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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | 0.212653825907176 |
-13 | 0.414174246048791 |
-12 | -0.416416665885096 |
-11 | -0.240336197745657 |
-10 | 0.225491898030608 |
-9 | -0.0356252741481044 |
-8 | 0.0861168713394363 |
-7 | 0.255725211278776 |
-6 | -0.237696947153784 |
-5 | -0.165802123951401 |
-4 | 0.203256772887867 |
-3 | -0.288633075289773 |
-2 | 0.237912790799561 |
-1 | 0.683843004835062 |
0 | -0.673896221643855 |
1 | -0.239317081174733 |
2 | 0.291954309760295 |
3 | -0.215422827686756 |
4 | 0.144104882563159 |
5 | 0.260964573354814 |
6 | -0.247706085865900 |
7 | -0.0739269005826023 |
8 | 0.0509548437868219 |
9 | -0.228767614218501 |
10 | 0.234038279688702 |
11 | 0.428063489328244 |
12 | -0.40617127225651 |
13 | -0.197100607954882 |
14 | 0.205340725384309 |