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]) |
-16 | -0.102225583659569 |
-15 | 0.0522188886977425 |
-14 | -0.112427000880887 |
-13 | 0.105355219695334 |
-12 | 0.575147628591569 |
-11 | 0.0154701621313484 |
-10 | -0.179977696861669 |
-9 | 0.125809785878261 |
-8 | 0.0322797109296083 |
-7 | 0.194517314176721 |
-6 | 0.48721774063806 |
-5 | 0.221797554220720 |
-4 | 0.0410569036910198 |
-3 | 0.206783238599475 |
-2 | -0.0146518071705129 |
-1 | 0.300053667977281 |
0 | 0.90313330613718 |
1 | 0.162944592706389 |
2 | -0.00508983891563739 |
3 | 0.254043504325098 |
4 | 0.0627797407073858 |
5 | 0.269906800832284 |
6 | 0.4741437986524 |
7 | 0.20876221555064 |
8 | 0.0539497892962499 |
9 | 0.0961528581654558 |
10 | -0.162152894995445 |
11 | 0.151140273494568 |
12 | 0.602555210115747 |
13 | 0.0119183980153662 |
14 | -0.110661517458544 |
15 | 0.0903813869165657 |
16 | -0.107589772264368 |