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 | 0.0603561113376543 |
-13 | -0.074388587933799 |
-12 | -0.0894221073351754 |
-11 | 0.00629591601039106 |
-10 | 0.129414478715068 |
-9 | -0.109592193265415 |
-8 | -0.302983181219141 |
-7 | -0.173255042037201 |
-6 | -0.178140526002475 |
-5 | 0.0292414672312031 |
-4 | 0.343854756139296 |
-3 | 0.0730803286438329 |
-2 | -0.102679836905115 |
-1 | -0.139101005751019 |
0 | -0.114296751158855 |
1 | -0.00294015776406485 |
2 | -0.0459101289170993 |
3 | -0.0926892935561442 |
4 | -0.0649740464012369 |
5 | 0.0399022574536168 |
6 | -0.167726003539841 |
7 | 0.235044743026208 |
8 | 0.0949669866825292 |
9 | -0.148780972434953 |
10 | -0.102331570945005 |
11 | -0.086555466243168 |
12 | 0.0347638144604283 |
13 | 0.239723830462036 |
14 | 0.0617319815282391 |