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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | -0.0977248829217369 |
-13 | 0.0941879343475155 |
-12 | 0.162282461390043 |
-11 | -0.217762371704730 |
-10 | -0.0547345408368157 |
-9 | -0.0689697912063102 |
-8 | 0.0225603487029320 |
-7 | -0.0443344532188259 |
-6 | 0.0170616234603974 |
-5 | 0.0928545101046508 |
-4 | -0.00265720462299864 |
-3 | 0.0453492776344094 |
-2 | 0.0390972574308377 |
-1 | 0.281428549071881 |
0 | -0.414784120366332 |
1 | -0.0205975953924442 |
2 | 0.123001505864384 |
3 | -0.0479046306068082 |
4 | -0.116625164856908 |
5 | -0.157069395685383 |
6 | 0.217061548599939 |
7 | 0.064342311213093 |
8 | 0.00399517886940731 |
9 | -0.00149034191559218 |
10 | 0.0402162378618912 |
11 | 0.198678698072283 |
12 | -0.295261242856782 |
13 | -0.0554601770361303 |
14 | 0.106983240090953 |