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 | 1 |
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 | 0.160936465123226 |
-14 | -0.12632975511917 |
-13 | 0.0796362854082165 |
-12 | 0.0218964468332547 |
-11 | 0.0189272083438251 |
-10 | -0.148908845339558 |
-9 | 0.123004049909402 |
-8 | -0.0426391177378368 |
-7 | 0.00602802869853858 |
-6 | 0.0055134667737513 |
-5 | 0.0955579751796061 |
-4 | -0.233413807692342 |
-3 | 0.184612190576351 |
-2 | -0.0421569913245095 |
-1 | -0.139952393471063 |
0 | 0.0862767261654055 |
1 | -0.0125624077277678 |
2 | 0.0487558966007323 |
3 | 0.0680893410015199 |
4 | -0.0933792079818476 |
5 | -0.0292564832205857 |
6 | 0.0888961132355565 |
7 | -0.120860823432563 |
8 | 0.148610856121884 |
9 | -0.0312000332366745 |
10 | 0.064505220950675 |
11 | -0.088777020842129 |
12 | 0.0261904342121807 |
13 | -0.0649604032230492 |
14 | -0.00258224949964986 |
15 | 0.119116595779275 |