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 | 0.408155883838042 |
-13 | 0.302482452359626 |
-12 | 0.188284200857317 |
-11 | 0.121091108969152 |
-10 | 0.134971605512909 |
-9 | 0.242164995168449 |
-8 | 0.324283598859163 |
-7 | 0.194216711338435 |
-6 | 0.0696215476324926 |
-5 | 0.0420459217996396 |
-4 | 0.112253588911331 |
-3 | 0.139409011502303 |
-2 | 0.154083339021105 |
-1 | 0.0230327371279044 |
0 | -0.120111450787660 |
1 | -0.192243694296989 |
2 | -0.200309274919172 |
3 | -0.0788466775340563 |
4 | 0.0203060895565648 |
5 | -0.0499810534103594 |
6 | -0.193761181021821 |
7 | -0.26474226092136 |
8 | -0.191652649284979 |
9 | -0.0972805523198394 |
10 | -0.0102336279074144 |
11 | -0.163093775057419 |
12 | -0.333496447530194 |
13 | -0.385105294178253 |
14 | -0.320962492793303 |