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 | -0.278407207772933 |
-13 | -0.0320970715728193 |
-12 | 0.105048525159796 |
-11 | -0.087149742941734 |
-10 | -0.00643666237451991 |
-9 | 0.212582338958719 |
-8 | -0.0786041132362204 |
-7 | 0.00395921376264687 |
-6 | -0.0328183540800742 |
-5 | -0.0867107014155792 |
-4 | 0.0231437604501625 |
-3 | -0.0427751886910855 |
-2 | -0.205832075494087 |
-1 | 0.286098274507895 |
0 | 0.286788196906138 |
1 | 0.0131869258391505 |
2 | 0.0124970034409072 |
3 | 0.0663893507764124 |
4 | 0.000940803270331797 |
5 | -0.235192977555693 |
6 | -0.0429947094541624 |
7 | -0.0191688666330100 |
8 | -0.00968243365716457 |
9 | -0.0478398462963711 |
10 | -0.0212386338277399 |
11 | -0.0219285562259838 |
12 | -0.0226184786242272 |
13 | -0.0505995358893443 |
14 | -0.0138219680466244 |