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 | 0 |
k | rho(Y[t],X[t+k]) |
-13 | 0.126353475966805 |
-12 | -0.0373970415134851 |
-11 | 0.0283989163695493 |
-10 | -0.0466915942980724 |
-9 | -0.226294168202460 |
-8 | -0.120814220242729 |
-7 | -0.0527705479187485 |
-6 | 0.0936897569890937 |
-5 | 0.178554409338717 |
-4 | -0.132236340064016 |
-3 | 0.0240312561967128 |
-2 | -0.0895601803111277 |
-1 | -0.126964091397267 |
0 | 0.115115387427306 |
1 | -0.0611276830740749 |
2 | 0.0403000183602637 |
3 | -0.0574532010361383 |
4 | 0.0338184682876658 |
5 | 0.0584508364177211 |
6 | -0.0139069447027913 |
7 | 0.0386581771409671 |
8 | -0.00735985751429877 |
9 | -0.0616039683566964 |
10 | 0.0313338370630485 |
11 | 0.0341964512353547 |
12 | 0.028743270750995 |
13 | -0.00278830239605097 |