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 | -0.145053772375437 |
-14 | 0.0324789366082915 |
-13 | 0.428852881196256 |
-12 | -0.375148136232122 |
-11 | -0.195763962709013 |
-10 | 0.293390192673532 |
-9 | -0.102540119859827 |
-8 | -0.0949541448579465 |
-7 | 0.249995005523389 |
-6 | -0.198685663726885 |
-5 | 0.00336964494792187 |
-4 | 0.152855419870542 |
-3 | -0.249642694182971 |
-2 | 0.145187756727366 |
-1 | 0.558697781062267 |
0 | -0.572631999091446 |
1 | -0.146700257144615 |
2 | 0.248546831769132 |
3 | -0.157352622027792 |
4 | -0.000112802237635372 |
5 | 0.193879770485007 |
6 | -0.266801920629453 |
7 | 0.099138341396598 |
8 | 0.109216083916216 |
9 | -0.272782261482346 |
10 | 0.205549587293035 |
11 | 0.372864281588813 |
12 | -0.452683366124496 |
13 | -0.0365854446369496 |
14 | 0.143451802078459 |
15 | -0.142122844422988 |