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 | -0.170369965980607 |
-15 | -0.121917579937123 |
-14 | -0.164732389461811 |
-13 | 0.0351177664118349 |
-12 | 0.180749792069400 |
-11 | 0.0487743147987757 |
-10 | 0.0115658861165891 |
-9 | -0.0309226726601715 |
-8 | 0.0994498039919847 |
-7 | 0.0993665848779068 |
-6 | 0.0615019267286566 |
-5 | -0.0389069091529126 |
-4 | -0.279912275942231 |
-3 | -0.176217175214218 |
-2 | -0.161289499312606 |
-1 | 0.0378138511328938 |
0 | 0.167249482889661 |
1 | 0.178175798313562 |
2 | -0.00158452203355012 |
3 | -0.0299953510266668 |
4 | 0.121280375778779 |
5 | 0.124827447716585 |
6 | 0.0575924876687256 |
7 | -0.00701810518380582 |
8 | -0.131425462012411 |
9 | -0.191522202492745 |
10 | -0.237058676579561 |
11 | 0.099797298536819 |
12 | 0.185712545001434 |
13 | 0.00331274830174007 |
14 | -0.104178425601015 |
15 | -0.0328505019752700 |
16 | 0.0461877459362754 |