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 | 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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.0320435993135842 |
-12 | -0.0216150796640335 |
-11 | -0.000528776120728726 |
-10 | 0.0237611364885059 |
-9 | -0.135287929466046 |
-8 | -0.0841065223964119 |
-7 | -0.0128760906583577 |
-6 | 0.029008184103664 |
-5 | -0.0178596679375642 |
-4 | 0.101922890427593 |
-3 | 0.13119663060451 |
-2 | -0.0161555371325775 |
-1 | -0.0309637713977444 |
0 | -0.0118929575238250 |
1 | 0.0806802400161519 |
2 | -0.0441645696392318 |
3 | -0.0764772290647362 |
4 | 0.0582095074814661 |
5 | -0.0769793911774952 |
6 | 0.0420774974656517 |
7 | 0.0435889895734528 |
8 | 0.0473826120072895 |
9 | 0.0810321456136959 |
10 | 0.0512290453096053 |
11 | 0.0407456290542738 |
12 | 0.129672123495946 |
13 | 0.0182573763262537 |