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 | -0.103611100715584 |
-15 | 0.0557672658870658 |
-14 | 0.0113316214053786 |
-13 | -0.0912125609314215 |
-12 | 0.407816436647853 |
-11 | 0.189036890225021 |
-10 | -0.134941363419823 |
-9 | 0.0989821937384993 |
-8 | 0.082006602005774 |
-7 | 0.10686607840931 |
-6 | 0.249341172942017 |
-5 | 0.0914816933883628 |
-4 | -0.00866817052147003 |
-3 | 0.205210567054947 |
-2 | 0.00459163012440035 |
-1 | -0.00292355707927049 |
0 | 0.594173520940702 |
1 | 0.245127734377477 |
2 | -0.0398783249030764 |
3 | 0.118698158318365 |
4 | 0.0803912022961241 |
5 | 0.178951717153396 |
6 | 0.252692419410535 |
7 | -0.0140498071672764 |
8 | -0.0398650436327764 |
9 | 0.0868806982171519 |
10 | -0.222947586416883 |
11 | -0.069371552156338 |
12 | 0.439981783463522 |
13 | 0.0969988045519082 |
14 | -0.108023482551244 |
15 | -0.0646705488665673 |
16 | -0.060994104809245 |