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 | -0.0169219212237033 |
-14 | -0.00108397173959929 |
-13 | -0.190515417238248 |
-12 | -0.00296393907544379 |
-11 | 0.0839022185663805 |
-10 | -0.102241868495827 |
-9 | 0.0614253113774147 |
-8 | 0.027983897130336 |
-7 | -0.164012751245266 |
-6 | 0.160017266856321 |
-5 | 0.0567128402315546 |
-4 | -0.100150718654856 |
-3 | 0.0954951043372992 |
-2 | -0.136946685771825 |
-1 | -0.00544422591012632 |
0 | 0.113613234156473 |
1 | 0.102560119054251 |
2 | 0.0577473391465265 |
3 | -0.0287422343078349 |
4 | -0.0226807056904164 |
5 | -0.0445794453915715 |
6 | 0.299871773275655 |
7 | -0.096564308069547 |
8 | -0.0851862968055925 |
9 | 0.00235032836998941 |
10 | 0.160073385284257 |
11 | 0.0234449500708560 |
12 | 0.0158564094932935 |
13 | 0.0493687101756593 |
14 | 0.0197344882237944 |
15 | -0.0286093222416715 |