Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1.8 |
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 | 1.3 |
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]) |
-14 | 0.127581353606039 |
-13 | -0.25233797871339 |
-12 | 0.534644742974978 |
-11 | -0.249281434101188 |
-10 | -0.0919421347084219 |
-9 | 0.130741281103141 |
-8 | -0.0726995143732988 |
-7 | 0.0888803736861575 |
-6 | 0.00254715771969611 |
-5 | -0.125535925760712 |
-4 | 0.0674612213222315 |
-3 | -0.0106165174412808 |
-2 | 0.0631713755669582 |
-1 | 0.239197114954727 |
0 | -0.620346590122897 |
1 | 0.186722513221042 |
2 | -0.0819341699320928 |
3 | 0.0446206154426834 |
4 | 0.124089420972757 |
5 | -0.00839420295590799 |
6 | -0.126557065914870 |
7 | 0.109139607475018 |
8 | -0.0549104457342712 |
9 | 0.147260500116121 |
10 | -0.172979660376435 |
11 | 0.136062897573489 |
12 | -0.210242296741844 |
13 | 0.124684642387893 |
14 | 0.0156871623319536 |