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 | 1 |
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]) |
-13 | -0.146053947178632 |
-12 | 0.120572820939895 |
-11 | 0.121035349633998 |
-10 | -0.121750166706702 |
-9 | -0.201326126123877 |
-8 | 0.144519192875473 |
-7 | 0.175151206843987 |
-6 | 0.242344011678147 |
-5 | -0.132093990229357 |
-4 | -0.335711735792197 |
-3 | 0.0537794727051879 |
-2 | -0.0686434630111173 |
-1 | 0.123810521798613 |
0 | -0.0701571932827255 |
1 | -0.0882378604158224 |
2 | 0.109619300502287 |
3 | -0.0570171735639052 |
4 | -0.202040943196581 |
5 | -0.193147777850884 |
6 | 0.037548920348501 |
7 | 0.0453908841166929 |
8 | 0.150426945741055 |
9 | -0.0903823116339337 |
10 | -0.0210450555816627 |
11 | -0.048018888060457 |
12 | -0.000588672883403101 |
13 | 0.128162496329486 |