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 | 0 |
k | rho(Y[t],X[t-k]) |
-13 | 0.117517404455904 |
-12 | 0.254338921552418 |
-11 | -0.0518146734138939 |
-10 | 0.156176200902903 |
-9 | 0.0162237990378259 |
-8 | -0.162103156150933 |
-7 | 0.162705724484702 |
-6 | 0.175464652143522 |
-5 | 0.118309078013853 |
-4 | 0.268052804419352 |
-3 | 0.11948549315718 |
-2 | 0.00518366541941563 |
-1 | 0.210611375880258 |
0 | 0.0819295580938217 |
1 | 0.0883300712962812 |
2 | 0.178005290241192 |
3 | 0.0017794757846594 |
4 | -0.0519397163102295 |
5 | 0.0280860508148687 |
6 | -0.0838937040349626 |
7 | 0.0353779621040495 |
8 | 0.0740137770320497 |
9 | -0.0324219325130164 |
10 | -0.0397022896231644 |
11 | 0.0543245498132138 |
12 | -0.0343002202301136 |
13 | 0.0149284195991897 |