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 | -0.535664561071397 |
-13 | -0.490762514874049 |
-12 | -0.442444608713413 |
-11 | -0.427267969979191 |
-10 | -0.429220175112507 |
-9 | -0.393875085703153 |
-8 | -0.324136066217198 |
-7 | -0.228577170324752 |
-6 | -0.143833359367998 |
-5 | -0.0828533492296846 |
-4 | -0.0194283571383799 |
-3 | 0.07624723902943 |
-2 | 0.174983017399535 |
-1 | 0.247336266909176 |
0 | 0.284152846547866 |
1 | 0.300837930851888 |
2 | 0.320686439035904 |
3 | 0.349875143085842 |
4 | 0.359015591817829 |
5 | 0.343100376446134 |
6 | 0.312533094273763 |
7 | 0.277216203589742 |
8 | 0.25029737147763 |
9 | 0.220666057020064 |
10 | 0.192642546048065 |
11 | 0.171124324491527 |
12 | 0.155829891369373 |
13 | 0.154349237271893 |
14 | 0.156943129296289 |