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 | 0 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t+k]) |
-14 | -0.0316224983639939 |
-13 | 0.0276699543168879 |
-12 | -0.186313970706152 |
-11 | -0.0165366916760251 |
-10 | -0.0231864898435907 |
-9 | -0.0822087486531352 |
-8 | -0.0534200936200119 |
-7 | -0.119898660472849 |
-6 | -0.0125356522456016 |
-5 | 0.102470820713837 |
-4 | -0.0615199930743081 |
-3 | 0.0603938487793924 |
-2 | -0.0575390489976475 |
-1 | -0.243209250870457 |
0 | 0.226561319131703 |
1 | 0.116163659636027 |
2 | 0.0267196470312524 |
3 | -0.0771291481687817 |
4 | 0.0122249359568008 |
5 | 0.0406269742740719 |
6 | 0.0514313521754469 |
7 | 0.0167479014391794 |
8 | 0.0614815980210049 |
9 | 0.0393195202118798 |
10 | 0.00744327821679618 |
11 | -0.0337543764384481 |
12 | -0.0101910592339530 |
13 | -0.00241500484156638 |
14 | 0.0421354614055621 |