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 | 0.368433958800456 |
-13 | 0.404347888346298 |
-12 | 0.443931778452414 |
-11 | 0.491161543969835 |
-10 | 0.532827947777528 |
-9 | 0.58118595407272 |
-8 | 0.624551232051979 |
-7 | 0.663414925061252 |
-6 | 0.708404452300428 |
-5 | 0.749847923012444 |
-4 | 0.785666590052777 |
-3 | 0.823726201600803 |
-2 | 0.866378501717573 |
-1 | 0.910976856312626 |
0 | 0.955910826835245 |
1 | 0.883967895782292 |
2 | 0.811878696763712 |
3 | 0.74742085621779 |
4 | 0.680636460461118 |
5 | 0.62097109294772 |
6 | 0.561069373979136 |
7 | 0.499624936016883 |
8 | 0.441722866494674 |
9 | 0.389378587316548 |
10 | 0.339308759309915 |
11 | 0.301024331387685 |
12 | 0.257750392417004 |
13 | 0.217309218231243 |
14 | 0.176631849530173 |