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 | 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 | -0.222078144641432 |
-12 | 0.440043771645331 |
-11 | -0.259625295136365 |
-10 | 0.133998975323397 |
-9 | -0.096480124590862 |
-8 | -0.00762908537548982 |
-7 | 0.00447989836608505 |
-6 | 0.0408147275999966 |
-5 | 0.0051553846530869 |
-4 | -0.0987889612405047 |
-3 | 0.155211449432002 |
-2 | -0.120196280710158 |
-1 | 0.244517977483025 |
0 | -0.430125540732291 |
1 | 0.144074965809524 |
2 | 0.0380365228468239 |
3 | 0.0868080519446673 |
4 | -0.111967943772517 |
5 | 0.0625615593834013 |
6 | -0.124988938227648 |
7 | 0.184281713820381 |
8 | -0.0705555720141715 |
9 | -0.0438369170065942 |
10 | 0.0467414293201815 |
11 | 0.0156200952654027 |
12 | -0.12789416213436 |
13 | 0.197032340334894 |