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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | 0.0303911347709249 |
-13 | 0.0373981549451115 |
-12 | 0.17152481724452 |
-11 | -0.0104155321179280 |
-10 | 0.048276117687834 |
-9 | -0.0471530266060548 |
-8 | -0.0646016919378989 |
-7 | -0.0995149865141827 |
-6 | -0.120932155729919 |
-5 | -0.0919461436277555 |
-4 | -0.105070139755677 |
-3 | -0.123510244626111 |
-2 | -0.166181791137645 |
-1 | -0.149495264301048 |
0 | -0.250048593789701 |
1 | -0.165165427768271 |
2 | -0.191507129549718 |
3 | -0.217508581331015 |
4 | -0.143090849682220 |
5 | -0.208998173569473 |
6 | -0.139380219840761 |
7 | -0.168213804843917 |
8 | -0.242491518162488 |
9 | -0.109013453111388 |
10 | -0.117816025032306 |
11 | -0.148960443334128 |
12 | -0.123252972340442 |
13 | -0.131033184325836 |
14 | -0.222892982233508 |