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 | 0 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-14 | 0.0229429684798300 |
-13 | -0.0153998409929519 |
-12 | 0.063068004110623 |
-11 | -0.0754314480388714 |
-10 | 0.0722505693958998 |
-9 | -0.0687731292776734 |
-8 | -0.0441309716220103 |
-7 | 0.103587817519277 |
-6 | -0.0808735336118308 |
-5 | 0.0546459768463515 |
-4 | 0.0534299803239022 |
-3 | -0.094445364199137 |
-2 | 0.0699016017885064 |
-1 | -0.0623636232256321 |
0 | -0.0172033555273372 |
1 | 0.0832123265143914 |
2 | -0.0780197020763695 |
3 | 0.114106289993638 |
4 | -0.056482157032012 |
5 | -0.139433360367973 |
6 | 0.129480492192737 |
7 | -0.00632883957598163 |
8 | -0.0105077378529054 |
9 | 0.0360665771513348 |
10 | -0.0846144058430184 |
11 | 0.0506944451250172 |
12 | -0.0588771859591837 |
13 | -0.0807672687482725 |
14 | 0.251768722589905 |