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 | -0.0242069834133049 |
-13 | 0.075925170901397 |
-12 | 0.274040443458284 |
-11 | -0.0839709152038067 |
-10 | -0.103112831465645 |
-9 | 0.226956265376582 |
-8 | 0.0846310238704992 |
-7 | 0.216820080016448 |
-6 | 0.481004291542944 |
-5 | 0.185418209509718 |
-4 | 0.174632226344121 |
-3 | 0.386750588699828 |
-2 | 0.301961733751354 |
-1 | 0.520155767102704 |
0 | 0.775758457594566 |
1 | 0.26529879172083 |
2 | 0.215405695197027 |
3 | 0.490531582300052 |
4 | 0.241854109242590 |
5 | 0.363571317670225 |
6 | 0.550231091128387 |
7 | 0.163150852083361 |
8 | 0.161930319423272 |
9 | 0.244139805661086 |
10 | 0.0655472125786575 |
11 | 0.280474359510570 |
12 | 0.43742706764676 |
13 | 0.0358402715607329 |
14 | 0.0537774425731114 |