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]) |
-15 | 0.0611839294781397 |
-14 | 0.0299236556414017 |
-13 | -0.00227272558885762 |
-12 | -0.00142311865260527 |
-11 | -0.00028150209658288 |
-10 | -0.0107252624167957 |
-9 | -0.00226384491352358 |
-8 | 0.00505258750170296 |
-7 | 0.0095488217470451 |
-6 | 0.0406773113380649 |
-5 | 0.0559066455789736 |
-4 | 0.0657708269973136 |
-3 | 0.090426203820895 |
-2 | 0.099564552715452 |
-1 | 0.134241867350567 |
0 | 0.174349303455712 |
1 | 0.149539538770960 |
2 | 0.116663182986962 |
3 | 0.0622612472652278 |
4 | 0.0146579661358426 |
5 | -0.0356781897125389 |
6 | -0.0884531148973251 |
7 | -0.160063359144886 |
8 | -0.216931309119703 |
9 | -0.260440168283843 |
10 | -0.318567671714271 |
11 | -0.411170473555348 |
12 | -0.505442201189799 |
13 | -0.478923241442485 |
14 | -0.524967973620419 |
15 | -0.577949680736908 |