Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | -2 |
Degree of non-seasonal differencing (d) of X series | 0 |
Degree of seasonal differencing (D) of X series | 1 |
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 | 0.276349926755379 |
-12 | 0.53497154593196 |
-11 | 0.399735043537848 |
-10 | 0.248276243805809 |
-9 | 0.114046573234478 |
-8 | 0.109182405469103 |
-7 | 0.103428124093300 |
-6 | 0.086574090060634 |
-5 | 0.102572599677007 |
-4 | 0.136680504335648 |
-3 | 0.140337600990697 |
-2 | -0.0463128179670558 |
-1 | -0.248656060447399 |
0 | -0.427000272584039 |
1 | -0.262492685587597 |
2 | -0.11179617390036 |
3 | 0.0275284601677483 |
4 | 0.0220930699518824 |
5 | 0.0138731992888973 |
6 | 0.00458491180683526 |
7 | -0.0363814680545818 |
8 | -0.0428842539596698 |
9 | -0.0659075238446086 |
10 | -0.114916173194960 |
11 | -0.148102980855428 |
12 | -0.164514388440551 |
13 | -0.049789478905823 |