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]) |
-12 | 0.524147829587167 |
-11 | 0.153962952614172 |
-10 | 0.4091778572543 |
-9 | 0.231548710089031 |
-8 | 0.177198837850605 |
-7 | 0.331055572053202 |
-6 | 0.121899740778158 |
-5 | -0.0264954679528111 |
-4 | 0.170037740828569 |
-3 | 0.0379197131744844 |
-2 | -0.223529171911899 |
-1 | 0.0356116963174398 |
0 | -0.677945265297873 |
1 | -0.0775275076340338 |
2 | -0.165920836159607 |
3 | -0.185429430683886 |
4 | -0.0553762995976637 |
5 | -0.146622119365051 |
6 | -0.145951027579635 |
7 | -0.0387812425588658 |
8 | 0.0334499582667946 |
9 | -0.0226838650536304 |
10 | 0.167905406697244 |
11 | 0.137224349034136 |
12 | 0.0662115300228057 |