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 | -0.0454396126457156 |
-13 | -0.00270971572057371 |
-12 | -0.187974181642406 |
-11 | 0.0525557748121662 |
-10 | 0.121521447144329 |
-9 | 0.00306345651257879 |
-8 | -0.131329714559015 |
-7 | 0.0456869249310449 |
-6 | 0.0960812056829483 |
-5 | -0.099189071212708 |
-4 | 0.218607981095479 |
-3 | 0.0765841157963512 |
-2 | -0.184540905210904 |
-1 | 0.0174902617137854 |
0 | 0.0855294700668951 |
1 | 0.0421089363573642 |
2 | -0.0152759362365577 |
3 | 0.150608587723286 |
4 | -0.119197630469591 |
5 | -0.0427421476884982 |
6 | 0.00536353733331561 |
7 | -0.125666799196092 |
8 | 0.000497687261475228 |
9 | -0.0188516277921075 |
10 | 0.00220130904115583 |
11 | 0.0146465532689704 |
12 | 0.0933423943994016 |
13 | -0.250404071722294 |
14 | -0.0285358562277687 |