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]) |
-13 | 0.0394029775322081 |
-12 | 0.303991523666477 |
-11 | -0.229037412475491 |
-10 | 0.08339442298376 |
-9 | -0.0824157078607982 |
-8 | -0.241718018666962 |
-7 | 0.131060246785048 |
-6 | -0.0428979596363256 |
-5 | -0.276083420907385 |
-4 | 0.0159666412782698 |
-3 | -0.131207303438408 |
-2 | -0.313729119699994 |
-1 | -0.035594414008618 |
0 | -0.402358158874314 |
1 | -0.166296350982909 |
2 | 0.118420078491692 |
3 | -0.169353220103330 |
4 | -0.0350584777806734 |
5 | 0.132087712636640 |
6 | -0.125392344415606 |
7 | 0.0261821446196233 |
8 | 0.0714555894300044 |
9 | -0.157593300114713 |
10 | 0.0798318119810698 |
11 | 0.132841015974748 |
12 | -0.105092197774547 |
13 | 0.0827940220959549 |