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 | 0.311098601376949 |
-15 | -0.0504538445228791 |
-14 | -0.350043418318191 |
-13 | -0.180453295812618 |
-12 | 0.5980182117469 |
-11 | 0.108825924615834 |
-10 | -0.162435586372729 |
-9 | -0.144253714551485 |
-8 | 0.0941535747226224 |
-7 | -0.0806856023719029 |
-6 | -0.0481206271728944 |
-5 | 0.146778759480242 |
-4 | 0.397756640486587 |
-3 | -0.0441701261101441 |
-2 | -0.382462641153071 |
-1 | -0.161156565329805 |
0 | 0.778525818782722 |
1 | 0.199666364700100 |
2 | -0.14218648378068 |
3 | -0.148114814292202 |
4 | 0.118375308961345 |
5 | -0.099142191610356 |
6 | -0.0880438134618172 |
7 | 0.126861078516045 |
8 | 0.358452971837856 |
9 | -0.120214684042824 |
10 | -0.405483295400747 |
11 | -0.240166295392919 |
12 | 0.550927770830545 |
13 | 0.0789229681594965 |
14 | -0.202983378781811 |
15 | -0.203804492209926 |
16 | -0.00272371846830098 |