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 | 0.268628577029386 |
-14 | 0.293873311857701 |
-13 | 0.34405657279836 |
-12 | 0.34045699181139 |
-11 | 0.389937245317279 |
-10 | 0.44765395769895 |
-9 | 0.511103052883368 |
-8 | 0.549863112719559 |
-7 | 0.565627174930046 |
-6 | 0.557829499163038 |
-5 | 0.558417679605176 |
-4 | 0.615585347236286 |
-3 | 0.607006751228774 |
-2 | 0.62942944367354 |
-1 | 0.674011170048877 |
0 | 0.69597250266343 |
1 | 0.67287527491514 |
2 | 0.64460690067658 |
3 | 0.609249418519529 |
4 | 0.560880361033357 |
5 | 0.530329584916374 |
6 | 0.487350598528781 |
7 | 0.476676577087004 |
8 | 0.441408392815166 |
9 | 0.41045604975847 |
10 | 0.419956695715850 |
11 | 0.388188173572668 |
12 | 0.362347382199145 |
13 | 0.334908482216525 |
14 | 0.300613745821728 |
15 | 0.23697116088138 |