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 | -0.187171951401378 |
-13 | -0.147751060369374 |
-12 | 0.0460248797227359 |
-11 | 0.0630809747063627 |
-10 | -0.164937362987902 |
-9 | -0.038992040607542 |
-8 | -0.0265218712558144 |
-7 | 0.0820213946191847 |
-6 | 0.169321878189782 |
-5 | 0.0896943083968798 |
-4 | 0.334702125595229 |
-3 | 0.112771799801419 |
-2 | 0.135506547908928 |
-1 | 0.275987046873057 |
0 | 0.531765146951329 |
1 | 0.429836169780901 |
2 | 0.280551952907409 |
3 | 0.276665961874943 |
4 | 0.313014258621375 |
5 | 0.150191816823039 |
6 | 0.300274996579621 |
7 | 0.0858207753155049 |
8 | 0.368376620715231 |
9 | -0.0732287000896274 |
10 | -0.0359757477011307 |
11 | -0.101197879562345 |
12 | -0.0494163874975895 |
13 | -0.0923757951676731 |
14 | -0.224712386846301 |