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 | 0.379967651170268 |
-13 | 0.443478041499805 |
-12 | 0.495432310265645 |
-11 | 0.487006833172667 |
-10 | 0.47023740205533 |
-9 | 0.447161133826279 |
-8 | 0.410992793278694 |
-7 | 0.352987967358106 |
-6 | 0.308226401796507 |
-5 | 0.224049359307389 |
-4 | 0.144545460419049 |
-3 | 0.072294383013464 |
-2 | 0.0191560750990610 |
-1 | -0.0113354571813298 |
0 | -0.0317348286873134 |
1 | 0.0250314910243479 |
2 | 0.0701017940455596 |
3 | 0.0704497894972542 |
4 | 0.0696596734321885 |
5 | 0.111909997092350 |
6 | 0.106798250138138 |
7 | 0.0904104543844337 |
8 | 0.101944679969212 |
9 | 0.126211597558190 |
10 | 0.133840526708857 |
11 | 0.141923280076273 |
12 | 0.168673638612911 |
13 | 0.180235024139801 |
14 | 0.172111392985158 |