Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
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 | 1 |
Degree of non-seasonal differencing (d) of Y series | 1 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-14 | 0.0395235702804088 |
-13 | -0.367432057124511 |
-12 | 0.696872717758458 |
-11 | -0.447203509560013 |
-10 | 0.122453267599921 |
-9 | -0.27175519824081 |
-8 | 0.417593954729714 |
-7 | -0.234499126110563 |
-6 | 0.020580923472853 |
-5 | 0.186308150688812 |
-4 | -0.407907256122408 |
-3 | 0.332862950890445 |
-2 | -0.177117009961874 |
-1 | 0.515859772247101 |
0 | -0.832965165070077 |
1 | 0.435981937679218 |
2 | -0.00879471451551999 |
3 | 0.0219826042460133 |
4 | -0.0101106560328081 |
5 | -0.176089241729238 |
6 | 0.271222517351968 |
7 | -0.310503249326210 |
8 | 0.380642732404087 |
9 | -0.302251803056224 |
10 | 0.181156248020661 |
11 | -0.196158591482782 |
12 | 0.132045864568567 |
13 | 0.0626947805601451 |
14 | -0.156516496501949 |