Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 2 |
Degree of non-seasonal differencing (d) of X series | 0 |
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 | -0.236878816637471 |
-12 | -0.148649542651729 |
-11 | -0.0683785054810734 |
-10 | -0.272795446919219 |
-9 | -0.090497218932574 |
-8 | -0.111384503283099 |
-7 | -0.278667904968671 |
-6 | -0.0415440511683481 |
-5 | -0.133159230519465 |
-4 | -0.0881103432064386 |
-3 | 0.0694693532834479 |
-2 | -0.113598049590272 |
-1 | 0.126561923329477 |
0 | 0.368600245272370 |
1 | -0.087191622345313 |
2 | 0.367926530569552 |
3 | 0.296468944266615 |
4 | 0.172612194601608 |
5 | 0.311543510713682 |
6 | 0.283309453983304 |
7 | 0.0481449019127675 |
8 | 0.208902240642109 |
9 | 0.0858131619101266 |
10 | 0.133585227334953 |
11 | 0.0420894146963669 |
12 | -0.0753885228712512 |
13 | 0.0770471458123676 |