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 | 0.0435714348916122 |
-13 | 0.107244552456410 |
-12 | 0.186283004896396 |
-11 | 0.228586966433616 |
-10 | 0.271669201083181 |
-9 | 0.317308618816172 |
-8 | 0.345247882336934 |
-7 | 0.34225634873557 |
-6 | 0.304753961695287 |
-5 | 0.268096556891265 |
-4 | 0.274221936891679 |
-3 | 0.343298493493627 |
-2 | 0.349890837361448 |
-1 | 0.312877650563211 |
0 | 0.302236804086211 |
1 | 0.403535349964291 |
2 | 0.431320441287559 |
3 | 0.381144803128318 |
4 | 0.288564398533498 |
5 | 0.140926730333802 |
6 | 0.00787612389694948 |
7 | -0.0509272276220211 |
8 | -0.0626784104059695 |
9 | -0.0906621466760078 |
10 | -0.170612290476172 |
11 | -0.166597883641439 |
12 | -0.189867508488119 |
13 | -0.269150561049129 |
14 | -0.34345266569112 |