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]) |
-14 | 0.0581787837405573 |
-13 | -0.00900806387794153 |
-12 | 0.0504019422117691 |
-11 | 0.087582922944145 |
-10 | -0.00633275874922676 |
-9 | -0.06958222069111 |
-8 | -0.206589947316864 |
-7 | -0.155991023339893 |
-6 | -0.148585573540187 |
-5 | -0.236245956677284 |
-4 | -0.0633035231323822 |
-3 | 0.070451148725369 |
-2 | 0.0884965899717983 |
-1 | 0.277682238060441 |
0 | 0.754341071019633 |
1 | 0.360576561611314 |
2 | 0.152135696015566 |
3 | 0.00395335065846136 |
4 | -0.122650771630128 |
5 | -0.144817041193761 |
6 | -0.116608200432777 |
7 | -0.0848275861059149 |
8 | -0.209657651486885 |
9 | -0.113018552129397 |
10 | -0.000358512567110602 |
11 | -0.0526583922490606 |
12 | 0.00713356317374315 |
13 | 0.137397518185232 |
14 | 0.126034948567124 |