Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0 |
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 | 0 |
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]) |
-15 | 0.175435757871879 |
-14 | 0.0920942680188137 |
-13 | 0.00105813606350635 |
-12 | -0.0790680314320237 |
-11 | -0.142307250968819 |
-10 | -0.0161978949484427 |
-9 | -0.0840770595483568 |
-8 | 0.115681847315996 |
-7 | 0.173517281001736 |
-6 | -0.0540871060588894 |
-5 | -0.105799931845697 |
-4 | -0.0146080697793009 |
-3 | 0.0589131122149417 |
-2 | -0.0660265094579392 |
-1 | -0.0978818837688227 |
0 | 0.0941681212404742 |
1 | -0.169040004363811 |
2 | -0.00823498613900064 |
3 | -0.0627436186809813 |
4 | 0.280485980771648 |
5 | -0.00152928407956463 |
6 | -0.103313520132549 |
7 | 0.0635204001259745 |
8 | -0.167943818900691 |
9 | -0.0616942845734719 |
10 | 0.0221050907189917 |
11 | 0.337389925998379 |
12 | -0.0348923500240612 |
13 | -0.149234029791277 |
14 | -0.0568885109376842 |
15 | 0.105838861306777 |