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]) |
-15 | 0.0370734219971678 |
-14 | -0.0250941022316033 |
-13 | -0.0472928346293706 |
-12 | -0.040760005176645 |
-11 | -0.0930704630252295 |
-10 | 0.073076770333216 |
-9 | 0.102331227211636 |
-8 | 0.271223797360319 |
-7 | 0.159306587122092 |
-6 | 0.0460024153067256 |
-5 | 0.00101128680156238 |
-4 | -0.0455761461051891 |
-3 | -0.133860625717561 |
-2 | -0.0123461192057638 |
-1 | 0.0920550907518271 |
0 | 0.22582216608878 |
1 | 0.166411884063802 |
2 | -0.0946014643471238 |
3 | -0.150552273402207 |
4 | -0.187844379174050 |
5 | -0.225166640073813 |
6 | -0.0807326150494212 |
7 | -0.0340125344412506 |
8 | 0.150715365151529 |
9 | 0.106240412493836 |
10 | -0.0888567895086375 |
11 | -0.278234975632527 |
12 | -0.0240249550246485 |
13 | -0.0608636880351331 |
14 | 0.141645452910595 |
15 | 0.00296361464427537 |