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 | -0.133506124724412 |
-14 | 0.126442367623492 |
-13 | 0.00144048204589592 |
-12 | -0.0828866407243665 |
-11 | 0.0125113711670703 |
-10 | 0.0391981973354380 |
-9 | -0.037168034693985 |
-8 | -0.0150135653397831 |
-7 | -0.0293432515339292 |
-6 | -0.0277366576689352 |
-5 | -0.242463010233879 |
-4 | -0.0483563186665932 |
-3 | -0.126155104721848 |
-2 | -0.220574934094295 |
-1 | -0.140663280798986 |
0 | 0.45919675973896 |
1 | 0.212344304962163 |
2 | -0.194273310277157 |
3 | 0.0066136223549969 |
4 | 0.229945680849712 |
5 | 0.12530744928605 |
6 | -0.282960469273741 |
7 | -0.0343609402934363 |
8 | 0.0383590511093204 |
9 | -0.0521308912801864 |
10 | -0.092897883388766 |
11 | 0.204779936487323 |
12 | 0.173423415006590 |
13 | 0.0221410574790119 |
14 | 0.0471356213668436 |
15 | -0.055643552762225 |