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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | 0.08968260970494 |
-12 | 0.114357647059931 |
-11 | -0.231508218508779 |
-10 | 0.204043711891569 |
-9 | -0.000417024699995516 |
-8 | -0.220956602539897 |
-7 | 0.309610061841899 |
-6 | -0.112137250803511 |
-5 | -0.00748359984774302 |
-4 | 0.150581718175754 |
-3 | -0.210996540631447 |
-2 | 0.193849610611531 |
-1 | 0.225958307594823 |
0 | -0.48280540240652 |
1 | 0.46303307618034 |
2 | -0.0614321754194454 |
3 | -0.130889723645301 |
4 | 0.139808360358596 |
5 | -0.0304683301212781 |
6 | -0.255578676884931 |
7 | 0.174273226438876 |
8 | -0.133076386954223 |
9 | 0.0338378515090013 |
10 | -0.0788584251555692 |
11 | -0.118871929208391 |
12 | 0.140023964810764 |
13 | 0.0200638980035061 |