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 | -0.0259709142113708 |
-15 | -0.0964924668735199 |
-14 | 0.0791433849150427 |
-13 | 0.0283109851104922 |
-12 | 0.114911364939972 |
-11 | 0.079849642503587 |
-10 | 0.0377270691540095 |
-9 | -0.0396017978621986 |
-8 | -0.0882069406401866 |
-7 | 0.0164180470842418 |
-6 | -0.080584166270916 |
-5 | -0.0529371614658814 |
-4 | 0.0265622584093354 |
-3 | -0.00663603354349592 |
-2 | -0.0190105016974954 |
-1 | 0.074140415590588 |
0 | 0.205712830503735 |
1 | -0.0771858987731261 |
2 | -0.0116999077896459 |
3 | 0.151015852002146 |
4 | 0.0777541190651665 |
5 | -0.194562738720504 |
6 | -0.0213265947950656 |
7 | -0.0412397466391223 |
8 | -0.160316752913407 |
9 | 0.0832025229575555 |
10 | 0.14873293025844 |
11 | 0.098757242046576 |
12 | -0.0877513606926199 |
13 | 0.0923700237238173 |
14 | 0.197908586991773 |
15 | -0.203574517788473 |
16 | 0.0546690834323743 |