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 | 0.0808894407991064 |
-12 | -0.0228404483425675 |
-11 | -0.0502913998691206 |
-10 | -0.0141188004817184 |
-9 | -0.0524997542778722 |
-8 | 0.130523087019283 |
-7 | 0.0160365043120714 |
-6 | -0.078169108715183 |
-5 | -0.0304002313736695 |
-4 | -0.060242843016298 |
-3 | 0.190385798083737 |
-2 | 0.127930339640904 |
-1 | -0.00267010123967245 |
0 | -0.120788464123146 |
1 | -0.00864347457305887 |
2 | -0.0527497613020318 |
3 | 0.0623491788262037 |
4 | 0.0566827626585012 |
5 | -0.0390348561405634 |
6 | 0.0272757581415471 |
7 | -0.0765026410487347 |
8 | -0.042242583104756 |
9 | 0.0686622863851442 |
10 | 0.0694275487904628 |
11 | -0.0444759300216586 |
12 | -0.0140633253078881 |
13 | -0.082436681910277 |