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 | 0 |
k | rho(Y[t],X[t+k]) |
-16 | -0.149765963004922 |
-15 | -0.194898132304542 |
-14 | 0.0933414372430635 |
-13 | 0.154051151202779 |
-12 | 0.112434828099887 |
-11 | 0.155108714616905 |
-10 | 0.148248473724157 |
-9 | 0.0581010321973339 |
-8 | 0.156898954162114 |
-7 | -0.0443238862193213 |
-6 | -0.177753929781978 |
-5 | -0.113373738811483 |
-4 | -0.175561557963328 |
-3 | -0.0857015297674159 |
-2 | -0.0275250629023257 |
-1 | -0.0798491217413775 |
0 | 0.0707804704464603 |
1 | -0.0284442036327535 |
2 | 0.0741208753226428 |
3 | 0.183798091174715 |
4 | 0.099414924768736 |
5 | -0.150449817851848 |
6 | -0.0726892888592865 |
7 | -0.155498787188160 |
8 | -0.152354497407700 |
9 | -0.00635457566584437 |
10 | 0.042352814037727 |
11 | -0.0560949007386703 |
12 | 0.057355879333548 |
13 | 0.179743483935732 |
14 | 0.253324672545100 |
15 | 0.0385393625576976 |
16 | 0.018688317492747 |