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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | 0.0725976639662733 |
-12 | 0.33010932651514 |
-11 | -0.232461063258519 |
-10 | 0.125460843558205 |
-9 | -0.0629900764061857 |
-8 | -0.273065990872567 |
-7 | 0.136822063147694 |
-6 | -0.0204398360065237 |
-5 | -0.232794651501339 |
-4 | 0.083608944176853 |
-3 | -0.112736952166615 |
-2 | -0.304928888663417 |
-1 | 0.0131650442719975 |
0 | -0.392872063319585 |
1 | -0.137386344453439 |
2 | 0.169049822978702 |
3 | -0.182724133796478 |
4 | -0.00544034562901674 |
5 | 0.156121825188664 |
6 | -0.152697465696146 |
7 | 0.0225435873801688 |
8 | 0.0902720642698751 |
9 | -0.157098654527660 |
10 | 0.0933765980471474 |
11 | 0.140322009687457 |
12 | -0.119227297504527 |
13 | 0.0841418745572608 |