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 | 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 | -0.0371797081634297 |
-12 | 0.234168362953824 |
-11 | -0.0519742426975673 |
-10 | 0.0750400439216008 |
-9 | 0.112893616727319 |
-8 | -0.0901744907139362 |
-7 | 0.100454320449695 |
-6 | -0.0126932933981473 |
-5 | -0.109949820870282 |
-4 | 0.0909318897494471 |
-3 | -0.0281905201490848 |
-2 | -0.0901035304620369 |
-1 | 0.170885385564904 |
0 | -0.235439101776265 |
1 | 0.0903754815475004 |
2 | 0.0820103828988126 |
3 | 0.102911738406206 |
4 | -0.057664684464976 |
5 | 0.0861310771613565 |
6 | -0.157316086383562 |
7 | 0.108251808754815 |
8 | -0.0673839606187701 |
9 | -0.0324341330311831 |
10 | -0.0254783060001931 |
11 | 0.0608263055295866 |
12 | 0.0565930609943535 |
13 | -0.111147832134265 |