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 | 0.227618925827417 |
-13 | 0.224916319736776 |
-12 | 0.0452012004413228 |
-11 | -0.0982557355439359 |
-10 | -0.189174928686357 |
-9 | -0.097550557517969 |
-8 | -0.0538474155810722 |
-7 | 0.0291865143081684 |
-6 | -0.0205309392280045 |
-5 | -0.101514480356238 |
-4 | -0.0132088657035343 |
-3 | 0.0911980673808058 |
-2 | 0.26199735524077 |
-1 | 0.247972688350486 |
0 | 0.0450421160019123 |
1 | -0.10537173738264 |
2 | -0.214611242497248 |
3 | -0.0832030273838107 |
4 | -0.0347919678511428 |
5 | 0.0338492592307934 |
6 | -0.062041534658731 |
7 | -0.189593406612871 |
8 | -0.118870043141821 |
9 | 0.0161298424367111 |
10 | 0.235017854670691 |
11 | 0.257145483423005 |
12 | 0.0357452422887536 |
13 | -0.087469865499086 |
14 | -0.211306731944128 |