Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | -1.5 |
Degree of non-seasonal differencing (d) of X series | 0 |
Degree of seasonal differencing (D) of X series | 1 |
Seasonal Period (s) | 12 |
Box-Cox transformation parameter (lambda) of Y series | 0 |
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]) |
-13 | 0.0296049046110877 |
-12 | 0.087940227668963 |
-11 | 0.109460367481436 |
-10 | 0.236826764801848 |
-9 | -0.0869535154250702 |
-8 | -0.106464125037875 |
-7 | 0.0295977932947641 |
-6 | -0.173688854222269 |
-5 | -0.0970729414096166 |
-4 | -0.149586848384313 |
-3 | -0.216016521947569 |
-2 | 0.0212196232442931 |
-1 | 0.0411992629593088 |
0 | 0.0070801792330761 |
1 | 0.052731534478896 |
2 | 0.131279735322626 |
3 | -0.0212747812775890 |
4 | 0.0648375513523784 |
5 | -0.134947096680246 |
6 | -0.176685264588222 |
7 | -0.146250449061820 |
8 | -0.115591773009801 |
9 | 0.0229668669175269 |
10 | -0.0479602836801778 |
11 | -0.00806340376117231 |
12 | 0.149214498569501 |
13 | 0.238221243056957 |