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 | 0.0539197719205253 |
-12 | 0.310454415668942 |
-11 | -0.248580781112032 |
-10 | 0.103325303225235 |
-9 | -0.0757038952689822 |
-8 | -0.275855618056297 |
-7 | 0.116206897714071 |
-6 | -0.0608142363547199 |
-5 | -0.283342206686344 |
-4 | 0.0354046237862681 |
-3 | -0.136124054677936 |
-2 | -0.319694170340638 |
-1 | -0.0260222532376712 |
0 | -0.410823618731265 |
1 | -0.159562684723656 |
2 | 0.132338594876958 |
3 | -0.167544998613342 |
4 | -0.0069441420411167 |
5 | 0.157924215715795 |
6 | -0.125244163713836 |
7 | 0.0337999628254607 |
8 | 0.0861821901609504 |
9 | -0.142296491500225 |
10 | 0.106546067295666 |
11 | 0.149913936280348 |
12 | -0.103694954685977 |
13 | 0.0942185530254332 |