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 | -0.151078282445675 |
-15 | -0.173879023035049 |
-14 | -0.104171376916229 |
-13 | -0.103379045378887 |
-12 | -0.255314097408877 |
-11 | -0.206965257515599 |
-10 | -0.175734295964624 |
-9 | -0.114009747415331 |
-8 | -0.105686841416423 |
-7 | -0.0832347391325278 |
-6 | -0.0918731451019752 |
-5 | -0.116129506789141 |
-4 | -0.154598169682068 |
-3 | -0.177160355295906 |
-2 | -0.0982713281641798 |
-1 | -0.0680994440109006 |
0 | -0.233815285978309 |
1 | -0.139175361337849 |
2 | -0.115925745674239 |
3 | -0.00162320095162495 |
4 | 0.0885012612715223 |
5 | 0.0624902221410574 |
6 | 0.0439907000605244 |
7 | -0.0302880331652250 |
8 | -0.133284331297200 |
9 | -0.0966359711573783 |
10 | -0.0416315677726355 |
11 | -0.0135352106712087 |
12 | -0.121758695992472 |
13 | -0.0215028999061124 |
14 | 0.0327278351635791 |
15 | 0.135767912134577 |
16 | 0.210189147155829 |