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 | 0 |
k | rho(Y[t],X[t-k]) |
-15 | 0.0306475951297044 |
-14 | 0.0431306228561846 |
-13 | -0.138868826712018 |
-12 | -0.0705833317873408 |
-11 | -0.144315197679886 |
-10 | -0.0116957237880712 |
-9 | 0.160579329256024 |
-8 | -0.106383507410927 |
-7 | 0.0507671302345365 |
-6 | -0.0633728546786908 |
-5 | -0.0051893895091844 |
-4 | -0.111231391055919 |
-3 | -0.0218502404724689 |
-2 | -0.162247322967961 |
-1 | -0.132758530171846 |
0 | 0.900446671666944 |
1 | -0.0709684631511513 |
2 | -0.0600409571454065 |
3 | -0.0586674355558877 |
4 | 0.0110154386534112 |
5 | -0.0767215759132052 |
6 | -0.0742274243022626 |
7 | 0.18480920440294 |
8 | -0.143192522713168 |
9 | 0.0535877914441785 |
10 | 0.0439922264736297 |
11 | -0.135112943854326 |
12 | -0.0613974375241372 |
13 | -0.0701995637203934 |
14 | -0.0226020986924388 |
15 | 0.0179852938657337 |