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]) |
-14 | 0.197862639433042 |
-13 | -0.198365873394054 |
-12 | 0.15762965145864 |
-11 | 0.124973028585150 |
-10 | 0.00562464895945186 |
-9 | -0.156571578816709 |
-8 | -0.0218667564293227 |
-7 | -0.050096783601508 |
-6 | 0.186057734604999 |
-5 | -0.157699585834343 |
-4 | -0.201161346720368 |
-3 | 0.168202756245341 |
-2 | -0.195081963260477 |
-1 | 0.0716767779569908 |
0 | 0.0814875119261071 |
1 | -0.0086488817811643 |
2 | -0.126297533556215 |
3 | 0.0524116385274158 |
4 | 0.0211468861533442 |
5 | 0.01113098672959 |
6 | -0.00836779246623916 |
7 | 0.0182659615890360 |
8 | -0.0217962330786508 |
9 | 0.025509450706327 |
10 | 0.104946271740755 |
11 | 0.0589561127432704 |
12 | 0.00628493976748329 |
13 | -0.234918657337744 |
14 | 0.09055812269736 |