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 | -0.0949036323807035 |
-15 | 0.0244495962296422 |
-14 | -0.100073335785255 |
-13 | 0.0250457800472754 |
-12 | 0.436910351606634 |
-11 | 0.00988137256266165 |
-10 | -0.204153871452883 |
-9 | 0.0163820823857289 |
-8 | -0.0838651402376216 |
-7 | 0.0716124042006511 |
-6 | 0.293395647881458 |
-5 | 0.119749271209492 |
-4 | 0.0399189158914294 |
-3 | 0.208359812754977 |
-2 | -0.0217236949071002 |
-1 | 0.192419199243157 |
0 | 0.604664328209351 |
1 | 0.0788012723171934 |
2 | 0.0250403647959459 |
3 | 0.146462960407287 |
4 | -0.0430434545938679 |
5 | 0.168763695938089 |
6 | 0.290276400496628 |
7 | 0.0504585721979536 |
8 | 0.0458566978802136 |
9 | 0.181044296189260 |
10 | -0.118406472823555 |
11 | 0.131636135333294 |
12 | 0.401784790241174 |
13 | -0.0262368561627115 |
14 | 0.0245254841084851 |
15 | 0.00988659604286464 |
16 | -0.134748297622974 |