Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 2 |
Degree of seasonal differencing (D) of X series | 2 |
Seasonal Period (s) | 12 |
Box-Cox transformation parameter (lambda) of Y series | 1 |
Degree of non-seasonal differencing (d) of Y series | 2 |
Degree of seasonal differencing (D) of Y series | 2 |
k | rho(Y[t],X[t-k]) |
-12 | -0.490819006269465 |
-11 | 0.236360560561975 |
-10 | 0.000968598426930546 |
-9 | -0.0567898750337835 |
-8 | 0.330882360124449 |
-7 | -0.450639225174719 |
-6 | 0.113432701429109 |
-5 | 0.0655208159991688 |
-4 | 0.0383673464246128 |
-3 | 0.157456578356520 |
-2 | -0.336581777327137 |
-1 | -0.00813252905953489 |
0 | 0.150510074437842 |
1 | 0.0191149717219189 |
2 | 0.0558913986710518 |
3 | -0.175097325544351 |
4 | 0.0256720363020873 |
5 | -0.0206319944106469 |
6 | 0.120125881234118 |
7 | 0.0407829571200851 |
8 | -0.120795935872610 |
9 | 0.0286055885942099 |
10 | -0.114881963901968 |
11 | 0.223223682971686 |
12 | -0.0712915929746746 |