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 | 1 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t-k]) |
-15 | 0.137281913120852 |
-14 | 0.221216240044880 |
-13 | 0.427935268992220 |
-12 | -0.442767726868345 |
-11 | -0.243397671446929 |
-10 | -0.112543149296366 |
-9 | -0.0231250613567220 |
-8 | 0.285713220176624 |
-7 | 0.0943837605957142 |
-6 | -0.100663441647802 |
-5 | -0.233643636727621 |
-4 | -0.00395640448129037 |
-3 | 0.120870827024621 |
-2 | 0.279415919067783 |
-1 | 0.603438606670966 |
0 | -0.614152698443476 |
1 | -0.332692438127665 |
2 | -0.111525919560822 |
3 | 0.0173664797672885 |
4 | 0.238216845266576 |
5 | 0.112324748629111 |
6 | -0.0877573306063417 |
7 | -0.290148051941125 |
8 | 0.0310070830659022 |
9 | 0.150757766974984 |
10 | 0.271042921685951 |
11 | 0.447327028193786 |
12 | -0.433157217144273 |
13 | -0.259768311793770 |
14 | -0.135762243830693 |
15 | 0.029857811355455 |