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 | 0.0120291572290837 |
-14 | 0.0449764393143481 |
-13 | 0.219230262887511 |
-12 | -0.0965303314029756 |
-11 | -0.168022514275029 |
-10 | 0.0731814925827238 |
-9 | 0.00667832571335602 |
-8 | -0.155256550134013 |
-7 | 0.0463788496399496 |
-6 | -0.106233186454105 |
-5 | -0.0573394804423302 |
-4 | 0.00765648515313374 |
-3 | 0.0117309461722278 |
-2 | -0.0646456039400331 |
-1 | 0.283650486506656 |
0 | -0.206957715133851 |
1 | -0.077672115694405 |
2 | 0.131608362770358 |
3 | -0.0173852970153713 |
4 | 0.193983606752842 |
5 | -0.114136458793041 |
6 | -0.0446382898408905 |
7 | 0.144755511292589 |
8 | -0.176739121093149 |
9 | -0.0447224164502249 |
10 | 0.160008115819657 |
11 | -0.0673253800630013 |
12 | 0.04990854939275 |
13 | 0.0551933276965301 |
14 | -0.080467852251643 |
15 | -0.179946722571569 |