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 | 0 |
k | rho(Y[t],X[t+k]) |
-14 | 0.181108376970324 |
-13 | 0.162527552411732 |
-12 | 0.142866448967664 |
-11 | 0.119358588707250 |
-10 | 0.134009321979092 |
-9 | 0.142606041287575 |
-8 | 0.148871141286918 |
-7 | 0.144624250842411 |
-6 | 0.152354763012616 |
-5 | 0.154550646595033 |
-4 | 0.135552660229752 |
-3 | 0.128959811270720 |
-2 | 0.120817952881075 |
-1 | 0.143619011287552 |
0 | 0.17539026612456 |
1 | 0.285368843441831 |
2 | 0.347224296967567 |
3 | 0.353994891594104 |
4 | 0.305636723483237 |
5 | 0.251104715286889 |
6 | 0.171685963579507 |
7 | 0.0891197770694813 |
8 | 0.0177917686529697 |
9 | -0.0702900205944198 |
10 | -0.119613717690344 |
11 | -0.199944161630687 |
12 | -0.240104499107562 |
13 | -0.325677513491895 |
14 | -0.430898919345789 |