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) | 12 |
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]) |
-17 | -0.357144294886409 |
-16 | -0.285452843309513 |
-15 | -0.212251050243329 |
-14 | -0.0938511301813533 |
-13 | 0.117436369378211 |
-12 | 0.29406040700545 |
-11 | 0.307861423385869 |
-10 | 0.0812501693432608 |
-9 | -0.0911361296618104 |
-8 | -0.125460410395322 |
-7 | -0.245315978307244 |
-6 | -0.336279348211163 |
-5 | -0.272303855408064 |
-4 | -0.155466204829861 |
-3 | -0.0529511353546788 |
-2 | 0.0774274205429954 |
-1 | 0.297336605356138 |
0 | 0.555891068970592 |
1 | 0.460756623519948 |
2 | 0.241114841568807 |
3 | 0.0123786944804443 |
4 | -0.102651574034357 |
5 | -0.159824067486857 |
6 | -0.299371895933753 |
7 | -0.233155323225039 |
8 | -0.0866019889690887 |
9 | -0.0218884907721187 |
10 | 0.0604457669007405 |
11 | 0.236518099494551 |
12 | 0.40005326744743 |
13 | 0.384564097709222 |
14 | 0.199340515077752 |
15 | -0.027902679926241 |
16 | -0.0634391905075318 |
17 | -0.183264894971528 |