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 | -0.261423175249815 |
-13 | -0.234411644257932 |
-12 | -0.130373515831582 |
-11 | -0.106748470918852 |
-10 | -0.0631143790296958 |
-9 | 0.0410300090623117 |
-8 | 0.140080701880574 |
-7 | 0.162047300030325 |
-6 | 0.266111686860931 |
-5 | 0.276998486697201 |
-4 | 0.306826794543292 |
-3 | 0.332316872237246 |
-2 | 0.361275358928289 |
-1 | 0.342918011635815 |
0 | 0.354732530073943 |
1 | 0.285314009718786 |
2 | 0.240229870747509 |
3 | 0.267290794347297 |
4 | 0.209697414585283 |
5 | 0.151655332786778 |
6 | 0.108097862584555 |
7 | -0.0104593370277434 |
8 | -0.0582782695857475 |
9 | -0.09526774326797 |
10 | -0.180138141830387 |
11 | -0.197524943308236 |
12 | -0.238099837400926 |
13 | -0.258914175353065 |
14 | -0.237214632194206 |