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 | 1 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.0540756356381623 |
-12 | 0.000712709061302579 |
-11 | -0.0180167592837819 |
-10 | 0.106475794325357 |
-9 | -0.172216736407351 |
-8 | 0.0344563677287418 |
-7 | 0.023551691388237 |
-6 | 0.042336946864318 |
-5 | -0.0832638972804621 |
-4 | 0.0490582093871073 |
-3 | 0.0807959118655973 |
-2 | -0.0724666551551232 |
-1 | 0.00585081767737047 |
0 | -0.0635362636453396 |
1 | 0.165819846553473 |
2 | 0.00414822341968425 |
3 | -0.171506614875316 |
4 | 0.159067119674797 |
5 | -0.173488248289155 |
6 | 0.0782829034414865 |
7 | 0.00856151333747998 |
8 | -0.0338314276601759 |
9 | 0.0701613735805673 |
10 | -0.0440377816021026 |
11 | -0.0481090001508009 |
12 | 0.129625383665502 |
13 | 0.0976591506021504 |