Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 2 |
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 | -0.0624106015898906 |
-14 | 0.00192083745804004 |
-13 | -0.23244150262948 |
-12 | 0.317566925740175 |
-11 | -0.0383449329478384 |
-10 | -0.0398212978509906 |
-9 | 0.0565666375538155 |
-8 | 0.104976717670541 |
-7 | -0.115011074226944 |
-6 | -0.00840082677451113 |
-5 | -0.086717199280387 |
-4 | 0.201433128999354 |
-3 | 0.139161963062100 |
-2 | -0.115216416350529 |
-1 | -0.305964860224394 |
0 | 0.185626538971423 |
1 | -0.0864338742564784 |
2 | -0.00308291542793061 |
3 | 0.0425870142988586 |
4 | 0.084616542932475 |
5 | 0.0150156695523299 |
6 | -0.106531836309932 |
7 | -0.07926895440307 |
8 | -0.0905031598893182 |
9 | 0.138456134306951 |
10 | 0.0672498666559045 |
11 | -0.1437829530908 |
12 | 0.177331316717613 |
13 | 0.00502786292050297 |
14 | -0.0687329549612273 |
15 | -0.0641696491536867 |