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 | 0.164061889602669 |
-13 | 0.212386417610703 |
-12 | 0.195784202812309 |
-11 | 0.120918048670110 |
-10 | 0.0455858961968153 |
-9 | 0.113937741474246 |
-8 | 0.0325962442986329 |
-7 | -0.096268240175603 |
-6 | -0.000863732770044818 |
-5 | -0.0154065355890826 |
-4 | 0.131988176512996 |
-3 | 0.123829639254691 |
-2 | 0.224950805503759 |
-1 | 0.379838629290277 |
0 | 0.188266862751642 |
1 | 0.145117834234878 |
2 | -0.0049605684457078 |
3 | 0.153316634220588 |
4 | -0.0657533961393744 |
5 | -0.107859012833193 |
6 | -0.117688718553004 |
7 | -0.00546046292359354 |
8 | 0.0570642515467008 |
9 | 0.0807139173865132 |
10 | 0.143049402932985 |
11 | 0.212958466668887 |
12 | 0.0605076284620614 |
13 | 0.0260631304411233 |
14 | -0.0198199907506801 |