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 | 0.170495180801813 |
-13 | 0.144230998108488 |
-12 | 0.137973670041207 |
-11 | 0.142654014837465 |
-10 | 0.130310151426536 |
-9 | 0.093920027928841 |
-8 | 0.0620663008243898 |
-7 | 0.0809031662580437 |
-6 | 0.121034085705948 |
-5 | 0.210942709447765 |
-4 | 0.316909069832869 |
-3 | 0.427760397330977 |
-2 | 0.553482527391559 |
-1 | 0.70352990477677 |
0 | 0.828893545680003 |
1 | 0.687501555216826 |
2 | 0.510112335711335 |
3 | 0.343305780273967 |
4 | 0.220411533370774 |
5 | 0.122818709983067 |
6 | 0.0217887975594757 |
7 | -0.0422599886915047 |
8 | -0.102087369121626 |
9 | -0.107474167998207 |
10 | -0.0928194155347422 |
11 | -0.0791766406643956 |
12 | -0.0443257874100468 |
13 | -0.00133848939092940 |
14 | 0.0419563158285009 |