Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0.8 |
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 | 0.163836150159792 |
-13 | 0.210059697473169 |
-12 | 0.197983714731124 |
-11 | 0.119917367735499 |
-10 | 0.0465996985205035 |
-9 | 0.112992208242562 |
-8 | 0.0313954387588195 |
-7 | -0.0938100086597455 |
-6 | -0.00344984206397549 |
-5 | -0.0149739290627079 |
-4 | 0.134124444380226 |
-3 | 0.125909636611306 |
-2 | 0.226246523382633 |
-1 | 0.37929632115464 |
0 | 0.192779796595279 |
1 | 0.146772047110428 |
2 | -0.00417938568486774 |
3 | 0.151740249836177 |
4 | -0.0662877774290374 |
5 | -0.108100641167133 |
6 | -0.120783306042374 |
7 | -0.00447138069005909 |
8 | 0.059252123147986 |
9 | 0.0831584312198996 |
10 | 0.144107414232115 |
11 | 0.214470591378432 |
12 | 0.0642068710328209 |
13 | 0.0258213120367760 |
14 | -0.0202337739473857 |