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 | 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 | 0 |
k | rho(Y[t],X[t-k]) |
-14 | -0.0584392342426514 |
-13 | -0.0975290196902002 |
-12 | -0.0586136841943303 |
-11 | -0.0684543609814443 |
-10 | -0.084003400084241 |
-9 | -0.0703983032796658 |
-8 | -0.0232078418524366 |
-7 | -0.0615528409733332 |
-6 | -0.0733554548960913 |
-5 | -0.0505679924401074 |
-4 | -0.105858130133827 |
-3 | -0.177586051956375 |
-2 | -0.183317907532026 |
-1 | -0.187832612298685 |
0 | -0.151996393428437 |
1 | -0.114731084552888 |
2 | -0.0575364932319575 |
3 | -0.00884196331016708 |
4 | -0.0231218665180847 |
5 | -0.00208440200143569 |
6 | -0.0413521363968288 |
7 | -0.0442453063690854 |
8 | -0.0824608426318594 |
9 | -0.103631269002797 |
10 | -0.115929240811267 |
11 | -0.111561993740154 |
12 | -0.031119072182586 |
13 | -0.036816437653177 |
14 | -0.00544193875051098 |