Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
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 | 1 |
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 | -0.152099735918114 |
-14 | -0.29697839025558 |
-13 | 0.105625632407505 |
-12 | 0.195047580568078 |
-11 | 0.0759511677242402 |
-10 | 0.012705002728991 |
-9 | -0.0600459288190955 |
-8 | 0.119703779117033 |
-7 | 0.127043798639659 |
-6 | 0.222332629607161 |
-5 | 0.0203051840271374 |
-4 | -0.258572436689882 |
-3 | -0.242632827967569 |
-2 | -0.304143499621294 |
-1 | 0.122563851771001 |
0 | 0.226468888103857 |
1 | 0.158475224403128 |
2 | 0.0316532317288248 |
3 | -0.0549757974096172 |
4 | 0.0748990018530077 |
5 | 0.0505275053604667 |
6 | 0.142311663782541 |
7 | -0.0344985179715576 |
8 | -0.267641545712153 |
9 | -0.201074243774083 |
10 | -0.105044653994711 |
11 | 0.178078093109904 |
12 | 0.116070828226675 |
13 | 0.0337430880704969 |
14 | -0.0558885729230226 |
15 | -0.146343321206918 |