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 | -0.164719174876182 |
-13 | -0.0326767144251964 |
-12 | 0.483614768554822 |
-11 | -0.0840628361523801 |
-10 | -0.262133011701324 |
-9 | 0.126811421644659 |
-8 | -0.0199022953625867 |
-7 | 0.124255532466289 |
-6 | 0.457041260698231 |
-5 | 0.170483152103421 |
-4 | 0.0175406780967822 |
-3 | 0.243411806388148 |
-2 | -0.0043080528079465 |
-1 | 0.292043732671700 |
0 | 0.929677395527084 |
1 | 0.159081585884604 |
2 | 0.0132023268274736 |
3 | 0.308333306010285 |
4 | 0.0630764040981672 |
5 | 0.27450500515652 |
6 | 0.529002963562695 |
7 | 0.184499309695389 |
8 | 0.0765189274345618 |
9 | 0.152477316148184 |
10 | -0.189658830040594 |
11 | 0.152815600273794 |
12 | 0.590573965493263 |
13 | -0.0150288058975184 |
14 | -0.0487995259261033 |