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 | 1 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.000153078442375985 |
-12 | 0.416816329383294 |
-11 | 0.0124097069638205 |
-10 | -0.0192982368707389 |
-9 | -0.293783413747882 |
-8 | -0.00371159759557902 |
-7 | -0.00142725311007525 |
-6 | -0.0125243309182571 |
-5 | 0.0148545249855355 |
-4 | 0.0702822322945338 |
-3 | 0.313049851715132 |
-2 | 0.00384249075645161 |
-1 | -0.0294990293061684 |
0 | -0.489621028184806 |
1 | -0.0240421895656268 |
2 | 0.0237929749034012 |
3 | 0.304360616459492 |
4 | 0.00469588458496295 |
5 | -0.0592820302155856 |
6 | -0.0413030780849369 |
7 | 0.0167853839857462 |
8 | 0.0507525289867728 |
9 | 0.176547512169403 |
10 | 0.00367610114517347 |
11 | -0.055435841912217 |
12 | -0.330596930365841 |
13 | -0.0589965795935705 |