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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-17 | 0.0454084296893758 |
-16 | 0.0743933466092723 |
-15 | 0.080131833417052 |
-14 | 0.0710793657887826 |
-13 | 0.0777844254455968 |
-12 | 0.0588253707654626 |
-11 | 0.0370140563869829 |
-10 | 0.0517455505382748 |
-9 | 0.0332073169884923 |
-8 | 0.0610173300273235 |
-7 | 0.0779646423926745 |
-6 | 0.0825944093572206 |
-5 | 0.129212915918921 |
-4 | 0.115200013608249 |
-3 | 0.127545115656648 |
-2 | 0.114359312439105 |
-1 | 0.106153770943015 |
0 | 0.00967736052020256 |
1 | 0.0128824772750227 |
2 | -0.0091267463991754 |
3 | 0.0243088368880854 |
4 | 0.0504360371026458 |
5 | 0.0560092464860477 |
6 | 0.0652333168138284 |
7 | 0.052961951066636 |
8 | 0.0500735703413403 |
9 | 0.0430972239516172 |
10 | 0.0425663514172597 |
11 | 0.0309378838282633 |
12 | 0.00370492506423922 |
13 | 0.00237265074849346 |
14 | -0.0103585704165388 |
15 | 0.0153866154899153 |
16 | 0.0244904464391107 |
17 | 0.0247960700252306 |