Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 0 |
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 | 0 |
Degree of seasonal differencing (D) of Y series | 1 |
k | rho(Y[t],X[t+k]) |
-15 | 0.0375218762182277 |
-14 | -0.158191878325947 |
-13 | -0.00605342073586711 |
-12 | 0.239326673840961 |
-11 | -0.0407831957348798 |
-10 | 0.0791792247422096 |
-9 | 0.0584385573803656 |
-8 | -0.0824082444561495 |
-7 | 0.14205701808935 |
-6 | 0.149321832360581 |
-5 | 0.0522205984462898 |
-4 | 0.186369739354244 |
-3 | 0.073346044851378 |
-2 | 0.0127645143729394 |
-1 | 0.171746824136192 |
0 | 0.0423903400293619 |
1 | 0.142445353361771 |
2 | 0.187181504683528 |
3 | 0.0521864680892183 |
4 | 0.0423000430012191 |
5 | 0.108513018152896 |
6 | 0.083708822754703 |
7 | 0.0945016168404909 |
8 | 0.132915511748760 |
9 | 0.074696134033715 |
10 | -0.00629687246836543 |
11 | 0.119805664650469 |
12 | 0.0984344220100687 |
13 | 0.127647625620536 |
14 | 0.156844223432599 |
15 | 0.0415697961663499 |