Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 0 |
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]) |
-14 | 0.138412000499436 |
-13 | -0.143657690258127 |
-12 | 0.240946747073797 |
-11 | -0.122876275709446 |
-10 | 0.0157665092268943 |
-9 | 0.0797156240972814 |
-8 | -0.0785494711233344 |
-7 | 0.0418849079379991 |
-6 | -0.0954001783046864 |
-5 | -0.0919562133283884 |
-4 | 0.132718457853344 |
-3 | -0.103594281320707 |
-2 | 0.116208243252963 |
-1 | 0.228871849286587 |
0 | -0.51416965466013 |
1 | 0.140268912457874 |
2 | 0.0761265754347964 |
3 | 0.081653381074945 |
4 | -0.0754355732480002 |
5 | -0.0410808821569095 |
6 | -0.026702558175864 |
7 | 0.0431590146735732 |
8 | -0.0527114108777721 |
9 | 0.0280850385608055 |
10 | 0.0175238516672723 |
11 | 0.0462993935383508 |
12 | -0.00488379537487765 |
13 | -0.0350613029164303 |
14 | -0.0135361185560452 |