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 | 1 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | 0.0417993665985482 |
-12 | 0.217417478161660 |
-11 | -0.113237021656213 |
-10 | 0.146343015668984 |
-9 | 0.00293676921982034 |
-8 | -0.065564286141792 |
-7 | 0.19630756722629 |
-6 | 0.107636912946185 |
-5 | 0.0103917948950055 |
-4 | 0.171135745711288 |
-3 | 0.080804242854339 |
-2 | -0.0781725679823032 |
-1 | 0.191442113984370 |
0 | 0.0318621375797071 |
1 | 0.052610769146903 |
2 | 0.224260111332286 |
3 | -0.0310073381951552 |
4 | -0.0631395634644694 |
5 | 0.0974422499761647 |
6 | -0.0753335292149743 |
7 | 0.0849382010355473 |
8 | 0.151002037396337 |
9 | -0.0118238590375328 |
10 | -0.015236433039932 |
11 | 0.0984541373498344 |
12 | 0.0118807584795173 |
13 | 0.0948540095153652 |