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 | 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]) |
-15 | 0.126612092399847 |
-14 | 0.0207437709044604 |
-13 | 0.0605500929718598 |
-12 | 0.179066475737899 |
-11 | 0.0350045320869740 |
-10 | 0.219577920637244 |
-9 | 0.0902731748251948 |
-8 | -0.0398369086318309 |
-7 | 0.118910157430046 |
-6 | 0.0350025158050153 |
-5 | -0.0672570632874357 |
-4 | 0.0188669015190826 |
-3 | -0.0665012486568331 |
-2 | -0.119081669672900 |
-1 | -0.0194470005725292 |
0 | -0.27045396902191 |
1 | -0.0819067730834612 |
2 | 0.0214514620435616 |
3 | -0.162390411707544 |
4 | -0.0696661191163266 |
5 | 0.0152162909835454 |
6 | -0.114145500874027 |
7 | -0.0530899486123952 |
8 | 0.0990914393729447 |
9 | 0.0130926774552590 |
10 | -0.0149748530339110 |
11 | 0.0633204437319011 |
12 | -0.0858119776396292 |
13 | 0.0590023068545646 |
14 | 0.081883857286419 |
15 | -0.100453444388908 |