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 | 1 |
k | rho(Y[t],X[t+k]) |
-15 | -0.130685297055968 |
-14 | 0.0107206660001414 |
-13 | 0.420383342881781 |
-12 | -0.331751412184148 |
-11 | -0.169144977279102 |
-10 | 0.303792403523761 |
-9 | -0.235762653879035 |
-8 | -0.00571161302159169 |
-7 | 0.318424419179584 |
-6 | -0.225464509253714 |
-5 | -0.106947441769657 |
-4 | 0.285534653588397 |
-3 | -0.244055465639131 |
-2 | 0.130364373556441 |
-1 | 0.562206547588144 |
0 | -0.545271278933314 |
1 | -0.124435368721316 |
2 | 0.257557700258774 |
3 | -0.271890221602725 |
4 | 0.112267863034775 |
5 | 0.244759900724543 |
6 | -0.299379693115669 |
7 | 0.00980801583132608 |
8 | 0.222938302148129 |
9 | -0.303045670579847 |
10 | 0.179572243132281 |
11 | 0.339879838207232 |
12 | -0.401737063136551 |
13 | 0.00521558854440451 |
14 | 0.140076219821119 |
15 | -0.241255881384864 |