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 | -0.113418531974101 |
-13 | -0.142211203572501 |
-12 | -0.201944108610372 |
-11 | -0.219853525055701 |
-10 | -0.233320502673831 |
-9 | -0.205928728622787 |
-8 | -0.158383343671810 |
-7 | -0.0847485410760791 |
-6 | -0.0398189532657771 |
-5 | -0.0436326271761436 |
-4 | -0.0613878185064866 |
-3 | -0.0707543382799516 |
-2 | -0.102420447199419 |
-1 | -0.149661134466010 |
0 | -0.237179337587463 |
1 | -0.251521082913033 |
2 | -0.251215865542483 |
3 | -0.205403246569508 |
4 | -0.130610288998749 |
5 | -0.0592220119514508 |
6 | -0.0133159604704094 |
7 | -0.019944720663398 |
8 | -0.0468822846113897 |
9 | -0.0512165929213998 |
10 | -0.064024679246924 |
11 | -0.0876433213378673 |
12 | -0.138778316397212 |
13 | -0.138582565098253 |
14 | -0.158299998967039 |