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 | -0.0330957818190788 |
-14 | -0.036065280015209 |
-13 | -0.0295912295407584 |
-12 | 0.0111526979958373 |
-11 | 0.0922586804684858 |
-10 | 0.118860532916382 |
-9 | 0.189742326131273 |
-8 | 0.262507200637176 |
-7 | 0.283278720173008 |
-6 | 0.353471640894826 |
-5 | 0.420779372738018 |
-4 | 0.463974120174481 |
-3 | 0.407308051181712 |
-2 | 0.382149027831268 |
-1 | 0.374407588741736 |
0 | 0.440968940086218 |
1 | 0.331013515976491 |
2 | 0.314211272404298 |
3 | 0.255052547317528 |
4 | 0.137058238164304 |
5 | 0.0233868180306651 |
6 | -0.0886756015196858 |
7 | -0.171443198282909 |
8 | -0.265379583885865 |
9 | -0.374370831220206 |
10 | -0.474489939216587 |
11 | -0.537893244549307 |
12 | -0.612073794853585 |
13 | -0.586911100779377 |
14 | -0.60252035912822 |
15 | -0.609135120680295 |