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]) |
-15 | 0.115945738256742 |
-14 | 0.248149663185753 |
-13 | 0.421445500705246 |
-12 | 0.538082220474887 |
-11 | 0.445237598776227 |
-10 | 0.281210899708371 |
-9 | 0.123781986788508 |
-8 | 0.0492809909954446 |
-7 | 0.0625889038122867 |
-6 | 0.0955759862057532 |
-5 | 0.109383766615398 |
-4 | 0.119204258207858 |
-3 | 0.194126619540689 |
-2 | 0.333632572979209 |
-1 | 0.526180187457516 |
0 | 0.652452816362272 |
1 | 0.519445607707204 |
2 | 0.304646544636253 |
3 | 0.106918484196167 |
4 | -0.0160119064726997 |
5 | -0.0662592187629319 |
6 | -0.100131381397642 |
7 | -0.158857333608134 |
8 | -0.226073577664128 |
9 | -0.206904778374564 |
10 | -0.108162651234845 |
11 | 0.0512482541683702 |
12 | 0.159119431695256 |
13 | 0.0634244841212629 |
14 | -0.0989469743700575 |
15 | -0.245373472285722 |