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 | -0.153227236955482 |
-14 | -0.0498539340254191 |
-13 | 0.0158804268819648 |
-12 | 0.0026665409062663 |
-11 | -0.123164596351308 |
-10 | -0.0724775796634469 |
-9 | -0.247962666015022 |
-8 | -0.0651928974378978 |
-7 | 0.156473569897569 |
-6 | 0.0633189526328205 |
-5 | -0.098557205838761 |
-4 | 0.000144102525878882 |
-3 | 0.0142121035621728 |
-2 | 0.0170814959901166 |
-1 | -0.0258314567605022 |
0 | -0.116212148715479 |
1 | 0.0391191010697365 |
2 | -0.213714578175754 |
3 | -0.11532997972102 |
4 | -0.0775349534693942 |
5 | -0.0344573489279208 |
6 | 0.154195307030959 |
7 | 0.117286443674807 |
8 | -0.0898769450831228 |
9 | -0.146624062406508 |
10 | 0.0785378413433685 |
11 | 0.12616166477669 |
12 | 0.192855367153271 |
13 | -0.0300505622744459 |
14 | 0.000604979379415145 |
15 | -0.108496833774031 |