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 | -0.342556664938445 |
-13 | -0.288459974087982 |
-12 | -0.285226199488210 |
-11 | -0.179625290694442 |
-10 | -0.125484687598799 |
-9 | -0.085836188652762 |
-8 | 0.137787532153065 |
-7 | 0.0707163636610737 |
-6 | 0.0372274028742668 |
-5 | -0.0431079758068501 |
-4 | -0.117843261994764 |
-3 | -0.136185825429610 |
-2 | -0.312404344414922 |
-1 | -0.226455978095563 |
0 | -0.180770094222519 |
1 | -0.107052173000289 |
2 | -0.0275877253294922 |
3 | 0.0280933683505044 |
4 | 0.216166565985094 |
5 | 0.140480680710933 |
6 | 0.0964505520494997 |
7 | 0.000181141367180606 |
8 | -0.0456005330523313 |
9 | -0.0356896630669736 |
10 | -0.124329852711346 |
11 | -0.0893078268518646 |
12 | -0.058152449223357 |
13 | 0.00222533121994599 |
14 | 0.0492069361649364 |