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 | -0.0908304864400041 |
-13 | -0.0896203130864376 |
-12 | 0.374413522907682 |
-11 | -0.121736822924141 |
-10 | -0.463606884665963 |
-9 | -0.0745960925135827 |
-8 | -0.195237498487660 |
-7 | -0.170258052475694 |
-6 | 0.218902055048848 |
-5 | -0.203045504804637 |
-4 | -0.382930577998998 |
-3 | 0.0455515882353992 |
-2 | -0.327976926600135 |
-1 | -0.179615711700906 |
0 | 0.426110755276917 |
1 | -0.266421777721402 |
2 | -0.493483288874767 |
3 | -0.157401678580312 |
4 | -0.408826129685478 |
5 | -0.181716456315787 |
6 | 0.219230767644708 |
7 | -0.200492110365574 |
8 | -0.22133479391612 |
9 | 0.0840914562976118 |
10 | -0.278044834771206 |
11 | 0.0311390684399311 |
12 | 0.435959037780456 |
13 | -0.138160232453282 |
14 | -0.253377341466388 |