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 | 0.0423698352840956 |
-13 | -0.0715164500694172 |
-12 | 0.497577501028029 |
-11 | 0.0429942064120568 |
-10 | -0.184561635148259 |
-9 | 0.34353222552585 |
-8 | -0.0357400985999878 |
-7 | -0.0907446726539237 |
-6 | 0.457728742789872 |
-5 | 0.0692480940017873 |
-4 | -0.105837489134264 |
-3 | 0.418271612356989 |
-2 | 0.0427196061670099 |
-1 | 0.163358011997037 |
0 | 0.985727894639265 |
1 | 0.165704576984762 |
2 | 0.0568426786284743 |
3 | 0.446119294578738 |
4 | -0.115296971852044 |
5 | 0.0394316577654693 |
6 | 0.436996952147014 |
7 | -0.103430153545588 |
8 | -0.0552899165018317 |
9 | 0.297267067910485 |
10 | -0.213194182163202 |
11 | 0.0143024467625246 |
12 | 0.478417819050625 |
13 | -0.0782798414330179 |
14 | 0.0373332257681563 |