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 | 0 |
k | rho(Y[t],X[t+k]) |
-16 | -0.093300003133284 |
-15 | 0.0235109855360353 |
-14 | -0.0297423313859254 |
-13 | -0.0389311584212469 |
-12 | 0.0797764813086734 |
-11 | 0.151036751883210 |
-10 | 0.0336641920567706 |
-9 | 0.193980003086650 |
-8 | -0.115918185711050 |
-7 | 0.0496336259517038 |
-6 | 0.0299603605944977 |
-5 | 0.0429716787603198 |
-4 | -0.0687731131649893 |
-3 | -0.147901725376013 |
-2 | -0.0792097068933745 |
-1 | -0.0253488778518351 |
0 | 0.395299392197837 |
1 | 0.115693557248201 |
2 | 0.079934863411292 |
3 | -0.0710531555172657 |
4 | -0.0889087070477067 |
5 | 0.0542085589783774 |
6 | 0.101995789728964 |
7 | -0.0024714207262739 |
8 | -0.0537080309233077 |
9 | -0.176557210346215 |
10 | -0.0499190436991305 |
11 | -0.103929117414291 |
12 | 0.32658986030962 |
13 | 0.083953174721552 |
14 | 0.113314906807997 |
15 | -0.0772851359108368 |
16 | -0.0936420221769986 |