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]) |
-14 | 0.0222692710116966 |
-13 | -0.0109274298922471 |
-12 | -0.0309264404584145 |
-11 | -0.0177514753001981 |
-10 | 0.000486143861572877 |
-9 | -0.0347117139389651 |
-8 | -0.0880471994725938 |
-7 | -0.110422570282860 |
-6 | -0.0900208224049695 |
-5 | -0.0461620879870704 |
-4 | -0.0098222044986476 |
-3 | -0.0387633544953744 |
-2 | -0.0692054998879115 |
-1 | -0.102720972764010 |
0 | -0.133563419145099 |
1 | -0.115129029368574 |
2 | -0.0836889909114708 |
3 | -0.0608809444329339 |
4 | -0.0344684807574314 |
5 | -0.00102749295420009 |
6 | 0.0227501973738456 |
7 | 0.0470975754159311 |
8 | 0.0388411603757083 |
9 | 0.0190732556576520 |
10 | 0.0215122833703528 |
11 | 0.0259436933845332 |
12 | 0.039576093385154 |
13 | 0.056943517301799 |
14 | 0.0425194878904026 |