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 | 0.156051899770592 |
-14 | 0.222583114153788 |
-13 | 0.29257119635674 |
-12 | 0.350700748461432 |
-11 | 0.361500177399916 |
-10 | 0.367829586587810 |
-9 | 0.412427895303792 |
-8 | 0.474779515876163 |
-7 | 0.558941872741916 |
-6 | 0.623075567899054 |
-5 | 0.661396822945241 |
-4 | 0.694473990460946 |
-3 | 0.747974023910327 |
-2 | 0.81750265731223 |
-1 | 0.885308111400979 |
0 | 0.93501969008317 |
1 | 0.888527537131272 |
2 | 0.832374589160898 |
3 | 0.790178069030812 |
4 | 0.758390248186241 |
5 | 0.74322808084695 |
6 | 0.713521846600412 |
7 | 0.660586025474263 |
8 | 0.600325077573426 |
9 | 0.563680367294468 |
10 | 0.546188005249644 |
11 | 0.542189557062638 |
12 | 0.524587833723497 |
13 | 0.457185341521014 |
14 | 0.383394682822178 |
15 | 0.323757170928483 |