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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.0708282675350151 |
-12 | 0.237489082880797 |
-11 | -0.0739429649483029 |
-10 | 0.0637244574318397 |
-9 | 0.0216350490815133 |
-8 | -0.0409867322326197 |
-7 | -0.057855838899127 |
-6 | -0.164356056618760 |
-5 | 0.0749182579134201 |
-4 | 0.0107292825131925 |
-3 | 0.0889733807397064 |
-2 | 0.217368342183527 |
-1 | 0.0590465505003333 |
0 | -0.0867092187978307 |
1 | 0.0308394538043219 |
2 | -0.0515874509822210 |
3 | 0.0826994540948169 |
4 | -0.0809663530122904 |
5 | -0.0103112715806802 |
6 | -0.098221419291631 |
7 | -0.0275189156828362 |
8 | 0.0520328426407585 |
9 | 0.0458141111256454 |
10 | 0.131224025791271 |
11 | 0.0649507936925976 |
12 | -0.0136391469807710 |
13 | -0.0472799946884978 |