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]) |
-15 | -0.00748186831209029 |
-14 | 0.103407785870540 |
-13 | 0.0438359020655286 |
-12 | -0.216632909176891 |
-11 | -0.154577656132716 |
-10 | -0.009070707264473 |
-9 | 0.150908277113281 |
-8 | 0.100879059545131 |
-7 | 0.112530095109874 |
-6 | 0.0778143539034621 |
-5 | -0.0145380995887568 |
-4 | -0.17373207533699 |
-3 | -0.0261374445970838 |
-2 | 0.0485932033328414 |
-1 | -0.0609975961608903 |
0 | -0.229573333192639 |
1 | -0.0600005938877613 |
2 | 0.184781639479823 |
3 | 0.0434051466146954 |
4 | 0.083144643737627 |
5 | 0.138757931522511 |
6 | -0.0975164346761797 |
7 | -0.112585549827351 |
8 | -0.081655646188023 |
9 | 0.066062423725674 |
10 | 0.306777346196247 |
11 | 0.117128705296687 |
12 | 0.00211737489728695 |
13 | 0.066305708193028 |
14 | 0.0573027476133266 |
15 | 0.0371198876762528 |