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 | 0.233307876107778 |
-13 | 0.0746486180463468 |
-12 | -0.0109349889956679 |
-11 | -0.0618215763660356 |
-10 | 0.0854980911036268 |
-9 | 0.0679298828719722 |
-8 | -0.036573669973652 |
-7 | -0.415105460365629 |
-6 | -0.502058015603677 |
-5 | -0.381928457311033 |
-4 | -0.116888121146437 |
-3 | 0.300769042812442 |
-2 | 0.312423840770644 |
-1 | 0.136327164277956 |
0 | 0.0416153812644781 |
1 | -0.0851439525115123 |
2 | 0.0376741492549156 |
3 | 0.0035982471787885 |
4 | -0.0442801621215697 |
5 | -0.251741277451132 |
6 | -0.368448007428122 |
7 | -0.308384884140803 |
8 | -0.0745755820938913 |
9 | 0.219349043494542 |
10 | 0.249255472253166 |
11 | 0.123718889968438 |
12 | 0.0407691563748763 |
13 | 0.00190563552150646 |
14 | 0.143190230037465 |