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 | 0.135273432881406 |
-14 | 0.181122856485778 |
-13 | -0.231942748077864 |
-12 | -0.0575577563008004 |
-11 | -0.164769620661862 |
-10 | 0.00855343304856643 |
-9 | 0.136086110674287 |
-8 | -0.0314070902436824 |
-7 | -0.205056532525683 |
-6 | 0.145555059379456 |
-5 | 0.189116151023701 |
-4 | -0.204050058340031 |
-3 | -0.0875287054631607 |
-2 | -0.068482453456517 |
-1 | 0.108067956864351 |
0 | 0.470575581593018 |
1 | -0.0114077619183878 |
2 | -0.0279044769901314 |
3 | -0.0244469498586989 |
4 | -0.0591830673678744 |
5 | 0.0694012866996467 |
6 | 0.192377091650007 |
7 | -0.0822395803158706 |
8 | -0.0926313996802867 |
9 | 0.077593556281076 |
10 | -0.231037363766301 |
11 | 0.0577193984647231 |
12 | 0.147365316731478 |
13 | -0.193361886025188 |
14 | -0.183436462629649 |
15 | -0.0761937918574455 |