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 | -0.0341971126376968 |
-15 | 0.0997306402386026 |
-14 | 0.0411726861040632 |
-13 | 0.196456534800881 |
-12 | 0.356211095811607 |
-11 | -0.00425187920972036 |
-10 | -0.0239107778818096 |
-9 | 0.269434523134050 |
-8 | 0.161339157735355 |
-7 | 0.288981258777811 |
-6 | 0.518707014237347 |
-5 | 0.250059729487042 |
-4 | 0.232489554051262 |
-3 | 0.392521844180755 |
-2 | 0.329066135540234 |
-1 | 0.559747576297942 |
0 | 0.787824969847527 |
1 | 0.290429279956685 |
2 | 0.219536690518188 |
3 | 0.470139650216314 |
4 | 0.281273624740643 |
5 | 0.402247844725945 |
6 | 0.565271836895404 |
7 | 0.217677348215292 |
8 | 0.172164131070231 |
9 | 0.238858538905813 |
10 | 0.116090207043758 |
11 | 0.335138545857418 |
12 | 0.497810213593219 |
13 | 0.0749940161699108 |
14 | 0.0248087215357243 |
15 | 0.214456928477660 |
16 | 0.056074115854658 |