Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 1 |
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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-16 | 0.160686854883218 |
-15 | 0.107570315058082 |
-14 | 0.096942757350884 |
-13 | 0.0158615646499524 |
-12 | -0.124002301372526 |
-11 | -0.0873825209499656 |
-10 | -0.0327141410806547 |
-9 | -0.0115432451127374 |
-8 | 0.0820406865784614 |
-7 | 0.22089130841312 |
-6 | -0.0589066474003619 |
-5 | -0.0682193297037775 |
-4 | -0.0087225412739767 |
-3 | 0.131234107005216 |
-2 | -0.169450623425674 |
-1 | -0.131584426458338 |
0 | 0.184373172237847 |
1 | -0.02385416333977 |
2 | -0.0615549539322165 |
3 | -0.116883481939126 |
4 | 0.195320437397008 |
5 | 0.0457356235125076 |
6 | -0.227043419833176 |
7 | 0.0171592330038592 |
8 | -0.128418376176179 |
9 | -0.068175181882659 |
10 | 0.0457782797942341 |
11 | 0.102927302335834 |
12 | 0.0176416952859081 |
13 | -0.128183697738866 |
14 | -0.0579493430285037 |
15 | -0.0477550188058538 |
16 | -0.0152639641059269 |