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 | 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 | 0.0370917683100851 |
-12 | 0.256810752730900 |
-11 | -0.177290030543156 |
-10 | 0.196107281670325 |
-9 | 0.161560187160695 |
-8 | -0.0480579953269876 |
-7 | 0.197677527917861 |
-6 | 0.10230253890886 |
-5 | -0.029541038853089 |
-4 | 0.161073417705934 |
-3 | 0.0633954391746503 |
-2 | -0.059352439108144 |
-1 | 0.0940624693915078 |
0 | -0.190439300268184 |
1 | -0.0690001999464688 |
2 | 0.0380338973503241 |
3 | -0.119335033290024 |
4 | -0.0247601173266201 |
5 | 0.055690794008488 |
6 | -0.0961443337013047 |
7 | 0.111980767520834 |
8 | 0.159424229189611 |
9 | 0.0401995614007164 |
10 | 0.061840667348995 |
11 | 0.157002969917026 |
12 | 0.0598452553469295 |
13 | 0.170971014288187 |