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 | -0.0609021951123717 |
-13 | 0.0220286974167309 |
-12 | 0.116118111084721 |
-11 | 0.0987214761789366 |
-10 | 0.0781768726338735 |
-9 | 0.065168643036225 |
-8 | -0.00113328931540061 |
-7 | -0.0134996650553267 |
-6 | 0.00983617856041736 |
-5 | 0.0668765615476844 |
-4 | 0.138629100374880 |
-3 | 0.240388307050598 |
-2 | 0.383871620398819 |
-1 | 0.583971492286922 |
0 | 0.787626801836342 |
1 | 0.726962468697328 |
2 | 0.574098353040878 |
3 | 0.415765858871866 |
4 | 0.277577839849854 |
5 | 0.185671811074286 |
6 | 0.108182252653627 |
7 | 0.0798323765144957 |
8 | 0.0914523267007784 |
9 | 0.145041586156897 |
10 | 0.180960031962631 |
11 | 0.251812636047097 |
12 | 0.307697063932656 |
13 | 0.206204695377565 |
14 | 0.06547991124933 |