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 | -0.318766417384153 |
-13 | -0.343979075460775 |
-12 | -0.406758414596771 |
-11 | -0.469844041286493 |
-10 | -0.518871927302665 |
-9 | -0.509735922795792 |
-8 | -0.378631467900906 |
-7 | -0.205731117623427 |
-6 | -0.0324621271483723 |
-5 | 0.026992923561271 |
-4 | 0.0194073745606812 |
-3 | -0.00579283694406822 |
-2 | -0.030193623311627 |
-1 | -0.0190030436346836 |
0 | -0.0457384530394508 |
1 | -0.0960037921928015 |
2 | -0.146864732854261 |
3 | -0.141346076173297 |
4 | -0.00889965044044052 |
5 | 0.165020132359357 |
6 | 0.317552027579434 |
7 | 0.364077837354381 |
8 | 0.337687634905549 |
9 | 0.295315550903625 |
10 | 0.254594004870183 |
11 | 0.238923194907143 |
12 | 0.189019553958515 |
13 | 0.119545256590755 |
14 | 0.0576968719237927 |