Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
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 | 1 |
Degree of non-seasonal differencing (d) of Y series | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | 0.0565158645222034 |
-12 | 0.259478794101931 |
-11 | 0.180659485734514 |
-10 | 0.142300799232940 |
-9 | 0.167119539675276 |
-8 | 0.0226556465136813 |
-7 | 0.058376277649487 |
-6 | 0.204517395824672 |
-5 | -0.0102886514677628 |
-4 | -0.0139653650878648 |
-3 | -0.046182614273752 |
-2 | -0.213215304953211 |
-1 | -0.239007974307249 |
0 | -0.299205061284602 |
1 | -0.208999030648831 |
2 | -0.0957760167596086 |
3 | -0.0300884080246228 |
4 | -0.217761148738131 |
5 | -0.143199440527683 |
6 | -0.0132595150065189 |
7 | -0.118039038573381 |
8 | 0.0321139978903637 |
9 | 0.0916556228154011 |
10 | -0.123960090742121 |
11 | -0.0568625757924806 |
12 | -0.0523972371375137 |
13 | -0.111799954338005 |