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 | -0.472172787344934 |
-13 | -0.450133345300848 |
-12 | -0.404564463837094 |
-11 | -0.365057381864755 |
-10 | -0.35385848926046 |
-9 | -0.343597018049233 |
-8 | -0.323080499543240 |
-7 | -0.274606946429378 |
-6 | -0.187121370421201 |
-5 | -0.0204580249455016 |
-4 | 0.201295096630334 |
-3 | 0.443562820088749 |
-2 | 0.663940484650641 |
-1 | 0.824750624334763 |
0 | 0.89408826177417 |
1 | 0.816536106644442 |
2 | 0.6802857767562 |
3 | 0.503377178986529 |
4 | 0.327616921627024 |
5 | 0.150359717390068 |
6 | 0.0173104256149850 |
7 | -0.0726428853737322 |
8 | -0.137611952458991 |
9 | -0.205410373212643 |
10 | -0.238238650277694 |
11 | -0.254715598968404 |
12 | -0.262641304917106 |
13 | -0.269433577969045 |
14 | -0.264890677931338 |