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 | 0 |
k | rho(Y[t],X[t+k]) |
-15 | 0.256753022631613 |
-14 | -0.244322631005237 |
-13 | -0.0295570239508202 |
-12 | 0.08994198608564 |
-11 | -0.0850803847996115 |
-10 | -0.00717664951747053 |
-9 | 0.183772308282457 |
-8 | -0.086516659620751 |
-7 | -0.00727114128201866 |
-6 | -0.0306720267724948 |
-5 | -0.0778895615174586 |
-4 | 0.0177927992645128 |
-3 | -0.0307665185370435 |
-2 | -0.173250650299964 |
-1 | 0.255864800044856 |
0 | 0.25628056380887 |
1 | 0.0176983074999637 |
2 | 0.0172825437359496 |
3 | 0.0645000784809134 |
4 | 0.0090712093966712 |
5 | -0.198314590846496 |
6 | -0.00819716057459603 |
7 | 0.0554572166136073 |
8 | -0.104295285120581 |
9 | -0.0168242586778885 |
10 | 0.0542099253215651 |
11 | -0.112922383223874 |
12 | -0.0180715499699313 |
13 | -0.0423039629884341 |
14 | -0.0115232706867088 |
15 | 0.178594159585191 |