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]) |
-16 | -0.103149023689939 |
-15 | -0.0397485745921663 |
-14 | 0.0227215398331327 |
-13 | 0.0786536445809447 |
-12 | 0.123822733169880 |
-11 | 0.155703770911114 |
-10 | 0.185560093889344 |
-9 | 0.213675154731689 |
-8 | 0.236322406957205 |
-7 | 0.260604905572242 |
-6 | 0.282796476080933 |
-5 | 0.294901671282098 |
-4 | 0.307061176304208 |
-3 | 0.317707446041382 |
-2 | 0.333566342633963 |
-1 | 0.353617139036262 |
0 | 0.382676669983928 |
1 | 0.42673452537029 |
2 | 0.479625166361564 |
3 | 0.522680521970909 |
4 | 0.572213253690524 |
5 | 0.621949461246142 |
6 | 0.680101087152567 |
7 | 0.71332376127551 |
8 | 0.728149169546183 |
9 | 0.739140155664175 |
10 | 0.727670682956115 |
11 | 0.71299432691683 |
12 | 0.672276039749785 |
13 | 0.604336628767357 |
14 | 0.52363515383322 |
15 | 0.445110907542822 |
16 | 0.368321599642034 |