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 | 0.0120291572290834 |
-14 | 0.0449764393143479 |
-13 | 0.219230262887512 |
-12 | -0.0965303314029749 |
-11 | -0.168022514275030 |
-10 | 0.0731814925827238 |
-9 | 0.00667832571335654 |
-8 | -0.155256550134013 |
-7 | 0.0463788496399503 |
-6 | -0.106233186454106 |
-5 | -0.0573394804423294 |
-4 | 0.00765648515313472 |
-3 | 0.0117309461722272 |
-2 | -0.0646456039400339 |
-1 | 0.283650486506656 |
0 | -0.206957715133851 |
1 | -0.0776721156944052 |
2 | 0.131608362770357 |
3 | -0.0173852970153710 |
4 | 0.193983606752842 |
5 | -0.114136458793041 |
6 | -0.0446382898408922 |
7 | 0.14475551129259 |
8 | -0.176739121093148 |
9 | -0.0447224164502246 |
10 | 0.160008115819656 |
11 | -0.0673253800630007 |
12 | 0.0499085493927514 |
13 | 0.055193327696531 |
14 | -0.0804678522516443 |
15 | -0.17994672257157 |