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 | 0.00302888008303406 |
-14 | -0.0189434210378759 |
-13 | -0.057456129017971 |
-12 | -0.196443073279597 |
-11 | 0.127196594094981 |
-10 | 0.218312358668411 |
-9 | -0.0653153586900688 |
-8 | -0.0394544001797528 |
-7 | 0.0978939125780883 |
-6 | 0.0695260213069108 |
-5 | -0.190434133229378 |
-4 | 0.116421160043113 |
-3 | 0.0225624065138074 |
-2 | -0.137239195939518 |
-1 | -0.0869819992906972 |
0 | 0.216377181514842 |
1 | 0.0181151682323933 |
2 | -0.0634941397846212 |
3 | 0.0516970458008445 |
4 | 0.0327644434252086 |
5 | -0.057107786760696 |
6 | -0.111906122264892 |
7 | 0.178505580211151 |
8 | -0.120461576167718 |
9 | -0.0430570112342322 |
10 | -0.0495283305901539 |
11 | -0.00656299934163994 |
12 | -0.130028798837532 |
13 | -0.136514801701091 |
14 | 0.111828016948635 |
15 | -0.0455578788029073 |