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]) |
-15 | 0.0670893160669788 |
-14 | 0.0266136595032138 |
-13 | 0.0032595166147905 |
-12 | -0.0528936455286149 |
-11 | -0.0540769178923141 |
-10 | -0.0308750355701601 |
-9 | 0.0222798931857218 |
-8 | 0.0728437046109996 |
-7 | 0.0962532085141315 |
-6 | 0.0902230103425034 |
-5 | 0.0376617015500155 |
-4 | 0.0066535890788423 |
-3 | -0.0042001774728546 |
-2 | -0.0259032097385512 |
-1 | -0.049909284391245 |
0 | -0.0951187130013059 |
1 | -0.110984286759606 |
2 | -0.0970156774392884 |
3 | -0.073668282252247 |
4 | -0.0421956164936358 |
5 | -0.0275688467616182 |
6 | -0.0111549742713334 |
7 | 0.0101250290231208 |
8 | 0.0371924838873336 |
9 | 0.0846899023197708 |
10 | 0.0927490823915053 |
11 | 0.0901297654995943 |
12 | 0.080903929900967 |
13 | 0.115880728892533 |
14 | 0.155273119857545 |
15 | 0.174550613003468 |