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 | 0 |
k | rho(Y[t],X[t-k]) |
-15 | 0.0784943942270669 |
-14 | 0.0971246470166644 |
-13 | 0.0593513921211674 |
-12 | 0.138516168629287 |
-11 | -0.00283136526725745 |
-10 | -0.0624708066347528 |
-9 | -0.128759637446428 |
-8 | -0.127843763570854 |
-7 | -0.0618296263386973 |
-6 | 0.0135108091230629 |
-5 | 0.121887677619685 |
-4 | 0.0701867002182817 |
-3 | 0.0192004314731811 |
-2 | 0.0484655490685572 |
-1 | 0.0634247983053293 |
0 | 0.116034899556107 |
1 | -0.00109260183422293 |
2 | -0.103803779891794 |
3 | -0.109690127604379 |
4 | -0.0996748574493796 |
5 | -0.0229551786665430 |
6 | -0.0156532024649242 |
7 | -0.0215525448803513 |
8 | -0.0478925548660246 |
9 | -0.0795980776551022 |
10 | 0.0120707072770105 |
11 | 0.0142592679103572 |
12 | 0.00753216292390368 |
13 | -0.0859150914777047 |
14 | -0.0838226916453877 |
15 | -0.0110404078236349 |