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 | -0.100573019701494 |
-13 | -0.099089670626398 |
-12 | 0.334414577446349 |
-11 | -0.095444825500204 |
-10 | -0.434847959002045 |
-9 | -0.0890196148904602 |
-8 | -0.201558049881018 |
-7 | -0.184172061423506 |
-6 | 0.194797588943564 |
-5 | -0.213792645349063 |
-4 | -0.368157270527516 |
-3 | 0.0202257428387960 |
-2 | -0.339985256053819 |
-1 | -0.190240567466234 |
0 | 0.367052340085171 |
1 | -0.233928525361975 |
2 | -0.492549840860009 |
3 | -0.213078122673198 |
4 | -0.399799378295824 |
5 | -0.204978219383471 |
6 | 0.197328892237242 |
7 | -0.216024331653671 |
8 | -0.273870342942824 |
9 | 0.0660452425103408 |
10 | -0.302798897737532 |
11 | -0.0291740907687784 |
12 | 0.439648660550391 |
13 | -0.0812221495624445 |
14 | -0.218941774136803 |