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 | 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 | 0 |
k | rho(Y[t],X[t+k]) |
-16 | 0.0593470433452733 |
-15 | -0.0471151652425798 |
-14 | -0.180651375861471 |
-13 | 0.0248960834441578 |
-12 | 0.175159455955076 |
-11 | -0.138220073625992 |
-10 | 0.0765547109021554 |
-9 | -0.0287277402382181 |
-8 | -0.0418172152341134 |
-7 | 0.109862498956999 |
-6 | -0.069164553872464 |
-5 | -0.0984434843120394 |
-4 | 0.0882557376895627 |
-3 | 0.0445908500282303 |
-2 | -0.0608338397299852 |
-1 | 0.063647304324084 |
0 | -0.163553704896819 |
1 | 0.0413077905656635 |
2 | 0.100811578494804 |
3 | -0.0507306812345095 |
4 | 0.0738216559734145 |
5 | -0.116374269670350 |
6 | -0.0730046878989719 |
7 | 0.0152512862603224 |
8 | 0.0584032403742756 |
9 | -0.122326075081006 |
10 | -0.0128804050535982 |
11 | 0.192714738165975 |
12 | -0.191099506357998 |
13 | 0.00342530554787410 |
14 | -0.0445806926161109 |
15 | 0.0580833333350537 |
16 | 0.117667371623628 |