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 | -0.0130596930913995 |
-14 | -0.0153549340671163 |
-13 | 0.0097232030952581 |
-12 | -0.0717410023022272 |
-11 | 0.0471455363104826 |
-10 | -0.114539434578766 |
-9 | -0.121123573121442 |
-8 | 0.0145325549780840 |
-7 | 0.208505435995252 |
-6 | -0.0857391470279228 |
-5 | -0.0460460808230784 |
-4 | 0.0821984238143081 |
-3 | 0.0502321810039133 |
-2 | 0.0998326005884353 |
-1 | -0.105966745275280 |
0 | 0.0270323086649096 |
1 | 0.0237662791287992 |
2 | -0.0646384517758616 |
3 | -0.143866984219393 |
4 | 0.093843801874696 |
5 | 0.139007595198287 |
6 | 0.082792061699765 |
7 | 0.116077651095044 |
8 | 0.159015302348164 |
9 | 0.0254546070599204 |
10 | 0.120933295840497 |
11 | -0.0194957625514101 |
12 | -0.0285824387855386 |
13 | -0.0270857496901464 |
14 | -0.08839894429683 |
15 | -0.116528325728273 |