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 | 1 |
k | rho(Y[t],X[t-k]) |
-15 | 0.204944288735889 |
-14 | 0.0172139533481503 |
-13 | 0.116228910760239 |
-12 | 0.318902283630745 |
-11 | 0.0593039831280309 |
-10 | 0.186940020783432 |
-9 | 0.162705413197874 |
-8 | 0.0252635806934181 |
-7 | 0.184198267432947 |
-6 | 0.213273329137242 |
-5 | 0.112660351380543 |
-4 | 0.163722127505784 |
-3 | 0.0360561479718879 |
-2 | -0.0465682985111230 |
-1 | 0.0282949528958431 |
0 | -0.180456593438629 |
1 | 0.0196266951120851 |
2 | 0.0451193284237828 |
3 | -0.0260144537898954 |
4 | 0.0254167634357681 |
5 | 0.0116320539959645 |
6 | -0.0147533570446718 |
7 | 0.0780399569990739 |
8 | 0.0832100403823283 |
9 | 0.0677786495583741 |
10 | 0.0173985488298957 |
11 | 0.0359695058340154 |
12 | -0.0407714029820687 |
13 | 0.0314938516956346 |
14 | 0.0358487673846205 |
15 | -0.0474817808194581 |