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 | -1.6 |
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]) |
-13 | -0.0243905427885047 |
-12 | 0.110594716330403 |
-11 | 1.43163123735188e-05 |
-10 | 0.0186052096519491 |
-9 | -0.182778332628273 |
-8 | -0.0695365104306901 |
-7 | -0.0259379552531047 |
-6 | -0.0331989011711534 |
-5 | 0.000268236944965649 |
-4 | 0.0848731044119511 |
-3 | 0.395547738983791 |
-2 | 0.0272268729997312 |
-1 | -0.0914840364444777 |
0 | -0.429095180010325 |
1 | -0.0215197846391307 |
2 | 0.031200905026586 |
3 | 0.167136847223344 |
4 | 0.0216130441736031 |
5 | -0.0392142870648466 |
6 | -0.150018557127262 |
7 | -0.0141408355388146 |
8 | 0.0418501249809962 |
9 | 0.388596414707641 |
10 | 0.0818462908147988 |
11 | -0.0469083163714065 |
12 | -0.541369274369879 |
13 | -0.0434982069157661 |