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 | -2 |
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 | 0.0810938038380115 |
-12 | 0.304232705725053 |
-11 | -0.202469291527186 |
-10 | 0.152707971710018 |
-9 | -0.0677105051896198 |
-8 | -0.290809437445196 |
-7 | 0.159058463215349 |
-6 | -0.0402946866187471 |
-5 | -0.260061115517287 |
-4 | 0.114837890726032 |
-3 | -0.114829759088935 |
-2 | -0.287577094351474 |
-1 | 0.0296554210263577 |
0 | -0.448224006656535 |
1 | -0.123475461478978 |
2 | 0.227733401252619 |
3 | -0.191722670893751 |
4 | 0.0009977148594156 |
5 | 0.147286062714674 |
6 | -0.139535248728912 |
7 | 0.0402881963146388 |
8 | 0.0786808156153546 |
9 | -0.166581678382475 |
10 | 0.099152486365756 |
11 | 0.127626376187594 |
12 | -0.156416802054561 |
13 | 0.0602813675749309 |