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 | 0.0198746756855983 |
-13 | 0.0264801317471719 |
-12 | 0.149126346324686 |
-11 | 0.141578032916643 |
-10 | 0.121136675718853 |
-9 | -0.0196976718630122 |
-8 | 0.0553471980191682 |
-7 | -0.00217183860203929 |
-6 | -0.00961659822957796 |
-5 | -0.0361599579445211 |
-4 | -0.0436015822299396 |
-3 | 0.27794313753517 |
-2 | 0.0774134396694521 |
-1 | 0.105280477834578 |
0 | -0.130544603011352 |
1 | -0.164854101125079 |
2 | -0.0296861518921031 |
3 | -0.0308050948879101 |
4 | -0.109367370041750 |
5 | -0.0408002913256777 |
6 | -0.028748443124177 |
7 | -0.116078459931194 |
8 | -0.143082095504991 |
9 | -0.0586137005202508 |
10 | -0.178585934354676 |
11 | -0.0861450960959048 |
12 | -0.168925782389366 |
13 | -0.0906556454021044 |
14 | -0.0585232448660899 |