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]) |
-10 | 0.320244275477589 |
-9 | 0.231255933162923 |
-8 | 0.150554719555758 |
-7 | 0.0796385906879673 |
-6 | 0.0119518652065486 |
-5 | -0.0683673021790021 |
-4 | -0.139585287445776 |
-3 | -0.314085485811126 |
-2 | -0.56978606143787 |
-1 | -0.781519032309372 |
0 | -0.912316098820462 |
1 | -0.800825550643285 |
2 | -0.614115841160045 |
3 | -0.394092290309398 |
4 | -0.229006502816829 |
5 | -0.167838272460500 |
6 | -0.167599368079255 |
7 | -0.145192154077795 |
8 | -0.0390773770675723 |
9 | 0.0931885679822491 |
10 | 0.238051727172127 |