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 | 1 |
k | rho(Y[t],X[t+k]) |
-15 | 0.105997980225329 |
-14 | 0.0304684900578358 |
-13 | 0.0361892084993668 |
-12 | 0.231056229488173 |
-11 | 0.20336554746282 |
-10 | 0.222558604802288 |
-9 | 0.222516897101335 |
-8 | 0.131530232364605 |
-7 | 0.131120369660104 |
-6 | 0.00452404559472719 |
-5 | 0.00747559814000888 |
-4 | 0.158297408197144 |
-3 | 0.155785327066589 |
-2 | 0.198839097099750 |
-1 | 0.275389636875980 |
0 | -0.393290919804294 |
1 | -0.197166655866038 |
2 | -0.104755391332972 |
3 | -0.122016968798755 |
4 | 0.0316894360351042 |
5 | 0.0773290083783426 |
6 | -0.147838770076359 |
7 | -0.0214185201431133 |
8 | -0.0647817538024448 |
9 | -0.0955263413256886 |
10 | -0.0819856168279906 |
11 | -0.158706895156591 |
12 | 0.0271730556394711 |
13 | 0.0309496691735156 |
14 | -0.0881948038392419 |
15 | -0.0468290308850124 |