Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | -1 |
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 | -0.9 |
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 | 0.00312201855401401 |
-12 | 0.19138216961576 |
-11 | 0.00425107720276579 |
-10 | 0.0413598571202477 |
-9 | -0.0998007337009083 |
-8 | -0.0250270031591803 |
-7 | -0.0386317988368569 |
-6 | -0.155233640283551 |
-5 | -0.00669055043240333 |
-4 | 0.085411569581062 |
-3 | 0.226964491244596 |
-2 | 0.0468148763664451 |
-1 | -0.00238128519962807 |
0 | -0.474499264802127 |
1 | 0.00246842303979893 |
2 | 0.0228828763340688 |
3 | -0.0356468519468988 |
4 | 0.00308670094381881 |
5 | -0.041767639148312 |
6 | 0.213426643253805 |
7 | 0.00497339990115074 |
8 | 0.0443830592504902 |
9 | 0.133865244006512 |
10 | 0.0210719461768037 |
11 | -0.0937911782252861 |
12 | -0.0871796100515032 |
13 | -0.0437206253223607 |