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 | 0.0896929238139872 |
-14 | -0.0234755209685644 |
-13 | 0.0540377512689325 |
-12 | -0.233030032556035 |
-11 | 0.0119997532061160 |
-10 | 0.0314634539266087 |
-9 | 0.160471284312171 |
-8 | -0.125432747139328 |
-7 | -0.114744689316745 |
-6 | -0.00522674243076587 |
-5 | 0.0911693026931169 |
-4 | -0.132393820364202 |
-3 | 0.176611174000283 |
-2 | -0.0418842824715362 |
-1 | 0.0497365185382428 |
0 | -0.344390546133954 |
1 | 0.0491249547909596 |
2 | 0.222296412574558 |
3 | 0.127945840372415 |
4 | 0.0445039622935353 |
5 | -0.169223259627089 |
6 | -0.0629052194409249 |
7 | 0.164259004710831 |
8 | 0.0178646544904880 |
9 | -0.0118991453620373 |
10 | 0.0750017458478831 |
11 | -0.0287286111093158 |
12 | -0.411922819282579 |
13 | -0.00203314433756767 |
14 | 0.313795948146043 |
15 | 0.069968508586075 |