Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 0 |
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 | 1 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-15 | 0.164839462182417 |
-14 | -0.162012245003598 |
-13 | -0.121821425041959 |
-12 | 0.376651357395363 |
-11 | -0.255232743465134 |
-10 | 0.0889640700796144 |
-9 | 0.0291098873364346 |
-8 | -0.115804781341936 |
-7 | 0.0560570759745525 |
-6 | 0.0570588176095795 |
-5 | -0.0690112779299165 |
-4 | 0.0264144622387143 |
-3 | 0.0601639275356576 |
-2 | -0.165430421835140 |
-1 | 0.182243475333819 |
0 | -0.228848554344506 |
1 | 0.129184113946934 |
2 | 0.0208155143198943 |
3 | -0.0418055051965077 |
4 | -0.0170294293900491 |
5 | -0.0284498093428907 |
6 | 0.0829566413724403 |
7 | -0.0888319455514382 |
8 | 0.100305707230873 |
9 | -0.0234429677441336 |
10 | -0.060869153099711 |
11 | 0.0363772464526974 |
12 | 0.00349013786994482 |
13 | 0.0101831769777155 |
14 | 0.00926865436583952 |
15 | -0.0201455925919847 |