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 | 0.168562074906242 |
-14 | 0.0501930121230554 |
-13 | 0.196908653313138 |
-12 | 0.411138616952376 |
-11 | 0.216441136149758 |
-10 | 0.243292977569008 |
-9 | 0.243312648130242 |
-8 | 0.215101665793102 |
-7 | 0.258351659336050 |
-6 | 0.311081989982139 |
-5 | 0.270155086795556 |
-4 | 0.254546427503312 |
-3 | 0.312529182466884 |
-2 | 0.279879005373652 |
-1 | 0.257090666453242 |
0 | 0.157248418093738 |
1 | 0.355740591286682 |
2 | 0.363525281714084 |
3 | 0.278963126992297 |
4 | 0.275674908718962 |
5 | 0.211017163810471 |
6 | 0.254873668414284 |
7 | 0.288843896043044 |
8 | 0.294503121106799 |
9 | 0.286087940506497 |
10 | 0.271250825233194 |
11 | 0.216736319938312 |
12 | 0.146894209934825 |
13 | 0.238426128847914 |
14 | 0.202865122413309 |
15 | 0.131347675682585 |