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 | 0.0269846887354621 |
-14 | -0.156093866739673 |
-13 | -0.0097616406167099 |
-12 | 0.503054748813564 |
-11 | 0.0776889863248705 |
-10 | -0.138511221885284 |
-9 | -0.109902169500548 |
-8 | -0.0554307333030351 |
-7 | -0.0122600250373191 |
-6 | -0.0303638985356894 |
-5 | 0.0181385204122062 |
-4 | -0.0781180366514636 |
-3 | -0.060250333855733 |
-2 | -0.276954293459550 |
-1 | -0.0478873824955521 |
0 | 0.978872482201437 |
1 | -0.063656612656351 |
2 | -0.255621208259291 |
3 | -0.0991324095725097 |
4 | -0.0543674714526885 |
5 | 0.0747006058401825 |
6 | -0.0418560217794564 |
7 | -0.085413227161558 |
8 | -0.0248558771237055 |
9 | -0.0818304565203167 |
10 | -0.179121544983560 |
11 | 0.091082744733172 |
12 | 0.503552263328582 |
13 | -0.0133064320355805 |
14 | -0.157077971244769 |
15 | -0.014546816384717 |