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 | 1 |
k | rho(Y[t],X[t+k]) |
-16 | 0.0389980355577857 |
-15 | 0.0647774124671742 |
-14 | -0.0158734096559784 |
-13 | -0.0214863333613837 |
-12 | 0.0612904263009091 |
-11 | -0.0704396432460332 |
-10 | 0.0895503153820217 |
-9 | -0.0874934580875952 |
-8 | -0.0518597702859247 |
-7 | -0.0408471207315729 |
-6 | 0.000751520346439315 |
-5 | -0.0435156877880968 |
-4 | 0.0265248562303791 |
-3 | 0.137425330191796 |
-2 | -0.0280214643498634 |
-1 | -0.0303163827953036 |
0 | -0.154168899221775 |
1 | -0.0417468979108980 |
2 | 0.120473793267205 |
3 | -0.0437133076298571 |
4 | -0.0437298085789993 |
5 | -0.073640435831668 |
6 | 0.00821898292916192 |
7 | -0.00100678163935554 |
8 | -0.00968113482942047 |
9 | -0.00339888787847214 |
10 | 0.00481156489901458 |
11 | 0.0118038840495740 |
12 | -0.100794173998337 |
13 | -0.116316952468899 |
14 | -0.00826202523548362 |
15 | -0.0615738231104983 |
16 | -0.0243310410580727 |