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) | 3 |
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 | -0.256319600431378 |
-14 | -0.107959232845065 |
-13 | -0.0516544794238933 |
-12 | 0.215574426780855 |
-11 | 0.162680876632319 |
-10 | -0.0939155468802985 |
-9 | -0.0372968247887183 |
-8 | -0.10218397814704 |
-7 | -0.183334708632764 |
-6 | -0.00803582912499896 |
-5 | 0.168644512532587 |
-4 | 0.0421567060391999 |
-3 | -0.0776121709073503 |
-2 | -0.0614326135649895 |
-1 | -0.0720031869418252 |
0 | -0.0252430811012212 |
1 | -0.0308104973836173 |
2 | -0.0377593758158336 |
3 | -0.0848334503268561 |
4 | 0.0213719800578453 |
5 | -0.0839746796818638 |
6 | 0.170423963137858 |
7 | 0.1871483224548 |
8 | 0.0439998347973415 |
9 | -0.0966996972308948 |
10 | -0.157148837101515 |
11 | -0.165793146353962 |
12 | 0.00973656645796808 |
13 | 0.0175442155351728 |
14 | -0.0178502244364778 |
15 | 0.00779084512019746 |