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]) |
-16 | 0.609079247012538 |
-15 | 0.623288797315905 |
-14 | 0.63553954969554 |
-13 | 0.649380390543117 |
-12 | 0.66073106796553 |
-11 | 0.672981021648505 |
-10 | 0.690453820069166 |
-9 | 0.710371917195744 |
-8 | 0.721889024286435 |
-7 | 0.731046548752879 |
-6 | 0.736287623620491 |
-5 | 0.744455218503655 |
-4 | 0.752630460625661 |
-3 | 0.75975344869205 |
-2 | 0.767274965579046 |
-1 | 0.775012099893126 |
0 | 0.790868535792846 |
1 | 0.747440915165698 |
2 | 0.709276027163869 |
3 | 0.666915624105399 |
4 | 0.63100618802491 |
5 | 0.590669739261696 |
6 | 0.54615743849606 |
7 | 0.51224337998907 |
8 | 0.483167844779331 |
9 | 0.461930551459524 |
10 | 0.432617216368753 |
11 | 0.402772189037007 |
12 | 0.369896185342652 |
13 | 0.330112578320472 |
14 | 0.280473921601687 |
15 | 0.230507029349030 |
16 | 0.185673531407348 |