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 | 0.0505818151260591 |
-14 | -0.0118217458828426 |
-13 | -0.0586580914193621 |
-12 | -0.0472079893707365 |
-11 | -0.0325794472651778 |
-10 | -0.0471675677237752 |
-9 | -0.0373608883323448 |
-8 | -0.0479341663827917 |
-7 | 0.0188457912535355 |
-6 | 0.0647555503345375 |
-5 | 0.0357061580725706 |
-4 | -0.0813415750616076 |
-3 | -0.184726073222493 |
-2 | -0.235529491648451 |
-1 | -0.230319519388880 |
0 | -0.167250550017663 |
1 | -0.157592388131287 |
2 | -0.194363435627679 |
3 | -0.217787245129423 |
4 | -0.189704891474097 |
5 | -0.0688600088885311 |
6 | 0.0094974274641796 |
7 | -0.0238312884641808 |
8 | -0.116572953273457 |
9 | -0.214593426616776 |
10 | -0.236868205319762 |
11 | -0.196868759937199 |
12 | -0.146632501049684 |
13 | -0.139316562072868 |
14 | -0.156194749133209 |
15 | -0.167815842265577 |