Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 1 |
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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-14 | 0.130338501406128 |
-13 | -0.0829687905325172 |
-12 | -0.165179091896382 |
-11 | 0.00255757228674377 |
-10 | 0.152306844754602 |
-9 | -0.132420912073383 |
-8 | -0.0594375672565655 |
-7 | 0.0153876564934375 |
-6 | -0.099338047690845 |
-5 | -0.0376793798276721 |
-4 | 0.0520492267257836 |
-3 | 0.18321335372656 |
-2 | -0.0363152304892941 |
-1 | -0.0131915780971010 |
0 | 0.284704253206283 |
1 | 0.278757054979955 |
2 | -0.0386534634926205 |
3 | -0.145919562107989 |
4 | -0.142065196920920 |
5 | -0.0854291463315802 |
6 | -0.0590512598472598 |
7 | 0.0938997382919324 |
8 | -0.0654020216382294 |
9 | -0.00972505582154386 |
10 | -0.086337180019037 |
11 | 0.105363828899928 |
12 | -0.0225271846158958 |
13 | -0.153382014154465 |
14 | -0.0348617743830117 |