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 | -0.220215728467449 |
-13 | -0.123010216792185 |
-12 | 0.340632248379609 |
-11 | -0.0651738258320483 |
-10 | -0.284903466647707 |
-9 | 0.0651141629038218 |
-8 | -0.292116374935997 |
-7 | -0.262386284280908 |
-6 | 0.126178832536365 |
-5 | -0.260229134345109 |
-4 | -0.433522610847518 |
-3 | -0.249822793419911 |
-2 | -0.506928303546475 |
-1 | -0.309141426527125 |
0 | 0.223535630688955 |
1 | -0.258628985779419 |
2 | -0.348730001640108 |
3 | 0.00929728294794684 |
4 | -0.382480463821283 |
5 | -0.254097511918298 |
6 | 0.136741032390292 |
7 | -0.218248678489586 |
8 | -0.219443600821421 |
9 | -0.090542181795263 |
10 | -0.402510383876587 |
11 | -0.126433924131795 |
12 | 0.255632796828593 |
13 | -0.119366101006334 |
14 | -0.082519088638202 |