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 | -1.8 |
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]) |
-16 | 0.132990088279245 |
-15 | 0.0983929311978403 |
-14 | 0.0800754141865046 |
-13 | 0.127922069487394 |
-12 | 0.184522082134252 |
-11 | 0.0185788916510873 |
-10 | 0.0858332702966569 |
-9 | 0.0231826242680511 |
-8 | -0.0143570639651159 |
-7 | 0.0246647439117431 |
-6 | -0.0144391797472253 |
-5 | -0.0137599524582749 |
-4 | -0.00551652497005866 |
-3 | -0.0518739770095325 |
-2 | -0.0504342517776128 |
-1 | -0.0117899907915791 |
0 | -0.231416101541314 |
1 | -0.0760090310428772 |
2 | -0.0371833825504133 |
3 | -0.0697620818762228 |
4 | -0.0915916147739347 |
5 | -0.00878340507837304 |
6 | -0.058835363903627 |
7 | 0.0512122281346681 |
8 | 0.0125822872714201 |
9 | -0.0392917562970372 |
10 | 0.0250629830402683 |
11 | -0.00593624993135366 |
12 | 0.0090925851820126 |
13 | 0.0383576661072614 |
14 | 0.0271637792578276 |
15 | -0.014361968049839 |
16 | 0.0608347701664113 |