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 | 0.122206252186164 |
-14 | 0.0959709798039556 |
-13 | 0.0538070659563453 |
-12 | 0.00767805691701154 |
-11 | -0.0223853411590364 |
-10 | -0.0246888906182769 |
-9 | -0.050755228974197 |
-8 | -0.0783808089750503 |
-7 | -0.0818001295893489 |
-6 | -0.100009915470717 |
-5 | -0.110143728820401 |
-4 | -0.107175520964164 |
-3 | -0.105733843389678 |
-2 | -0.102705888751376 |
-1 | -0.0916309387706902 |
0 | -0.117312955950979 |
1 | -0.138567861393758 |
2 | -0.145323567132032 |
3 | -0.177479571696424 |
4 | -0.206232399554411 |
5 | -0.265012615775516 |
6 | -0.314148805169649 |
7 | -0.340990184102431 |
8 | -0.387329327894205 |
9 | -0.411045950125004 |
10 | -0.437785759528276 |
11 | -0.491644185209847 |
12 | -0.535482179337438 |
13 | -0.514263097410426 |
14 | -0.537484418817909 |
15 | -0.551384644755478 |