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 | 0 |
k | rho(Y[t],X[t+k]) |
-15 | -0.0169219212237035 |
-14 | -0.00108397173959903 |
-13 | -0.190515417238248 |
-12 | -0.00296393907544365 |
-11 | 0.0839022185663806 |
-10 | -0.102241868495826 |
-9 | 0.0614253113774145 |
-8 | 0.0279838971303362 |
-7 | -0.164012751245268 |
-6 | 0.160017266856324 |
-5 | 0.0567128402315523 |
-4 | -0.100150718654855 |
-3 | 0.095495104337301 |
-2 | -0.136946685771828 |
-1 | -0.00544422591012615 |
0 | 0.113613234156474 |
1 | 0.102560119054252 |
2 | 0.0577473391465246 |
3 | -0.0287422343078356 |
4 | -0.0226807056904167 |
5 | -0.0445794453915703 |
6 | 0.299871773275655 |
7 | -0.096564308069548 |
8 | -0.0851862968055926 |
9 | 0.00235032836999014 |
10 | 0.160073385284256 |
11 | 0.0234449500708574 |
12 | 0.0158564094932925 |
13 | 0.0493687101756598 |
14 | 0.019734488223792 |
15 | -0.0286093222416698 |