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 | -0.113132899595725 |
-13 | -0.119281820154212 |
-12 | -0.171711108378488 |
-11 | -0.152769080266693 |
-10 | -0.152064887196105 |
-9 | -0.112134744268105 |
-8 | -0.0976885563657718 |
-7 | -0.0800809282184317 |
-6 | -0.0597342555978994 |
-5 | 0.0280214210428317 |
-4 | 0.105361704728907 |
-3 | 0.179614580737664 |
-2 | 0.277866156174841 |
-1 | 0.275549694256342 |
0 | 0.196591112098369 |
1 | 0.100773643619070 |
2 | -0.0248567947753458 |
3 | -0.103785219851102 |
4 | -0.142159824693814 |
5 | -0.189894573394190 |
6 | -0.249612172110757 |
7 | -0.167722256806298 |
8 | -0.0990668610375453 |
9 | -0.0281796825077598 |
10 | 0.0241492448151756 |
11 | 0.0721272903113838 |
12 | 0.106223997411109 |
13 | 0.0556897864402865 |
14 | -0.00323338137325771 |