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]) |
-16 | -0.0498388532403763 |
-15 | -0.0804981756120672 |
-14 | -0.109461363042819 |
-13 | -0.132582895120994 |
-12 | -0.183062799455178 |
-11 | -0.187122982217569 |
-10 | -0.162037477594858 |
-9 | -0.0985372126967116 |
-8 | -0.0420559768142627 |
-7 | -0.0157917186637778 |
-6 | -0.0306531416696164 |
-5 | -0.100852547995769 |
-4 | -0.129420559958726 |
-3 | -0.136447880468952 |
-2 | -0.153690528866456 |
-1 | -0.176851050692258 |
0 | -0.215356079251745 |
1 | -0.171249488840212 |
2 | -0.103437690747460 |
3 | -0.0103986065212486 |
4 | 0.0753781165804042 |
5 | 0.127045740797720 |
6 | 0.136497957959726 |
7 | 0.121851445745851 |
8 | 0.0996425172809738 |
9 | 0.0740409137856076 |
10 | 0.0028174642111981 |
11 | -0.0705750706653089 |
12 | -0.0962560154566338 |
13 | -0.0521175381166776 |
14 | 0.00323330798368672 |
15 | 0.0429478046858245 |
16 | 0.0651116686679851 |