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]) |
-15 | 0.184036805083017 |
-14 | 0.183320447012792 |
-13 | 0.185485548185623 |
-12 | 0.173199231859125 |
-11 | 0.147669742427323 |
-10 | 0.103208828192503 |
-9 | 0.0709661156950206 |
-8 | 0.0513828177753903 |
-7 | 0.030906912339949 |
-6 | 0.0456805189167262 |
-5 | 0.0384851199807854 |
-4 | 0.0331020876358828 |
-3 | 0.0382470724546528 |
-2 | 0.0245420871486526 |
-1 | 0.000886055316576601 |
0 | 0.0239646451298162 |
1 | -0.00643468389104479 |
2 | -0.0102831817476861 |
3 | -0.00657336425181349 |
4 | -0.0484238634565013 |
5 | -0.0880920560731036 |
6 | -0.117042170610119 |
7 | -0.151857021981057 |
8 | -0.164746989123328 |
9 | -0.188127640035074 |
10 | -0.214861508534734 |
11 | -0.215533273939667 |
12 | -0.221631957282935 |
13 | -0.247296733130578 |
14 | -0.273871086218667 |
15 | -0.325302691952383 |