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]) |
-15 | 0.00865732387989562 |
-14 | 0.0610712624380301 |
-13 | 0.0129516536440081 |
-12 | -0.0392367522510762 |
-11 | -0.0318223257436189 |
-10 | -0.175562541860107 |
-9 | 0.104057398326128 |
-8 | -0.248836280327088 |
-7 | -0.0553826171253617 |
-6 | -0.190901247522953 |
-5 | -0.128860697369724 |
-4 | -0.101669580408574 |
-3 | -0.0365231057018378 |
-2 | -0.112343003986882 |
-1 | -0.19263693025634 |
0 | 0.172205157440221 |
1 | -0.0524563570926115 |
2 | 0.170524781784901 |
3 | -0.121553101478744 |
4 | 0.207185265207598 |
5 | 0.0989894036332169 |
6 | 0.0337409694258358 |
7 | 0.143607237717852 |
8 | 0.0847599858436314 |
9 | 0.0119377998143334 |
10 | 0.0370113906419321 |
11 | 0.134104677205962 |
12 | -0.154683726217943 |
13 | 0.0244373526371772 |
14 | 0.0334545416876883 |
15 | -0.0368882034924796 |