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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | -0.0609537275090677 |
-13 | 0.121982975265722 |
-12 | 0.115026093652830 |
-11 | -0.0303388243113339 |
-10 | -0.315860095520826 |
-9 | 0.0679017074426907 |
-8 | 0.122149257817611 |
-7 | -0.192400120784134 |
-6 | 0.170949233062863 |
-5 | -0.00138240542474513 |
-4 | -0.0324925233783726 |
-3 | -0.110860092707188 |
-2 | 0.142318397233624 |
-1 | 0.677509534951737 |
0 | -0.710719400186287 |
1 | -0.111947088564337 |
2 | 0.13520705826509 |
3 | 0.0336163082572604 |
4 | 0.0107238192665495 |
5 | -0.177036230797486 |
6 | 0.210318436954909 |
7 | -0.163240601303712 |
8 | -0.0538215649309995 |
9 | 0.316061373215837 |
10 | -0.00911495090788434 |
11 | -0.170585663631603 |
12 | -0.134699077843332 |
13 | 0.0775191217088583 |
14 | 0.105375606026024 |