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 | -0.179695923041466 |
-13 | -0.0746256626514006 |
-12 | 0.465610485201663 |
-11 | 0.0478230924362985 |
-10 | -0.270455007530446 |
-9 | -0.256174389562238 |
-8 | -0.182775666231738 |
-7 | 0.0610210109515518 |
-6 | 0.168180207676889 |
-5 | 0.23998057641088 |
-4 | -0.207960257649896 |
-3 | -0.264937409579879 |
-2 | -0.317131747988862 |
-1 | -0.109689656376152 |
0 | 0.669402558855973 |
1 | 0.0482236481243995 |
2 | -0.261022999758397 |
3 | -0.288245409299749 |
4 | -0.182901117824859 |
5 | 0.163733446432813 |
6 | 0.297429761382786 |
7 | 0.189471913474940 |
8 | -0.193917653239945 |
9 | -0.177416550468062 |
10 | -0.22575046887886 |
11 | 0.00505196930813801 |
12 | 0.600798781084409 |
13 | 0.0435654691794933 |
14 | -0.0852157357492086 |