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 | 1 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t-k]) |
-14 | 0.0572180745776918 |
-13 | 0.0266147603752456 |
-12 | -0.0113331212933773 |
-11 | 0.000105788657027974 |
-10 | 0.00274042301458564 |
-9 | -0.0878051698009527 |
-8 | 0.106241911743602 |
-7 | 0.00454029135335749 |
-6 | 0.00331305526167502 |
-5 | -0.0619068207315195 |
-4 | 0.0359178791657364 |
-3 | 0.131537674595378 |
-2 | -0.0200438820512832 |
-1 | -0.0125062941211091 |
0 | -0.111919723393870 |
1 | 0.0274910236020369 |
2 | -0.0690273909446247 |
3 | -0.136485339948451 |
4 | -0.0160025800124983 |
5 | -0.0409492695194683 |
6 | 0.0513475346972861 |
7 | 0.036428119483888 |
8 | 0.0187339437774490 |
9 | -0.0372348310521912 |
10 | 0.0306830940460059 |
11 | 0.0572338552060882 |
12 | 0.0496173641339319 |
13 | 0.0430463396930398 |
14 | -0.139664990453405 |