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]) |
-14 | 0.336176486839543 |
-13 | 0.396103407336587 |
-12 | 0.443300221447245 |
-11 | 0.486492218327384 |
-10 | 0.518303751230256 |
-9 | 0.548952476520842 |
-8 | 0.576489805519889 |
-7 | 0.620821467918153 |
-6 | 0.666407238751709 |
-5 | 0.719318147689638 |
-4 | 0.764280753934114 |
-3 | 0.813710325725234 |
-2 | 0.87221750570551 |
-1 | 0.930465987337816 |
0 | 0.993726597812152 |
1 | 0.92843405537639 |
2 | 0.870905339835008 |
3 | 0.814549965863655 |
4 | 0.770115120685922 |
5 | 0.732652318392913 |
6 | 0.68823714312554 |
7 | 0.654094646487045 |
8 | 0.622738480597059 |
9 | 0.606422027746129 |
10 | 0.581074237849216 |
11 | 0.553302411427614 |
12 | 0.514465348355309 |
13 | 0.469155304137428 |
14 | 0.406337080752815 |