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 | 1 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-15 | 0.278064086826216 |
-14 | -0.240270318332260 |
-13 | -0.318912808050963 |
-12 | 0.727526627245702 |
-11 | -0.092615537858201 |
-10 | -0.392852214917913 |
-9 | 0.201949645549327 |
-8 | -0.136754842094657 |
-7 | -0.0786721638560145 |
-6 | 0.332820881471498 |
-5 | -0.00583512682208759 |
-4 | -0.272189202381010 |
-3 | 0.31652361889785 |
-2 | -0.307754621668600 |
-1 | -0.393324092710699 |
0 | 0.925214091256379 |
1 | -0.197701634016815 |
2 | -0.352555218666014 |
3 | 0.248158537200110 |
4 | -0.234976977471413 |
5 | -0.0511670037431737 |
6 | 0.359999441103789 |
7 | -0.0862532853472736 |
8 | -0.164839916411681 |
9 | 0.278458661545759 |
10 | -0.345867444542459 |
11 | -0.257826673876384 |
12 | 0.702473947768498 |
13 | -0.172891201838392 |
14 | -0.249033005167518 |
15 | 0.214587139678241 |