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]) |
-15 | 0.444548248609067 |
-14 | 0.437697833270517 |
-13 | 0.43633151113496 |
-12 | 0.471341694295437 |
-11 | 0.515617773052758 |
-10 | 0.55505734618752 |
-9 | 0.587454858867919 |
-8 | 0.616351742551836 |
-7 | 0.663046377109011 |
-6 | 0.68355906194861 |
-5 | 0.686928855221178 |
-4 | 0.705282342480908 |
-3 | 0.716595082236766 |
-2 | 0.729701312362767 |
-1 | 0.735914047432224 |
0 | 0.745577216390946 |
1 | 0.683289577822784 |
2 | 0.625453447394864 |
3 | 0.575550567815842 |
4 | 0.531527080533671 |
5 | 0.480349124035905 |
6 | 0.426392762307672 |
7 | 0.381354364296278 |
8 | 0.330610388433747 |
9 | 0.274927799798965 |
10 | 0.230076648726767 |
11 | 0.184555589915794 |
12 | 0.141963925641705 |
13 | 0.101290886019132 |
14 | 0.0641022150061952 |
15 | 0.031107309852579 |