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]) |
-10 | -0.156555021316017 |
-9 | -0.0900494773771192 |
-8 | 0.0533986119217429 |
-7 | 0.202672004339341 |
-6 | 0.399761426523225 |
-5 | 0.573549636232167 |
-4 | 0.699521816174823 |
-3 | 0.749765055573917 |
-2 | 0.782532385616804 |
-1 | 0.764085592407475 |
0 | 0.733988192960675 |
1 | 0.64223966884059 |
2 | 0.556316447839242 |
3 | 0.434227803309076 |
4 | 0.30048855254144 |
5 | 0.183011606313606 |
6 | 0.0992728739817839 |
7 | 0.025971143071029 |
8 | -0.0427188895373939 |
9 | -0.0893213144872783 |
10 | -0.141749042555898 |