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 | -0.0153840522984341 |
-13 | 0.0536500696310776 |
-12 | 0.0375169314130393 |
-11 | 0.0791268908621234 |
-10 | 0.00276216615929409 |
-9 | 0.0122079844276299 |
-8 | 0.0184543170732490 |
-7 | 0.0544948015494563 |
-6 | 0.0295080602590330 |
-5 | 0.0190121109953047 |
-4 | -0.0135924532063486 |
-3 | -0.0156241547909325 |
-2 | 0.0251224513948789 |
-1 | 0.0267642333030437 |
0 | 0.108697868695571 |
1 | 0.0245804574018244 |
2 | 0.0300486435441409 |
3 | 0.0027263341774524 |
4 | 0.0156938437634908 |
5 | -0.0238508392518821 |
6 | -0.0538817078758968 |
7 | -0.0720964867398262 |
8 | 0.0110227076109603 |
9 | 0.0479609666243354 |
10 | 0.0282564801688767 |
11 | 0.0124116906551080 |
12 | -0.111013686860585 |
13 | -0.0915964205430388 |
14 | 0.00518406956188658 |