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 | -0.00215613319253982 |
-13 | -0.0249657465012282 |
-12 | 0.433688976668696 |
-11 | -0.390834694164131 |
-10 | 0.00371179092189013 |
-9 | -0.0457517451061289 |
-8 | 0.0340328563917788 |
-7 | -0.0262240609906992 |
-6 | 0.0235331853081248 |
-5 | 0.0065980320629018 |
-4 | -0.0292635998454483 |
-3 | 0.0510859113670024 |
-2 | -0.0219656100820921 |
-1 | 0.0334687785252949 |
0 | -0.793241413418963 |
1 | 0.033093173661902 |
2 | -0.00769863495097539 |
3 | 0.0248887241615575 |
4 | -0.0223324380996376 |
5 | 0.0475650041099254 |
6 | -0.0200029240045064 |
7 | 0.00253425057660090 |
8 | 0.00526853514666441 |
9 | -0.0513026841805918 |
10 | 0.0304398330009303 |
11 | 0.0020710300431528 |
12 | 0.00702889540450241 |
13 | 0.0054101700110841 |
14 | -0.0889168501844284 |