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 | 0.109460454866656 |
-15 | -0.108227114601950 |
-14 | 0.0812524921636516 |
-13 | -0.00177896704527066 |
-12 | -0.0185375393575366 |
-11 | 0.121874655210915 |
-10 | 0.119681236480788 |
-9 | -0.0419980867444849 |
-8 | -0.0975501396433517 |
-7 | 0.0162205684847497 |
-6 | -0.109497638023538 |
-5 | -0.267620480621933 |
-4 | -0.00228478689644781 |
-3 | 0.156401075726549 |
-2 | 0.0399712925476565 |
-1 | 0.191744771902580 |
0 | 0.791416806156729 |
1 | 0.290447678317942 |
2 | 0.0086993975154263 |
3 | 0.080439409707269 |
4 | -0.0149872146904612 |
5 | -0.201972177213491 |
6 | -0.124894976865419 |
7 | 0.0454325382730734 |
8 | -0.0404612528295545 |
9 | -0.0510020912014525 |
10 | 0.0280990263744799 |
11 | 0.0491235705927618 |
12 | 0.0365481459512124 |
13 | 0.044611004659946 |
14 | 0.143146359765642 |
15 | 0.000808003064746536 |
16 | 0.150501635832695 |