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 | 0.0153556949136627 |
-14 | -0.0873175195606993 |
-13 | 0.0106859211560417 |
-12 | 0.136918030835391 |
-11 | -0.161262833504446 |
-10 | 0.0278612250784897 |
-9 | 0.150150873850500 |
-8 | -0.0136779144200718 |
-7 | 0.0797683350429321 |
-6 | -0.0271522925504799 |
-5 | -0.152134866637162 |
-4 | -0.127612193103790 |
-3 | 0.18426072495382 |
-2 | -0.145247216664433 |
-1 | 0.0962732338380054 |
0 | 0.244513669808046 |
1 | 0.00401322023625525 |
2 | 0.108782546281629 |
3 | -0.327374716285422 |
4 | -0.0941244592055954 |
5 | 0.376528214177245 |
6 | 0.266997630656991 |
7 | -0.0595645647659875 |
8 | -0.0857402679790877 |
9 | -0.0502277892862234 |
10 | -0.137685693969211 |
11 | 0.213804801372134 |
12 | -0.0216537731923140 |
13 | -0.0838860043197753 |
14 | 0.121904970270166 |
15 | -0.100396935125385 |