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 | -0.0130596930913995 |
-14 | -0.0153549340671157 |
-13 | 0.00972320309525962 |
-12 | -0.0717410023022267 |
-11 | 0.0471455363104825 |
-10 | -0.114539434578767 |
-9 | -0.121123573121445 |
-8 | 0.0145325549780856 |
-7 | 0.208505435995252 |
-6 | -0.085739147027921 |
-5 | -0.0460460808230787 |
-4 | 0.0821984238143067 |
-3 | 0.050232181003912 |
-2 | 0.0998326005884366 |
-1 | -0.105966745275280 |
0 | 0.0270323086649094 |
1 | 0.0237662791287982 |
2 | -0.0646384517758593 |
3 | -0.143866984219393 |
4 | 0.0938438018746961 |
5 | 0.139007595198285 |
6 | 0.0827920616997656 |
7 | 0.116077651095045 |
8 | 0.159015302348163 |
9 | 0.0254546070599198 |
10 | 0.120933295840498 |
11 | -0.0194957625514089 |
12 | -0.02858243878554 |
13 | -0.0270857496901485 |
14 | -0.088398944296829 |
15 | -0.116528325728272 |