Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0 |
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 | 0 |
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]) |
-14 | 0.375430451982876 |
-13 | 0.375320075148306 |
-12 | 0.348655683020961 |
-11 | 0.243766264062002 |
-10 | 0.185051823424151 |
-9 | 0.110100130071093 |
-8 | 0.0699425035379009 |
-7 | 0.0134536520495135 |
-6 | -0.0621975232432487 |
-5 | -0.131707746739788 |
-4 | -0.172590566499542 |
-3 | -0.195380525660144 |
-2 | -0.232603046158594 |
-1 | -0.267326976744422 |
0 | -0.348779766124236 |
1 | -0.257472707281065 |
2 | -0.196680443798323 |
3 | -0.177000038260385 |
4 | -0.220862133335435 |
5 | -0.262806633440558 |
6 | -0.265861491639013 |
7 | -0.271466420240866 |
8 | -0.258351573817740 |
9 | -0.31143845954776 |
10 | -0.335732425289754 |
11 | -0.364457099925719 |
12 | -0.324130874606908 |
13 | -0.312533931875193 |
14 | -0.357198800987309 |