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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.0174811021795801 |
-12 | 0.429219666347363 |
-11 | -0.0895317487660337 |
-10 | 0.0310835726436641 |
-9 | -0.0955054646812655 |
-8 | 0.0384747804709849 |
-7 | 0.0383384831717456 |
-6 | 0.0871757525934682 |
-5 | -0.0432451859443611 |
-4 | -0.0949719581099573 |
-3 | -0.00192763323209889 |
-2 | -0.0294480050527923 |
-1 | 0.0774285485935822 |
0 | -0.240194783345177 |
1 | 0.00424858152771701 |
2 | 0.168502403945295 |
3 | 0.00573616919370057 |
4 | -0.00917475534308106 |
5 | -0.113434400844060 |
6 | -0.0513334571020771 |
7 | 0.06992830292687 |
8 | 0.261379277855516 |
9 | -0.0856920591360346 |
10 | -0.164810694240184 |
11 | -0.140561457601235 |
12 | 0.135752110042361 |
13 | 0.108410871814954 |