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 | -0.192810441492298 |
-14 | -0.261351693052724 |
-13 | -0.324381258758215 |
-12 | -0.342674389407843 |
-11 | -0.317404097396381 |
-10 | -0.216840152045151 |
-9 | -0.155451875878331 |
-8 | -0.123217129523011 |
-7 | -1.74805538282180e-05 |
-6 | 0.00182691957374634 |
-5 | 0.0590188543283052 |
-4 | 0.166390197970537 |
-3 | 0.287965298392984 |
-2 | 0.470375079289092 |
-1 | 0.667062236990192 |
0 | 0.878227999564007 |
1 | 0.549441977405579 |
2 | 0.305274811725279 |
3 | 0.161746219914475 |
4 | 0.0293538838515313 |
5 | -0.0368834979472354 |
6 | -0.100563810885431 |
7 | -0.131880760931871 |
8 | -0.189121775702947 |
9 | -0.186067990182058 |
10 | -0.292904361644247 |
11 | -0.374916060751795 |
12 | -0.365702733157937 |
13 | -0.320935841598674 |
14 | -0.192281385807397 |
15 | -0.0901154149307105 |