845338077 |
-12 | 0.00803478053337927 |
-11 | -0.0570801408116196 |
-10 | 0.0472120213695721 |
-9 | 0.0221650688343053 |
-8 | -0.225106230968944 |
-7 | -0.221851301646007 |
-6 | 0.0965544595254764 |
-5 | 0.262774589032676 |
-4 | -0.135938014597329 |
-3 | -0.06184856210442 |
-2 | 0.00490496775885789 |
-1 | -0.0284063177262118 |
0 | 0.4271293682949 |
1 | -0.136690266542864 |
2 | 0.0950817639876442 |
3 | 0.0217956980546414 |
4 | 0.0848961567275228 |
5 | 0.0252025040284434 |
6 | 0.0856161004146707 |
7 | -0.108509370937613 |
8 | -0.00838227028484783 |
9 | 0.146820818925243 |
10 | -0.0696815036681196 |
11 | 0.067424132984145 |
12 | 0.106657664578695 |
13 | -0.170446854443652 |
14 | -0.0240755962628515 |
15 | -0.0316565652036593 |