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 | -0.0322519751698984 |
-13 | -0.0880047126495511 |
-12 | -0.122962704376887 |
-11 | -0.08246827303282 |
-10 | -0.064242399163168 |
-9 | -0.128280826338116 |
-8 | -0.112639104622952 |
-7 | -0.0475290665669814 |
-6 | 0.0176008980522617 |
-5 | 0.112533236538994 |
-4 | 0.229914692584516 |
-3 | 0.325278422984309 |
-2 | 0.356499718018626 |
-1 | 0.386593279830058 |
0 | 0.427903059737979 |
1 | 0.347795148547843 |
2 | 0.146662674008181 |
3 | -0.0472477374393098 |
4 | -0.174619743620211 |
5 | -0.226967819566347 |
6 | -0.236714160114840 |
7 | -0.216252678947898 |
8 | -0.249152694360936 |
9 | -0.254790356378027 |
10 | -0.240027928186681 |
11 | -0.186594572780471 |
12 | -0.176522078769344 |
13 | -0.190607511038966 |
14 | -0.163142689418874 |