Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | -0.7 |
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 | 1 |
k | rho(Y[t],X[t+k]) |
-13 | -0.00675768081765082 |
-12 | 0.266598895464679 |
-11 | -0.322217189984607 |
-10 | -0.0844306815260882 |
-9 | 0.0379455978070337 |
-8 | -0.125138324932281 |
-7 | 0.225340406009670 |
-6 | 0.0639853421774783 |
-5 | -0.219844586574014 |
-4 | 0.131250610152779 |
-3 | 0.114704736534821 |
-2 | -0.0248666254517433 |
-1 | 0.0585443667117581 |
0 | -0.299664073742950 |
1 | -0.167975161904144 |
2 | 0.0738909862786928 |
3 | 0.119590683680628 |
4 | -0.00467161631336512 |
5 | 0.0841589508913727 |
6 | -0.0243689416904296 |
7 | -0.00715246348694528 |
8 | 0.101824584538043 |
9 | -0.02970473482535 |
10 | -0.132752188460310 |
11 | 0.133945755662522 |
12 | 0.0128646675198714 |
13 | 0.0864447326514692 |