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 | 0.178291224660158 |
-13 | -0.0473195527734976 |
-12 | -0.0976714888193716 |
-11 | -0.0440148397941665 |
-10 | 0.101979239588864 |
-9 | 0.235535252408833 |
-8 | 0.0618526981461547 |
-7 | -0.164689566274809 |
-6 | -0.172146671646562 |
-5 | -0.0743382856074419 |
-4 | 0.0592902729280491 |
-3 | 0.153766945163432 |
-2 | 0.00702165144160846 |
-1 | -0.276586316450160 |
0 | -0.345506639294217 |
1 | -0.280236816855251 |
2 | -0.150819585469649 |
3 | -0.051579299006662 |
4 | -0.0979345326747408 |
5 | -0.352167234164229 |
6 | -0.401488136682866 |
7 | -0.241234001636868 |
8 | -0.0783329843416653 |
9 | 0.0486152054344975 |
10 | -0.0781803757926695 |
11 | -0.291177678032245 |
12 | -0.276584146987811 |
13 | -0.124105254458037 |
14 | -0.0511750190068446 |