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 | -0.0589869786459909 |
-13 | -0.0196623262153315 |
-12 | -0.0406231079354482 |
-11 | -0.103319959452255 |
-10 | -0.0157669597009742 |
-9 | -0.0997955802249793 |
-8 | 0.0443329808062645 |
-7 | 0.0122425804736976 |
-6 | -0.12743413311257 |
-5 | 0.0853270760287952 |
-4 | 0.0105731376818280 |
-3 | -0.0669632053182488 |
-2 | 0.128176107686730 |
-1 | -0.0819881904450572 |
0 | -0.117788463648443 |
1 | -0.081988190445058 |
2 | 0.0382116905694157 |
3 | 0.00908918853350346 |
4 | -0.0515672329043593 |
5 | 0.146539978397276 |
6 | 0.0562045739928792 |
7 | -0.0767943684259136 |
8 | 0.0517527265478971 |
9 | -0.0311629321148627 |
10 | 0.0111296186124504 |
11 | -0.000370987287081292 |
12 | 0.0345018176985986 |
13 | 0.0712295591196895 |
14 | -0.0608419150814006 |