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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | -0.0524298209454563 |
-13 | -0.05721579448537 |
-12 | 0.365317448483023 |
-11 | 0.140135634732776 |
-10 | -0.05263928495485 |
-9 | 0.0213533234794488 |
-8 | -0.107858905333608 |
-7 | -0.0857694564516155 |
-6 | -0.0582817546176369 |
-5 | -0.0101393639137192 |
-4 | -0.0799997708394332 |
-3 | -0.111985525347724 |
-2 | -0.172097799528596 |
-1 | -0.034021209698615 |
0 | 0.756687944099187 |
1 | 0.277768443096903 |
2 | 0.0168236774402208 |
3 | -0.0429492840014528 |
4 | -0.115754508470991 |
5 | -0.000860392637879995 |
6 | -0.136098845186238 |
7 | -0.0793633751588077 |
8 | -0.0741082401498913 |
9 | -0.0305382518390549 |
10 | -0.154615295118659 |
11 | 0.0514757013249919 |
12 | 0.487606412619597 |
13 | 0.118128960466863 |
14 | 0.0353555028102350 |