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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.000633262284420443 |
-12 | 0.244644271372445 |
-11 | -0.0878321836092237 |
-10 | 0.0561971831408119 |
-9 | 0.0973314190943802 |
-8 | 0.128824545516839 |
-7 | -0.00758770109940686 |
-6 | -0.0691645512669129 |
-5 | -0.0473644444122671 |
-4 | -0.0446625119445157 |
-3 | 0.102637187113420 |
-2 | 0.137041994681574 |
-1 | 0.134779440009461 |
0 | -0.46434471587667 |
1 | 0.0554609040331883 |
2 | 0.129854814154931 |
3 | 0.179841568870403 |
4 | 0.113120403950662 |
5 | 0.124906090797948 |
6 | -0.223209944524448 |
7 | -0.0623386324652254 |
8 | 0.141103628727826 |
9 | 0.137778775820485 |
10 | 0.150041091186014 |
11 | -0.109214399608055 |
12 | -0.214226295186485 |
13 | -0.224695856772319 |