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 | -0.249061984251497 |
-13 | -0.105992768282861 |
-12 | 0.453120018748048 |
-11 | -0.079205749443965 |
-10 | -0.259625586910973 |
-9 | 0.0705420708723268 |
-8 | -0.0487458117112884 |
-7 | 0.0212909748526315 |
-6 | 0.292992526717962 |
-5 | 0.159761161913755 |
-4 | -0.0137159107038306 |
-3 | 0.147434470073403 |
-2 | -0.142292207515598 |
-1 | 0.111190209904605 |
0 | 0.774301115752176 |
1 | 0.062303576715461 |
2 | -0.0703341853385881 |
3 | 0.186567366399782 |
4 | -0.0196955252998912 |
5 | 0.138790590298444 |
6 | 0.330814480742092 |
7 | 0.197520132220088 |
8 | 0.0633390134179253 |
9 | 0.103161989414721 |
10 | -0.250815583899232 |
11 | 0.0602290617736143 |
12 | 0.562740257404885 |
13 | -0.0066850457144075 |
14 | -0.0503264914657291 |