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 | 1 |
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 | -0.144402563225584 |
-14 | 0.123299990081156 |
-13 | 0.258757691316193 |
-12 | -0.317156760952339 |
-11 | -0.0924465127767484 |
-10 | 0.228640982633070 |
-9 | -0.162984054736572 |
-8 | 0.0864668909445407 |
-7 | 0.250571890130261 |
-6 | -0.221256874559515 |
-5 | 0.00179089001209342 |
-4 | 0.211933999567216 |
-3 | -0.191712687521357 |
-2 | 0.162701247372426 |
-1 | 0.423849796511788 |
0 | -0.431666686934889 |
1 | -0.164637907013714 |
2 | 0.204360000525279 |
3 | -0.214067042997035 |
4 | 0.0102623460651872 |
5 | 0.230461207870607 |
6 | -0.267709703564063 |
7 | -0.100620444690124 |
8 | 0.158134981811050 |
9 | -0.2253493053226 |
10 | 0.0863108624353394 |
11 | 0.307898835032559 |
12 | -0.278444762262293 |
13 | -0.124786916779636 |
14 | 0.154323999785919 |
15 | -0.170882188083981 |