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 | -0.0235532523144783 |
-14 | -0.0247222163494053 |
-13 | -0.152345378728987 |
-12 | -0.030083762158706 |
-11 | 0.144526047798267 |
-10 | -0.0908332192951045 |
-9 | -0.0137294463647992 |
-8 | 0.130341502419795 |
-7 | -0.130488282585172 |
-6 | 0.0075418708009197 |
-5 | 0.0577937285776496 |
-4 | 0.258160640023227 |
-3 | -0.0854177378126013 |
-2 | -0.0462524784138235 |
-1 | -0.207602341754978 |
0 | 0.396457788408498 |
1 | -0.230477507272544 |
2 | 0.092879018163182 |
3 | 0.155766492540908 |
4 | -0.0203567363058851 |
5 | -0.0162607557372454 |
6 | -0.036009172783696 |
7 | 0.0288521862311728 |
8 | 0.0311546044133706 |
9 | -0.0412511298781210 |
10 | -0.107825371383536 |
11 | 0.0302210610946353 |
12 | -0.0804162103857783 |
13 | 0.0148584282340234 |
14 | -0.0274206100295488 |
15 | 0.137345715954360 |