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 | 1 |
k | rho(Y[t],X[t+k]) |
-14 | -0.06283464418756 |
-13 | 0.0626343706673675 |
-12 | 0.325873163902133 |
-11 | 0.0171257315221986 |
-10 | -0.032007317058672 |
-9 | -0.346098624322448 |
-8 | 0.000640875264616302 |
-7 | 0.065815652386319 |
-6 | -0.0160619363194461 |
-5 | 0.0154102354591433 |
-4 | 0.0173739985165998 |
-3 | 0.302414098050385 |
-2 | -0.00597139858044477 |
-1 | 0.0671872553597459 |
0 | -0.54420233428636 |
1 | 0.0325052944602318 |
2 | 0.0104860328347326 |
3 | 0.242801151139004 |
4 | 0.0206101299203602 |
5 | -0.0156310776111400 |
6 | -0.124514919021794 |
7 | 0.0442698301454911 |
8 | 0.0615525328051385 |
9 | 0.112133324382428 |
10 | 0.0155978791177022 |
11 | 0.0224696064060403 |
12 | -0.270831144342608 |
13 | -0.00941213374267303 |
14 | -0.0126746074292693 |