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 | -0.0446967070617848 |
-13 | -0.0466767526667508 |
-12 | -0.102697892852128 |
-11 | -0.115837902142051 |
-10 | -0.147543256745081 |
-9 | -0.184333653138963 |
-8 | -0.214440316886550 |
-7 | -0.258167436332454 |
-6 | -0.293677615894689 |
-5 | -0.324833516420717 |
-4 | -0.344820413940771 |
-3 | -0.384447249855118 |
-2 | -0.42319285160419 |
-1 | -0.48062040656443 |
0 | -0.581572133469346 |
1 | -0.505688567812868 |
2 | -0.462660783714815 |
3 | -0.437196446339839 |
4 | -0.389961173633014 |
5 | -0.385170611957648 |
6 | -0.390054601482821 |
7 | -0.298329485597618 |
8 | -0.227475893697843 |
9 | -0.128225559488260 |
10 | -0.0736752578529426 |
11 | -0.0171602790642121 |
12 | 0.0532829138658654 |
13 | 0.143920617826559 |
14 | 0.183504019891004 |