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 | -0.0214318135047094 |
-13 | -0.0280118683990875 |
-12 | -0.0540046200424858 |
-11 | -0.0974078599861263 |
-10 | -0.160190785196096 |
-9 | -0.219138731156151 |
-8 | -0.213543295765072 |
-7 | -0.228935271641993 |
-6 | -0.27387845057989 |
-5 | -0.234520558398038 |
-4 | -0.293044807350368 |
-3 | -0.282208705943040 |
-2 | -0.338567526922648 |
-1 | -0.388934765868255 |
0 | -0.431143891243687 |
1 | -0.352460052967581 |
2 | -0.280903925257331 |
3 | -0.277854983830951 |
4 | -0.245741097612394 |
5 | -0.191752093684225 |
6 | -0.174467449232823 |
7 | -0.189309484315146 |
8 | -0.104759560743068 |
9 | -0.054956396225145 |
10 | -0.0427570260988439 |
11 | 0.0255088835989993 |
12 | 0.0712931496457231 |
13 | 0.129786112989034 |
14 | 0.152904605407627 |