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]) |
-18 | -0.343712414694079 |
-17 | -0.312034521884802 |
-16 | -0.315671971304314 |
-15 | -0.30469640948659 |
-14 | -0.25512578023966 |
-13 | -0.215859913414152 |
-12 | -0.194704432171378 |
-11 | -0.177357270014104 |
-10 | -0.136648029613481 |
-9 | -0.09478511568414 |
-8 | -0.132999389162764 |
-7 | -0.143343309896967 |
-6 | -0.145267833294909 |
-5 | -0.18119984767328 |
-4 | -0.227114372572859 |
-3 | -0.303627183838493 |
-2 | -0.391351043804607 |
-1 | -0.469959466628099 |
0 | -0.566568573124102 |
1 | -0.549894487891444 |
2 | -0.493647535076806 |
3 | -0.391558791876734 |
4 | -0.275191557225505 |
5 | -0.199852254464656 |
6 | -0.175238444954356 |
7 | -0.130986117562863 |
8 | -0.0875241939024854 |
9 | -0.0643231597301152 |
10 | -0.0513972554341843 |
11 | -0.0495518152713357 |
12 | -0.043528501334916 |
13 | -0.0329276106822311 |
14 | -0.0315992730761671 |
15 | -0.0429066909758558 |
16 | -0.0512029093342333 |
17 | -0.0700867258488418 |
18 | -0.0842358701284353 |