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 | 0.184380457918534 |
-13 | 0.212528225244194 |
-12 | -0.179866532339249 |
-11 | -0.368909662403477 |
-10 | 0.0330106321091411 |
-9 | 0.00115879618289457 |
-8 | -0.0325337402785099 |
-7 | 0.298251825249407 |
-6 | 0.0929983919405215 |
-5 | -0.375346144027658 |
-4 | -0.118993971917313 |
-3 | 0.099254615733515 |
-2 | 0.194304700687420 |
-1 | 0.362831483081113 |
0 | -0.113810708631561 |
1 | -0.340632165938302 |
2 | 0.085194995140856 |
3 | -0.0462424461455985 |
4 | -0.089352239607855 |
5 | 0.429550984893491 |
6 | 0.196644708182714 |
7 | -0.363021385533852 |
8 | -0.204878982211949 |
9 | 0.0437191568637941 |
10 | 0.105038335586105 |
11 | 0.305089672629058 |
12 | -0.0804452884158739 |
13 | -0.264860038861465 |
14 | 0.0943523667229226 |