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 | -0.0235532523144765 |
-14 | -0.0247222163494064 |
-13 | -0.152345378728987 |
-12 | -0.030083762158708 |
-11 | 0.144526047798268 |
-10 | -0.0908332192951043 |
-9 | -0.0137294463647985 |
-8 | 0.130341502419794 |
-7 | -0.130488282585172 |
-6 | 0.00754187080091915 |
-5 | 0.05779372857765 |
-4 | 0.258160640023227 |
-3 | -0.0854177378126018 |
-2 | -0.0462524784138250 |
-1 | -0.207602341754977 |
0 | 0.396457788408496 |
1 | -0.230477507272544 |
2 | 0.0928790181631826 |
3 | 0.155766492540908 |
4 | -0.0203567363058847 |
5 | -0.0162607557372459 |
6 | -0.0360091727836954 |
7 | 0.0288521862311734 |
8 | 0.0311546044133702 |
9 | -0.0412511298781221 |
10 | -0.107825371383534 |
11 | 0.0302210610946341 |
12 | -0.0804162103857772 |
13 | 0.0148584282340222 |
14 | -0.0274206100295474 |
15 | 0.137345715954360 |