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]) |
-14 | -0.376665524187462 |
-13 | -0.327126881452478 |
-12 | -0.231843932468581 |
-11 | -0.171566567411992 |
-10 | -0.152495300778107 |
-9 | -0.0952678108977545 |
-8 | -0.0933515893151186 |
-7 | -0.0625641278354592 |
-6 | 0.0420957190953198 |
-5 | 0.101237124313121 |
-4 | 0.184170733696904 |
-3 | 0.251370655710161 |
-2 | 0.256349222283128 |
-1 | 0.283868787965933 |
0 | 0.272220466452358 |
1 | 0.278012400114333 |
2 | 0.317251593193890 |
3 | 0.312529462313992 |
4 | 0.362520853159417 |
5 | 0.355518958686624 |
6 | 0.322381942880350 |
7 | 0.345473330085827 |
8 | 0.37077328226824 |
9 | 0.364690533769822 |
10 | 0.353306103020968 |
11 | 0.308384308391399 |
12 | 0.277683934484366 |
13 | 0.272396237197479 |
14 | 0.271336611392712 |