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]) |
-17 | -0.192469097511668 |
-16 | 0.0860870313982716 |
-15 | -0.172780199215953 |
-14 | 0.168590321155393 |
-13 | -0.0233635047622764 |
-12 | 0.174752343676701 |
-11 | 0.140447951929067 |
-10 | -0.00113590630044887 |
-9 | 0.0707036883621715 |
-8 | 0.0519833218422955 |
-7 | 0.0397035069868281 |
-6 | -0.0432849938450096 |
-5 | -0.175538176212502 |
-4 | -0.111953504686581 |
-3 | -0.298831732796920 |
-2 | 0.168481492900283 |
-1 | -0.051558905312738 |
0 | 0.547669194204097 |
1 | 0.0573367850470632 |
2 | 0.0161129751877183 |
3 | 0.124491825691775 |
4 | -0.0512090007381664 |
5 | -0.00286462530275131 |
6 | -0.0959430001119355 |
7 | -0.314291416342159 |
8 | -0.163118724241986 |
9 | -0.0685133960892931 |
10 | 0.0826723171385068 |
11 | 0.0522550996511018 |
12 | 0.164707109847053 |
13 | 0.0589989960858926 |
14 | 0.118209785595540 |
15 | -0.0407497392996269 |
16 | -0.0270778904158413 |
17 | -0.0398172287391704 |