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]) |
-16 | -0.0913051511849145 |
-15 | -0.144375591107768 |
-14 | -0.166480458073497 |
-13 | -0.141482552080097 |
-12 | -0.141172047275279 |
-11 | -0.0844579464209959 |
-10 | -0.0612015956752783 |
-9 | -0.0535109196538310 |
-8 | -0.0400075449001901 |
-7 | -0.0362814499516174 |
-6 | -0.0439551428409774 |
-5 | -0.0781072153720038 |
-4 | -0.106365132700052 |
-3 | -0.170973776938198 |
-2 | -0.181718731645461 |
-1 | -0.152464247291528 |
0 | -0.122820474605874 |
1 | -0.0203559523215509 |
2 | 0.0145970919546761 |
3 | 0.0548755719369079 |
4 | 0.0838826522589884 |
5 | 0.0975926523092633 |
6 | 0.120536818798991 |
7 | 0.066193392200727 |
8 | 0.0216324540239812 |
9 | -0.0717771658096042 |
10 | -0.130552547917398 |
11 | -0.111853646577751 |
12 | -0.104316106334113 |
13 | -0.0362809418034243 |
14 | -0.00370265102200845 |
15 | 0.0216774891365486 |
16 | 0.0445992052236863 |