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 | 0 |
k | rho(Y[t],X[t+k]) |
-13 | 0.171597980359314 |
-12 | 0.223676207472118 |
-11 | 0.0486371167108856 |
-10 | 0.0223079614222047 |
-9 | -0.040703556884101 |
-8 | -0.00760035983515807 |
-7 | 0.00618316331268234 |
-6 | -0.116009687301266 |
-5 | -0.0758779440304971 |
-4 | 0.0378837077496599 |
-3 | 0.178399506027206 |
-2 | 0.118179442634561 |
-1 | -0.000777471166814292 |
0 | -0.142935016147268 |
1 | -0.145008813151418 |
2 | 0.0729315716495802 |
3 | -0.0199075532008932 |
4 | 0.0316114667428501 |
5 | -0.116777582350182 |
6 | -0.0366280062156116 |
7 | -0.0202992398083086 |
8 | -0.014931835210587 |
9 | -0.0143276484380437 |
10 | -0.0177005187073804 |
11 | 0.129862030575865 |
12 | 0.213471145656952 |
13 | 0.201051699207281 |