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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t-k]) |
-13 | 0.0343283619962496 |
-12 | 0.321691211130274 |
-11 | -0.0982236708189293 |
-10 | 0.163037009706111 |
-9 | 0.117800925798198 |
-8 | -0.0238851383473935 |
-7 | 0.101802779798775 |
-6 | -0.0130034322403147 |
-5 | -0.0877886833293137 |
-4 | 0.103214406205160 |
-3 | -0.00290832962250713 |
-2 | -0.113160729997713 |
-1 | -0.074882641912155 |
0 | -0.446166442821432 |
1 | -0.188720904113275 |
2 | -0.210533899212824 |
3 | -0.158457715224748 |
4 | -0.0299447994872644 |
5 | -0.0558185378677402 |
6 | -0.174883000107762 |
7 | -0.0095772754753266 |
8 | -0.0336527405013352 |
9 | -0.0507362644601579 |
10 | -0.0484356256174617 |
11 | 0.0483261721898991 |
12 | 0.0720189826429402 |
13 | 0.0951009295344357 |