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 | 0.0582761567099362 |
-13 | 0.0178439047263215 |
-12 | -0.0441827888296049 |
-11 | -0.144465648426912 |
-10 | -0.120512598109105 |
-9 | -0.0244323644019991 |
-8 | 0.155204968071697 |
-7 | 0.219721794157821 |
-6 | 0.0693525300187257 |
-5 | 0.0734734807889799 |
-4 | -0.0254726676903306 |
-3 | -0.0142655374993733 |
-2 | 0.0488133463341726 |
-1 | 0.0195786382598313 |
0 | -0.0778789523996107 |
1 | -0.173181546936523 |
2 | -0.179200581480180 |
3 | -0.0403555617301439 |
4 | 0.185094994361946 |
5 | 0.244462069927505 |
6 | 0.0404970552477976 |
7 | -0.0167219263180434 |
8 | -0.131357366852413 |
9 | -0.0631923854086826 |
10 | 0.0518794226679357 |
11 | 0.0685959806682362 |
12 | -0.0205913330569133 |
13 | -0.118841134034709 |
14 | -0.144931541716747 |