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]) |
-14 | -0.226218432179165 |
-13 | 0.0393138562282032 |
-12 | 0.635470120888205 |
-11 | -0.197564251337996 |
-10 | -0.356679138521868 |
-9 | -0.147123713600063 |
-8 | -0.223379604346706 |
-7 | 0.233621325774392 |
-6 | 0.292855476337205 |
-5 | 0.0783739762658741 |
-4 | -0.214384094459660 |
-3 | -0.233018141277397 |
-2 | -0.301984500007349 |
-1 | 0.127924761605144 |
0 | 0.85612415239734 |
1 | -0.213538218996103 |
2 | -0.257850658834833 |
3 | -0.140924145443543 |
4 | -0.280528959016357 |
5 | 0.261872490157108 |
6 | 0.293958024962929 |
7 | 0.093919967154177 |
8 | -0.127116727284180 |
9 | -0.211121746632901 |
10 | -0.338961580808278 |
11 | 0.166727170276965 |
12 | 0.659619251727276 |
13 | -0.192471037238189 |
14 | -0.122631363676626 |