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 | -0.180287902701044 |
-13 | -0.131878993129685 |
-12 | -0.0578514357399949 |
-11 | -0.0720173492870805 |
-10 | 0.0104876437371261 |
-9 | 0.0478204427864289 |
-8 | 0.13156475502469 |
-7 | 0.205667499187403 |
-6 | 0.145823694119810 |
-5 | 0.0873626107575822 |
-4 | 0.177491234453361 |
-3 | 0.177131384082490 |
-2 | 0.189799794715713 |
-1 | 0.242357687828097 |
0 | 0.290525215000699 |
1 | 0.220416444696427 |
2 | 0.258320330555037 |
3 | 0.179311008553663 |
4 | 0.155403423451591 |
5 | 0.115556240061601 |
6 | 0.0413347665122204 |
7 | 0.0190972160030159 |
8 | 0.0307122964142452 |
9 | -0.0724507794295444 |
10 | -0.0812278587267688 |
11 | -0.0608529716358435 |
12 | -0.131927714447459 |
13 | -0.192167471572635 |
14 | -0.165395226367884 |