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 | -0.0680602342997533 |
-12 | -0.00289394303954841 |
-11 | -0.185352192734480 |
-10 | 0.0137444565839341 |
-9 | 0.00241943937322326 |
-8 | -0.0593190889270602 |
-7 | 0.0118783058302951 |
-6 | -0.0895754070267439 |
-5 | -0.098189672587558 |
-4 | 0.113695216446507 |
-3 | -0.0133432779870213 |
-2 | -0.175444566432738 |
-1 | -0.147796985475584 |
0 | -0.508536918399526 |
1 | -0.257531450100029 |
2 | -0.059635310803228 |
3 | -0.161053475882607 |
4 | -0.0595854873856693 |
5 | -0.0734455844571332 |
6 | -0.160863042263406 |
7 | -0.0450377592329252 |
8 | 0.108824409455210 |
9 | 0.0977502389458735 |
10 | 0.0372987561876628 |
11 | -0.0055740984579817 |
12 | -0.233416267396595 |
13 | -0.0858221677033534 |