Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 0.8 |
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 | 2 |
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 | -0.054996349566877 |
-12 | 0.243617850338314 |
-11 | -0.0578507518504605 |
-10 | 0.0753476540608864 |
-9 | 0.113914418973981 |
-8 | -0.101269791978006 |
-7 | 0.107705729492445 |
-6 | -0.0126504245832711 |
-5 | -0.115964006020115 |
-4 | 0.0974294552818348 |
-3 | -0.0145945487331462 |
-2 | -0.095055903496419 |
-1 | 0.168832930724156 |
0 | -0.246136262258888 |
1 | 0.0956730944435323 |
2 | 0.0683521765576589 |
3 | 0.105624621433688 |
4 | -0.0503393181327711 |
5 | 0.0827580322824232 |
6 | -0.142205843585823 |
7 | 0.110359304377003 |
8 | -0.0793980356815316 |
9 | -0.0191276545382509 |
10 | -0.0368274952777185 |
11 | 0.0514330436964557 |
12 | 0.0534169073631224 |
13 | -0.119464831569363 |