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]) |
-16 | -0.316950824876972 |
-15 | -0.249699287653558 |
-14 | -0.419925577888368 |
-13 | -0.262013433426576 |
-12 | 0.096396720634802 |
-11 | -0.240962595256890 |
-10 | -0.400180838399183 |
-9 | -0.171268243028924 |
-8 | -0.374374135214067 |
-7 | -0.309279020522796 |
-6 | -0.115396046936339 |
-5 | -0.342821792358159 |
-4 | -0.45418943504945 |
-3 | -0.428536986249811 |
-2 | -0.62629408310656 |
-1 | -0.391725894657134 |
0 | 0.0413436186195209 |
1 | -0.384229876687549 |
2 | -0.529384101619086 |
3 | -0.27931030927163 |
4 | -0.510282169944147 |
5 | -0.380436296335404 |
6 | -0.0948611245589546 |
7 | -0.35882393245161 |
8 | -0.405656774359293 |
9 | -0.360704303747152 |
10 | -0.533710469991288 |
11 | -0.220828469053675 |
12 | 0.133930010314574 |
13 | -0.194430406982055 |
14 | -0.280741937938198 |
15 | -0.10416741451047 |
16 | -0.273246716317554 |